Cae Inc Stock Alpha and Beta Analysis
| CAE Stock | USD 23.30 0.40 1.75% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as CAE Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in CAE over a specified time horizon. Remember, high CAE'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 CAE's market risk premium analysis include:
Beta 0.89 | Alpha 0.3 | Risk 2.11 | Sharpe Ratio 0.22 | Expected Return 0.47 |
CAE Quarterly Cash And Equivalents |
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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.
CAE |
CAE Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. CAE market risk premium is the additional return an investor will receive from holding CAE 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 CAE. 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 CAE's performance over market.| α | 0.30 | β | 0.89 |
CAE 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 CAE's Buy-and-hold return. Our buy-and-hold chart shows how CAE performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.CAE Market Price Analysis
Market price analysis indicators help investors to evaluate how CAE stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading CAE shares will generate the highest return on investment. By understating and applying CAE stock market price indicators, traders can identify CAE position entry and exit signals to maximize returns.
CAE Return and Market Media
The median price of CAE for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 18.39 with a coefficient of variation of 7.6. The daily time series for the period is distributed with a sample standard deviation of 1.43, arithmetic mean of 18.78, and mean deviation of 0.94. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Investors who lost money on CAE Inc. should contact Levi Korsinsky about pending Class Action - CAE | 09/12/2024 |
2 | Shareholders That Lost Money on CAE Inc. Should Contact Levi Korsinsky About Pending Class Action - CAE | 09/16/2024 |
3 | Cannindah Resources Expands Opportunities with Codelcos Interest in Mt Cannindah | 10/15/2024 |
4 | An Investigation Has Commenced on Behalf of CAE Inc. Shareholders. Contact Levi Korsinsky to Discuss your CAE Losses | 11/01/2024 |
5 | Astronics Corporation Beats Q3 Earnings and Revenue Estimates | 11/06/2024 |
6 | Levi Korsinsky Reminds CAE Inc. Investors of the Ongoing Investigation into Potential Violations of Securities Laws - CAE | 11/07/2024 |
7 | CAE Inc. Investigation Ongoing Contact Levi Korsinsky to Discuss Your Rights - CAE | 11/08/2024 |
8 | Heres What Key Metrics Tell Us About CAE Q2 Earnings | 11/12/2024 |
9 | CAE Inc Trading 8.02 percent Higher on Nov 13 | 11/13/2024 |
10 | Company News for Nov 14, 2024 | 11/14/2024 |
11 | Textron Secures a 276.8M Contract to Supply T-54A Training Aircraft | 11/19/2024 |
12 | Cannindah Resources Identifies Significant Resource Extension Potential at Mt Cannindah | 11/22/2024 |
About CAE 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 CAE or other stocks. Alpha measures the amount that position in CAE Inc 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.027 | 0.0157 | Price To Sales Ratio | 2.04 | 1.4 |
CAE Upcoming Company Events
As portrayed in its financial statements, the presentation of CAE's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, CAE's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of CAE's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of CAE. Please utilize our Beneish M Score to check the likelihood of CAE's management manipulating its earnings.
| 14th of February 2024 Upcoming Quarterly Report | View | |
| 29th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 29th of May 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of March 2023 Last Financial Announcement | View |
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CAE 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.