Canadian North Resources Stock Alpha and Beta Analysis
| CNRSF Stock | 0.36 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Canadian North Resources. It also helps investors analyze the systematic and unsystematic risks associated with investing in Canadian North over a specified time horizon. Remember, high Canadian North'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 Canadian North's market risk premium analysis include:
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.
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Canadian North Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Canadian North market risk premium is the additional return an investor will receive from holding Canadian North 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 Canadian North. 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 Canadian North's performance over market.| α | -0.2 | β | 0.86 |
Canadian North Return and Market Media
The median price of Canadian North for the period between Thu, Sep 25, 2025 and Wed, Dec 24, 2025 is 0.43 with a coefficient of variation of 13.51. The daily time series for the period is distributed with a sample standard deviation of 0.06, arithmetic mean of 0.42, and mean deviation of 0.04. The Stock received a lot of media exposure during the period. Price Growth (%) |
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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 Canadian North 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, Canadian North's short interest history, or implied volatility extrapolated from Canadian North options trading.