Compass Stock Alpha and Beta Analysis
| COMP Stock | USD 7.53 0.26 3.58% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Compass. It also helps investors analyze the systematic and unsystematic risks associated with investing in Compass over a specified time horizon. Remember, high Compass' 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 Compass' market risk premium analysis include:
Beta 1.91 | Alpha 0.33 | Risk 3.82 | Sharpe Ratio 0.0884 | Expected Return 0.34 |
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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.
Compass |
Compass Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Compass market risk premium is the additional return an investor will receive from holding Compass 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 Compass. 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 Compass' performance over market.| α | 0.33 | β | 1.91 |
Compass 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 Compass' Buy-and-hold return. Our buy-and-hold chart shows how Compass performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Compass Market Price Analysis
Market price analysis indicators help investors to evaluate how Compass stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Compass shares will generate the highest return on investment. By understating and applying Compass stock market price indicators, traders can identify Compass position entry and exit signals to maximize returns.
Compass Return and Market Media
The median price of Compass for the period between Fri, Nov 1, 2024 and Thu, Jan 30, 2025 is 6.7 with a coefficient of variation of 9.05. The daily time series for the period is distributed with a sample standard deviation of 0.58, arithmetic mean of 6.45, and mean deviation of 0.51. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 52501 shares by Robert Reffkin of Compass at 6.9027 subject to Rule 16b-3 | 11/04/2024 |
2 | Disposition of 2710 shares by Scott Wahlers of Compass subject to Rule 16b-3 | 11/05/2024 |
3 | Disposition of 55893 shares by Robert Reffkin of Compass at 6.9226 subject to Rule 16b-3 | 11/06/2024 |
4 | Compass CEO Robert Reffkin sells 1.53 million in stock | 11/07/2024 |
5 | Disposition of 182348 shares by Robert Reffkin of Compass at 6.9071 subject to Rule 16b-3 | 11/11/2024 |
6 | Disposition of 245856 shares by Robert Reffkin of Compass at 6.9162 subject to Rule 16b-3 | 11/14/2024 |
7 | Disposition of 496302 shares by Robert Reffkin of Compass at 6.1772 subject to Rule 16b-3 | 11/18/2024 |
8 | Hits 52-Week High Amid Upgraded Price Targets | 12/04/2024 |
9 | Disposition of 10000000 shares by Svf Excalibur Ltd of Compass at 6.33 subject to Rule 16b-3 | 12/17/2024 |
10 | Acquisition by Robert Reffkin of 3000000 shares of Compass subject to Rule 16b-3 | 12/18/2024 |
11 | Acquisition by Leinwand Allan of 58746 shares of Compass subject to Rule 16b-3 | 12/27/2024 |
12 | Disposition of 49316 shares by Robert Reffkin of Compass at 5.9054 subject to Rule 16b-3 | 01/02/2025 |
13 | Disposition of 27482 shares by Brad Serwin of Compass subject to Rule 16b-3 | 01/06/2025 |
14 | Disposition of 4730 shares by Robert Reffkin of Compass at 5.9012 subject to Rule 16b-3 | 01/07/2025 |
15 | Quad-C Management Completes the Sale of properties to Compass | 01/14/2025 |
16 | Compass Raises Fourth Quarter and Full-Year 2024 Outlook Ahead of Investor Conference | 01/15/2025 |
17 | Why Compass, Inc. Is Among Wednesdays Top Gainers | 01/16/2025 |
18 | Disposition of 465829 shares by Robert Reffkin of Compass at 6.9087 subject to Rule 16b-3 | 01/22/2025 |
19 | Disposition of 491454 shares by Robert Reffkin of Compass at 6.9021 subject to Rule 16b-3 | 01/23/2025 |
20 | Compass CEO Robert Reffkin sells 6.61 million in stock - Investing.com | 01/24/2025 |
21 | Acquisition by Scott Wahlers of 199744 shares of Compass subject to Rule 16b-3 | 01/27/2025 |
22 | Affirm Rating Increased to Neutral at Compass Point - MarketBeat | 01/29/2025 |
About Compass 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 Compass or other stocks. Alpha measures the amount that position in Compass 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) | Graham Number | 6.12 | 3.77 | 4.34 | 6.77 | Receivables Turnover | 75.7 | 80.61 | 72.55 | 42.22 |
Compass Upcoming Company Events
As portrayed in its financial statements, the presentation of Compass' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Compass' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Compass' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Compass. Please utilize our Beneish M Score to check the likelihood of Compass' management manipulating its earnings.
| 27th of February 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 27th 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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Additional Tools for Compass Stock Analysis
When running Compass' price analysis, check to measure Compass' 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 Compass is operating at the current time. Most of Compass' value examination focuses on studying past and present price action to predict the probability of Compass' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Compass' price. Additionally, you may evaluate how the addition of Compass to your portfolios can decrease your overall portfolio volatility.