Calian Technologies Stock Alpha and Beta Analysis
| CGY Stock | CAD 48.02 0.74 1.52% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Calian Technologies. It also helps investors analyze the systematic and unsystematic risks associated with investing in Calian Technologies over a specified time horizon. Remember, high Calian Technologies' 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 Calian Technologies' market risk premium analysis include:
Beta 0.14 | Alpha 0.0854 | Risk 1.61 | Sharpe Ratio 0.0791 | Expected Return 0.13 |
Calian Technologies 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.
Calian |
Calian Technologies Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Calian Technologies market risk premium is the additional return an investor will receive from holding Calian Technologies 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 Calian Technologies. 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 Calian Technologies' performance over market.| α | 0.09 | β | 0.14 |
Calian Technologies 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 Calian Technologies' Buy-and-hold return. Our buy-and-hold chart shows how Calian Technologies performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Calian Technologies Market Price Analysis
Market price analysis indicators help investors to evaluate how Calian Technologies stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Calian Technologies shares will generate the highest return on investment. By understating and applying Calian Technologies stock market price indicators, traders can identify Calian Technologies position entry and exit signals to maximize returns.
Calian Technologies Return and Market Media
The median price of Calian Technologies for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 47.88 with a coefficient of variation of 4.6. The daily time series for the period is distributed with a sample standard deviation of 2.18, arithmetic mean of 47.45, and mean deviation of 1.86. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Telesat Selects Calian to Develop and Deploy Element Management System for Telesat Lightspeed Network - Marketscreener.com | 09/09/2024 |
2 | Calian Group Stock Price Passes Below 50-Day Moving Average of 48.62 - MarketBeat | 09/26/2024 |
3 | Calian Groups Rapid Growth in the Nuclear Sector - TipRanks | 10/08/2024 |
4 | 2 Stocks Ill Be Adding to My RRSP Even With the TSX at All-Time Highs - The Motley Fool Canada | 11/04/2024 |
About Calian Technologies 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 Calian or other stocks. Alpha measures the amount that position in Calian Technologies 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 | 0.0201 | 0.022 | 0.0253 | 0.0437 | Price To Sales Ratio | 1.09 | 0.91 | 0.82 | 0.51 |
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 Calian Technologies 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, Calian Technologies' short interest history, or implied volatility extrapolated from Calian Technologies options trading.
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Other Information on Investing in Calian Stock
Calian Technologies financial ratios help investors to determine whether Calian Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Calian with respect to the benefits of owning Calian Technologies security.