Cbl International Limited Stock Alpha and Beta Analysis
| BANL Stock | 1.01 0.02 2.02% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as CBL International Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in CBL International over a specified time horizon. Remember, high CBL International'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 CBL International's market risk premium analysis include:
Beta 1.85 | Alpha 0.56 | Risk 8.69 | Sharpe Ratio 0.0785 | Expected Return 0.68 |
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.
CBL |
CBL International Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. CBL International market risk premium is the additional return an investor will receive from holding CBL International 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 CBL International. 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 CBL International's performance over market.| α | 0.56 | β | 1.85 |
CBL International 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 CBL International's Buy-and-hold return. Our buy-and-hold chart shows how CBL International performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.CBL International Market Price Analysis
Market price analysis indicators help investors to evaluate how CBL International stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading CBL International shares will generate the highest return on investment. By understating and applying CBL International stock market price indicators, traders can identify CBL International position entry and exit signals to maximize returns.
CBL International Return and Market Media
The median price of CBL International for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 0.96 with a coefficient of variation of 19.23. The daily time series for the period is distributed with a sample standard deviation of 0.17, arithmetic mean of 0.89, and mean deviation of 0.15. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | BANL stock touches 52-week low at 0.63 amid market shifts - Investing.com | 09/11/2024 |
2 | Caliways 206M IPO marks largest in Taiwans biotech history - BioWorld Online | 10/08/2024 |
About CBL International 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 CBL or other stocks. Alpha measures the amount that position in CBL International 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) | Days Sales Outstanding | 20.17 | 14.54 | 95.97 | 100.77 | PTB Ratio | 12.89 | 7.75 | 1.45 | 1.38 |
CBL International Upcoming Company Events
As portrayed in its financial statements, the presentation of CBL International's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, CBL International's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of CBL International's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of CBL International. Please utilize our Beneish M Score to check the likelihood of CBL International's management manipulating its earnings.
| 25th of April 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Align your risk with return expectations
Check out CBL International Backtesting, CBL International Valuation, CBL International Correlation, CBL International Hype Analysis, CBL International Volatility, CBL International History and analyze CBL International Performance. You can also try the Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.
CBL International 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.