The firm shows a Beta (market volatility) of -0.16, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Cabot are expected to decrease at a much lower rate. During the bear market, Cabot is likely to outperform the market. At this point, Cabot has a negative expected return of -0.16%. Please make sure to confirm Cabot's potential upside, and the relationship between the jensen alpha and rate of daily change , to decide if Cabot performance from the past will be repeated at some point in the near future.
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Over the last 90 days Cabot has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest unfluctuating performance, the Stock's fundamental drivers remain stable and the newest uproar on Wall Street may also be a sign of mid-term gains for the firm private investors. ...more
If you would invest 7,496 in Cabot on October 6, 2025 and sell it today you would lose (791.00) from holding Cabot or give up 10.55% of portfolio value over 90 days. Cabot is generating negative expected returns assuming volatility of 1.8791% on return distribution over 90 days investment horizon. In other words, 16% of stocks are less volatile than Cabot, and above 99% of all equities are expected to generate higher returns over the next 90 days.
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Considering the 90-day investment horizon Cabot is expected to under-perform the market. In addition to that, the company is 2.6 times more volatile than its market benchmark. It trades about -0.08 of its total potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.08 per unit of volatility.
Cabot Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cabot's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Cabot, and traders can use it to determine the average amount a Cabot's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0848
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Based on monthly moving average Cabot is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Cabot by adding Cabot to a well-diversified portfolio.
Cabot Fundamentals Growth
Cabot Stock prices reflect investors' perceptions of the future prospects and financial health of Cabot, and Cabot fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Cabot Stock performance.
Assessing Cabot's fundamental ratios provides investors with valuable insights into Cabot's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Cabot is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
Cabot Corporation operates as a specialty chemicals and performance materials company. Cabot Corporation was founded in 1882 and is headquartered in Boston, Massachusetts. Cabot Corp operates under Specialty Chemicals classification in the United States and is traded on New York Stock Exchange.
Things to note about Cabot performance evaluation
Checking the ongoing alerts about Cabot for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Cabot help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
Cabot generated a negative expected return over the last 90 days
Over 99.0% of the company shares are held by institutions such as insurance companies
Evaluating Cabot's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Cabot's stock performance include:
Analyzing Cabot's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Cabot's stock is overvalued or undervalued compared to its peers.
Examining Cabot's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
Evaluating Cabot's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Cabot's management team can help you assess the Company's leadership.
Pay attention to analyst opinions and ratings of Cabot's stock. These opinions can provide insight into Cabot's potential for growth and whether the stock is currently undervalued or overvalued.
It's essential to remember that evaluating Cabot's stock performance is not an exact science, and many factors can impact Cabot's stock market price. Therefore, it's also important to diversify your portfolio and not rely solely on one company or stock for your investments.
Additional Tools for Cabot Stock Analysis
When running Cabot's price analysis, check to measure Cabot's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Cabot is operating at the current time. Most of Cabot's value examination focuses on studying past and present price action to predict the probability of Cabot's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cabot's price. Additionally, you may evaluate how the addition of Cabot to your portfolios can decrease your overall portfolio volatility.