Coterra Energy Stock Alpha and Beta Analysis
| CTRA Stock | USD 27.44 0.61 2.27% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Coterra Energy. It also helps investors analyze the systematic and unsystematic risks associated with investing in Coterra Energy over a specified time horizon. Remember, high Coterra Energy's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Coterra Energy's market risk premium analysis include:
Beta 0.78 | Alpha 0.11 | Risk 1.55 | Sharpe Ratio 0.15 | Expected Return 0.22 |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Coterra |
Coterra Energy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Coterra Energy market risk premium is the additional return an investor will receive from holding Coterra Energy long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Coterra Energy. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Coterra Energy's performance over market.| α | 0.11 | β | 0.78 |
Coterra Energy expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Coterra Energy's Buy-and-hold return. Our buy-and-hold chart shows how Coterra Energy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Coterra Energy Market Price Analysis
Market price analysis indicators help investors to evaluate how Coterra Energy stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Coterra Energy shares will generate the highest return on investment. By understating and applying Coterra Energy stock market price indicators, traders can identify Coterra Energy position entry and exit signals to maximize returns.
Coterra Energy Return and Market Media
The median price of Coterra Energy for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 23.78 with a coefficient of variation of 3.82. The daily time series for the period is distributed with a sample standard deviation of 0.91, arithmetic mean of 23.88, and mean deviation of 0.66. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
| Coterra Energy dividend paid on 29th of August 2024 | 08/29/2024 |
1 | Coterra Energy Inc. Delivers 246M in Free Cash Flow, Returns 295M to Shareholders | 09/25/2024 |
2 | Cabot Wealth Management Inc. Buys 6,379 Shares of iShares 3-7 Year Treasury Bond ETF | 10/15/2024 |
3 | Coterra Energy Inc Shares Down 4.03 percent on Nov 1 | 11/01/2024 |
4 | Coterra Energys Dividend Will Be 0.21 | 11/04/2024 |
5 | Cabot Corp Q4 2024 Earnings Call Highlights Strong EPS Growth and Robust Cash Flow | 11/06/2024 |
6 | Cabot declares 0.43 dividend | 11/08/2024 |
7 | Orion upgraded, Cabot downgraded at J.P. Morgan | 11/11/2024 |
8 | Coterra Energy to buy New Mexico oil and gas assets for 3.95B cash and stock | 11/13/2024 |
9 | Cabot Insider Trades Send A Signal | 11/15/2024 |
10 | Cabot Co. Short Interest Update | 11/18/2024 |
11 | Moors Cabot Inc. Sells 1,287 Shares of Walmart Inc. | 11/20/2024 |
About Coterra Energy Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Coterra or other stocks. Alpha measures the amount that position in Coterra Energy has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0816 | 0.1 | 0.0461 | 0.029 | Price To Sales Ratio | 2.77 | 2.16 | 3.39 | 3.22 |
Coterra Energy Upcoming Company Events
As portrayed in its financial statements, the presentation of Coterra Energy's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Coterra Energy's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Coterra Energy's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Coterra Energy. Please utilize our Beneish M Score to check the likelihood of Coterra Energy's management manipulating its earnings.
| 28th of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 28th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Coterra Energy
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Align your risk with return expectations
Check out Coterra Energy Backtesting, Coterra Energy Valuation, Coterra Energy Correlation, Coterra Energy Hype Analysis, Coterra Energy Volatility, Coterra Energy History and analyze Coterra Energy Performance. For information on how to trade Coterra Stock refer to our How to Trade Coterra Stock guide.You can also try the Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
Coterra Energy technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.