Composecure Stock Alpha and Beta Analysis
| CMPO Stock | USD 15.52 0.12 0.78% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as CompoSecure. It also helps investors analyze the systematic and unsystematic risks associated with investing in CompoSecure over a specified time horizon. Remember, high CompoSecure'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 CompoSecure's market risk premium analysis include:
Beta 0.0496 | Alpha 0.48 | Risk 2.57 | Sharpe Ratio 0.18 | Expected Return 0.46 |
Enterprise Value |
|
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.
CompoSecure |
CompoSecure Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. CompoSecure market risk premium is the additional return an investor will receive from holding CompoSecure 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 CompoSecure. 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 CompoSecure's performance over market.| α | 0.48 | β | 0.05 |
CompoSecure 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 CompoSecure's Buy-and-hold return. Our buy-and-hold chart shows how CompoSecure performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.CompoSecure Market Price Analysis
Market price analysis indicators help investors to evaluate how CompoSecure stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading CompoSecure shares will generate the highest return on investment. By understating and applying CompoSecure stock market price indicators, traders can identify CompoSecure position entry and exit signals to maximize returns.
CompoSecure Return and Market Media
The median price of CompoSecure for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 13.88 with a coefficient of variation of 10.05. The daily time series for the period is distributed with a sample standard deviation of 1.38, arithmetic mean of 13.73, and mean deviation of 1.14. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 2100 shares by Adam Lowe of CompoSecure at 4.31 subject to Rule 16b-3 | 08/30/2024 |
2 | Disposition of 9690 shares by Adam Lowe of CompoSecure at 4.31 subject to Rule 16b-3 | 09/03/2024 |
3 | Acquisition by Adam Lowe of 9690 shares of CompoSecure at 4.31 subject to Rule 16b-3 | 09/04/2024 |
4 | Disposition of 17460 shares by Adam Lowe of CompoSecure at 4.31 subject to Rule 16b-3 | 09/06/2024 |
5 | Disposition of 38725 shares by Adam Lowe of CompoSecure at 4.31 subject to Rule 16b-3 | 09/09/2024 |
6 | Disposition of 12427 shares by Adam Lowe of CompoSecure at 4.31 subject to Rule 16b-3 | 09/10/2024 |
7 | Disposition of 5730 shares by Adam Lowe of CompoSecure at 4.31 subject to Rule 16b-3 | 09/11/2024 |
8 | Disposition of 40658 shares by Adam Lowe of CompoSecure at 4.31 subject to Rule 16b-3 | 09/12/2024 |
9 | Acquisition by Adam Lowe of 113522 shares of CompoSecure at 0.01 subject to Rule 16b-3 | 09/19/2024 |
10 | Disposition of 8686 shares by Timothy Fitzsimmons of CompoSecure at 5.4 subject to Rule 16b-3 | 09/25/2024 |
11 | Disposition of 50000 shares by Timothy Fitzsimmons of CompoSecure at 10.98 subject to Rule 16b-3 | 09/26/2024 |
12 | Acquisition by David Cote of 837037 shares of CompoSecure at 13.82 subject to Rule 16b-3 | 10/01/2024 |
13 | CompoSecure, Inc. Short Interest Update | 10/16/2024 |
14 | CompoSecure Sees Large Volume Increase Whats Next | 10/18/2024 |
15 | Here are the Reasons to Invest in CompoSecure | 10/21/2024 |
16 | CompoSecure Achieves ISO 27001 Certification for Premium Card Manufacturing, Reinforcing Commitment to Security and Quality | 10/28/2024 |
17 | CompoSecure Sets New 12-Month High Heres What Happened | 11/07/2024 |
18 | CompoSecure Inc Q3 2024 Earnings Revenue Hits 107. ... | 11/08/2024 |
19 | CompoSecure stock target lifted, maintains buy rating on growth potential | 11/11/2024 |
20 | CompoSecure Given Buy Rating at Needham Company LLC | 11/15/2024 |
21 | CompoSecure Inc Shares Up 4.56 percent on Nov 19 | 11/19/2024 |
About CompoSecure 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 CompoSecure or other stocks. Alpha measures the amount that position in CompoSecure 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 | 1.96 | 0.48 | 0.43 | 0.68 | Price To Sales Ratio | 0.46 | 0.2 | 0.26 | 0.25 |
CompoSecure Upcoming Company Events
As portrayed in its financial statements, the presentation of CompoSecure's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, CompoSecure's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of CompoSecure's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of CompoSecure. Please utilize our Beneish M Score to check the likelihood of CompoSecure's management manipulating its earnings.
| 6th of March 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 6th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with CompoSecure
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out CompoSecure Backtesting, CompoSecure Valuation, CompoSecure Correlation, CompoSecure Hype Analysis, CompoSecure Volatility, CompoSecure History and analyze CompoSecure Performance. To learn how to invest in CompoSecure Stock, please use our How to Invest in CompoSecure guide.You can also try the Equity Valuation module to check real value of public entities based on technical and fundamental data.
CompoSecure 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.