Colliers International Group Stock Alpha and Beta Analysis
| CIGI Stock | CAD 203.79 2.88 1.43% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Colliers International Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Colliers International over a specified time horizon. Remember, high Colliers International'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 Colliers International's market risk premium analysis include:
Beta (0.15) | Alpha 0.0992 | Risk 1.32 | Sharpe Ratio 0.0552 | Expected Return 0.0732 |
Colliers International 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.
Colliers |
Colliers International Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Colliers International market risk premium is the additional return an investor will receive from holding Colliers International 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 Colliers International. 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 Colliers International's performance over market.| α | 0.1 | β | -0.15 |
Colliers International 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 Colliers International's Buy-and-hold return. Our buy-and-hold chart shows how Colliers International performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Colliers International Market Price Analysis
Market price analysis indicators help investors to evaluate how Colliers International stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Colliers International shares will generate the highest return on investment. By understating and applying Colliers International stock market price indicators, traders can identify Colliers International position entry and exit signals to maximize returns.
Colliers International Return and Market Media
The median price of Colliers International for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 202.57 with a coefficient of variation of 3.55. The daily time series for the period is distributed with a sample standard deviation of 7.18, arithmetic mean of 202.2, and mean deviation of 5.82. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | 3 High Growth Companies With Strong Insider Ownership On The TSX - Simply Wall St | 08/28/2024 |
2 | Bank of Montreal Can Has 76.70 Million Stock Holdings in Colliers International Group Inc. - MarketBeat | 09/25/2024 |
3 | Colliers International Group Inc. - Baystreet.ca | 10/01/2024 |
4 | Federal Rate Cuts Boosted Colliers International Group in Q3 - Yahoo Finance | 11/11/2024 |
About Colliers International 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 Colliers or other stocks. Alpha measures the amount that position in Colliers International 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 | 6.54E-4 | 0.003149 | 0.002298 | 0.002183 | Price To Sales Ratio | 1.56 | 0.9 | 1.33 | 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 Colliers International 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, Colliers International's short interest history, or implied volatility extrapolated from Colliers International options trading.
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Check out Colliers International Backtesting, Colliers International Valuation, Colliers International Correlation, Colliers International Hype Analysis, Colliers International Volatility, Colliers International History and analyze Colliers International Performance. You can also try the Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
Colliers International 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.