Cipher Mining Stock Alpha and Beta Analysis
| CIFR Stock | USD 6.45 0.33 4.87% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Cipher Mining. It also helps investors analyze the systematic and unsystematic risks associated with investing in Cipher Mining over a specified time horizon. Remember, high Cipher Mining'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 Cipher Mining's market risk premium analysis include:
Beta 5.18 | Alpha 0.47 | Risk 6.92 | Sharpe Ratio 0.17 | Expected Return 1.18 |
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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.
Cipher |
Cipher Mining Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Cipher Mining market risk premium is the additional return an investor will receive from holding Cipher Mining 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 Cipher Mining. 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 Cipher Mining's performance over market.| α | 0.47 | β | 5.18 |
Cipher Mining 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 Cipher Mining's Buy-and-hold return. Our buy-and-hold chart shows how Cipher Mining performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Cipher Mining Market Price Analysis
Market price analysis indicators help investors to evaluate how Cipher Mining stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Cipher Mining shares will generate the highest return on investment. By understating and applying Cipher Mining stock market price indicators, traders can identify Cipher Mining position entry and exit signals to maximize returns.
Cipher Mining Return and Market Media
The median price of Cipher Mining for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 4.11 with a coefficient of variation of 30.22. The daily time series for the period is distributed with a sample standard deviation of 1.38, arithmetic mean of 4.56, and mean deviation of 1.19. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 479449 shares by Bitfury Top Holdco B.v. of Cipher Mining at 2.93 subject to Rule 16b-3 | 09/05/2024 |
2 | Acquisition by Dykes Robert R B of 187333 shares of Cipher Mining at 2.74 subject to Rule 16b-3 | 09/06/2024 |
3 | Disposition of 479449 shares by Bitfury Top Holdco B.v. of Cipher Mining at 2.87 subject to Rule 16b-3 | 09/09/2024 |
4 | Disposition of 85084 shares by Page Tyler of Cipher Mining at 3.09 subject to Rule 16b-3 | 09/13/2024 |
5 | Cipher Mining Target of Unusually Large Options Trading | 10/03/2024 |
6 | Acquisition by William Iwaschuk of 366667 shares of Cipher Mining subject to Rule 16b-3 | 10/25/2024 |
7 | BV HoldCo Top Bitfury Implements A Sell Strategy Offloads 6.22M In Cipher Mining Stock | 10/30/2024 |
8 | Cipher Mining Provides Third Quarter 2024 Business Update | 10/31/2024 |
9 | Cipher Mining Inc. Q3 2024 Earnings Call Transcript | 11/01/2024 |
10 | CIFR - Cipher Mining Inc. Latest Stock News Market Updates - StockTitan | 11/04/2024 |
11 | Smart Money Is Betting Big In CIFR Options | 11/06/2024 |
12 | Disposition of 53161 shares by Patrick Kelly of Cipher Mining at 7.16 subject to Rule 16b-3 | 11/08/2024 |
13 | Cipher Mining Inc. Major Shareholder Sells 1,980,000.00 in Stock | 11/15/2024 |
14 | Disposition of 6900 shares by Bitfury Top Holdco B.v. of Cipher Mining at 7.0 subject to Rule 16b-3 | 11/20/2024 |
15 | Disposition of 73500 shares by Bitfury Top Holdco B.v. of Cipher Mining at 7.02 subject to Rule 16b-3 | 11/21/2024 |
16 | Cipher Mining sees 564,270 in stock sales by major shareholders | 11/22/2024 |
About Cipher Mining 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 Cipher or other stocks. Alpha measures the amount that position in Cipher Mining 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.
| 2010 | 2023 | 2024 (projected) | Payables Turnover | 0.0201 | 10.1 | 10.61 | Days Of Inventory On Hand | 10.3K | 239.26 | 227.3 |
Cipher Mining Upcoming Company Events
As portrayed in its financial statements, the presentation of Cipher Mining's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Cipher Mining's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Cipher Mining's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Cipher Mining. Please utilize our Beneish M Score to check the likelihood of Cipher Mining's management manipulating its earnings.
| 12th of March 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 12th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Additional Tools for Cipher Stock Analysis
When running Cipher Mining's price analysis, check to measure Cipher Mining'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 Cipher Mining is operating at the current time. Most of Cipher Mining's value examination focuses on studying past and present price action to predict the probability of Cipher Mining's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cipher Mining's price. Additionally, you may evaluate how the addition of Cipher Mining to your portfolios can decrease your overall portfolio volatility.