Cabot Stock Alpha and Beta Analysis
| CBT Stock | USD 109.82 1.15 1.06% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Cabot. It also helps investors analyze the systematic and unsystematic risks associated with investing in Cabot over a specified time horizon. Remember, high Cabot'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 Cabot's market risk premium analysis include:
Beta 1.7 | Alpha (0.05) | Risk 1.66 | Sharpe Ratio 0.0472 | Expected Return 0.0785 |
Cabot 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.
Cabot |
Cabot Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Cabot market risk premium is the additional return an investor will receive from holding Cabot 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 Cabot. 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 Cabot's performance over market.| α | -0.05 | β | 1.70 |
Cabot 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 Cabot's Buy-and-hold return. Our buy-and-hold chart shows how Cabot performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Cabot Market Price Analysis
Market price analysis indicators help investors to evaluate how Cabot stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Cabot shares will generate the highest return on investment. By understating and applying Cabot stock market price indicators, traders can identify Cabot position entry and exit signals to maximize returns.
Cabot Return and Market Media
The median price of Cabot for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 109.26 with a coefficient of variation of 4.18. The daily time series for the period is distributed with a sample standard deviation of 4.54, arithmetic mean of 108.58, and mean deviation of 3.58. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 1201 shares by Jeff Zhu of Cabot at 106.191 subject to Rule 16b-3 | 08/30/2024 |
| Cabot dividend paid on 13th of September 2024 | 09/13/2024 |
3 | Cabots Stock Rises 16 percent in Three Months Whats Driving the Rally | 09/26/2024 |
4 | Is Harmony Gold Stock Outpacing Its Basic Materials Peers This Year | 10/16/2024 |
5 | Cabot Corp Q4 2024 Earnings Report Preview What To Look For | 11/04/2024 |
6 | Liquid Masterbatch Market is Projected to Reach US 19.2 Billion by 2034, Growing at a 5 percent CAGR Fact.MR Report | 11/05/2024 |
7 | Cabot Full Year 2024 Earnings EPS US6.82 | 11/06/2024 |
8 | No Middleman, No Markup How Red Mesa Is Slashing Costs With Around-The-Clock Hemp Refinement | 11/08/2024 |
9 | Disposition of 8390 shares by Hobart Kalkstein of Cabot at 73.84 subject to Rule 16b-3 | 11/11/2024 |
10 | Disposition of 11824 shares by Sean Keohane of Cabot at 112.54 subject to Rule 16b-3 | 11/12/2024 |
11 | Whats Behind the Rising Stake of Los Angeles Capital in Cabot Co. | 11/13/2024 |
12 | Cabot Corp executive VP Jeff Zhu sells 1.65 million in stock | 11/14/2024 |
13 | Jeff Ji Zhu Sells 14,566 Shares of Cabot Co. Stock | 11/15/2024 |
14 | Disposition of 4197 shares by Erica McLaughlin of Cabot at 108.82 subject to Rule 16b-3 | 11/18/2024 |
15 | Astronomer Announces Kristin Cabot as Chief People Officer | 11/19/2024 |
16 | Disposition of 200 shares by Erica McLaughlin of Cabot at 103.23 subject to Rule 16b-3 | 11/21/2024 |
About Cabot 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 Cabot or other stocks. Alpha measures the amount that position in Cabot 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 | 0.0233 | 0.0226 | 0.0149 | 0.042 | Price To Sales Ratio | 0.84 | 0.99 | 1.56 | 0.33 |
Cabot Upcoming Company Events
As portrayed in its financial statements, the presentation of Cabot's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Cabot's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Cabot's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Cabot. Please utilize our Beneish M Score to check the likelihood of Cabot's management manipulating its earnings.
| 5th of February 2024 Upcoming Quarterly Report | View | |
| 13th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 4th of November 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of September 2023 Last Financial Announcement | View |
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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.