Cae Inc Stock Alpha and Beta Analysis
| CAE Stock | CAD 32.71 0.26 0.80% |
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 0.35 | Alpha 0.43 | Risk 2.13 | Sharpe Ratio 0.24 | Expected Return 0.51 |
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 | 0.43 | β | 0.35 |
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 Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 25.26 with a coefficient of variation of 10.07. The daily time series for the period is distributed with a sample standard deviation of 2.63, arithmetic mean of 26.15, and mean deviation of 1.91. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | MONDAY INVESTOR DEADLINE Robbins Geller Rudman Dowd LLP - GlobeNewswire | 09/13/2024 |
2 | CAE Inc Shares Up 3.13 percent on Sep 26 - GuruFocus.com | 09/26/2024 |
3 | CAE awarded contract from SkyAlyne to support Canadas Future Aircrew Training Program - StockTitan | 10/01/2024 |
4 | CAE CEO Marc Parent to Step Down After Doubling Revenue to 4.3B During 15-Year Tenure CAE Stock News - StockTitan | 11/12/2024 |
5 | CAE Inc. Short Interest Up 7.4 percent in October - MarketBeat | 11/19/2024 |
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 |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards CAE in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, CAE's short interest history, or implied volatility extrapolated from CAE options trading.
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Check out CAE Backtesting, CAE Valuation, CAE Correlation, CAE Hype Analysis, CAE Volatility, CAE History and analyze CAE Performance. You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
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.