Cincinnati Financial Stock Alpha and Beta Analysis
| CINF Stock | USD 140.66 2.25 1.57% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Cincinnati Financial. It also helps investors analyze the systematic and unsystematic risks associated with investing in Cincinnati Financial over a specified time horizon. Remember, high Cincinnati Financial'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 Cincinnati Financial's market risk premium analysis include:
Beta 0.55 | Alpha 0.0419 | Risk 1.65 | Sharpe Ratio 0.0267 | Expected Return 0.0441 |
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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.
Cincinnati |
Cincinnati Financial Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Cincinnati Financial market risk premium is the additional return an investor will receive from holding Cincinnati Financial 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 Cincinnati Financial. 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 Cincinnati Financial's performance over market.| α | 0.04 | β | 0.55 |
Cincinnati Financial 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 Cincinnati Financial's Buy-and-hold return. Our buy-and-hold chart shows how Cincinnati Financial performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Cincinnati Financial Market Price Analysis
Market price analysis indicators help investors to evaluate how Cincinnati Financial stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Cincinnati Financial shares will generate the highest return on investment. By understating and applying Cincinnati Financial stock market price indicators, traders can identify Cincinnati Financial position entry and exit signals to maximize returns.
Cincinnati Financial Return and Market Media
The median price of Cincinnati Financial for the period between Wed, Oct 23, 2024 and Tue, Jan 21, 2025 is 144.05 with a coefficient of variation of 4.59. The daily time series for the period is distributed with a sample standard deviation of 6.69, arithmetic mean of 145.91, and mean deviation of 5.79. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 13573 shares by Johnston Steven J of Cincinnati Financial at 52.25 subject to Rule 16b-3 | 10/28/2024 |
2 | Disposition of 169 shares by Delaney Angela Ossello of Cincinnati Financial at 52.25 subject to Rule 16b-3 | 10/29/2024 |
3 | Disposition of 861 shares by Hogan Thomas Christopher of Cincinnati Financial at 61.47 subject to Rule 16b-3 | 10/30/2024 |
4 | Disposition of 647 shares by Hogan Thomas Christopher of Cincinnati Financial at 112.36 subject to Rule 16b-3 | 10/31/2024 |
5 | Acquisition by Schiff Charles Odell of 8697 shares of Cincinnati Financial subject to Rule 16b-3 | 12/12/2024 |
6 | Cincinnati Financials future prospects on the rise as analyst lifts 12-month stock price target | 01/03/2025 |
7 | Cincinnati Financial Corp Announces Upcoming Release of Q4 and Full-Year 2024 Results | 01/08/2025 |
8 | Cincinnati Financials SWOT analysis strong underwriting buoys insurer stock | 01/13/2025 |
| Cincinnati Financial dividend paid on 15th of January 2025 | 01/15/2025 |
About Cincinnati Financial 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 Cincinnati or other stocks. Alpha measures the amount that position in Cincinnati Financial 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.
| 2022 | 2023 | 2024 | 2025 (projected) | Dividend Yield | 0.026 | 0.028 | 0.0252 | 0.0226 | Price To Sales Ratio | 2.48 | 1.62 | 1.46 | 1.51 |
Cincinnati Financial Upcoming Company Events
As portrayed in its financial statements, the presentation of Cincinnati Financial's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Cincinnati Financial's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Cincinnati Financial's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Cincinnati Financial. Please utilize our Beneish M Score to check the likelihood of Cincinnati Financial's management manipulating its earnings.
| 6th of February 2024 Upcoming Quarterly Report | View | |
| 25th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 6th of February 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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Check out Cincinnati Financial Backtesting, Cincinnati Financial Valuation, Cincinnati Financial Correlation, Cincinnati Financial Hype Analysis, Cincinnati Financial Volatility, Cincinnati Financial History and analyze Cincinnati Financial Performance. For more detail on how to invest in Cincinnati Stock please use our How to Invest in Cincinnati Financial guide.You can also try the My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
Cincinnati Financial 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.