Comstock Resources Stock Alpha and Beta Analysis
| CRK Stock | USD 15.51 0.35 2.31% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Comstock Resources. It also helps investors analyze the systematic and unsystematic risks associated with investing in Comstock Resources over a specified time horizon. Remember, high Comstock Resources' 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 Comstock Resources' market risk premium analysis include:
Beta 1.75 | Alpha 0.36 | Risk 3.3 | Sharpe Ratio 0.18 | Expected Return 0.59 |
Comstock Resources 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.
Comstock |
Comstock Resources Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Comstock Resources market risk premium is the additional return an investor will receive from holding Comstock Resources 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 Comstock Resources. 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 Comstock Resources' performance over market.| α | 0.36 | β | 1.75 |
Comstock Resources 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 Comstock Resources' Buy-and-hold return. Our buy-and-hold chart shows how Comstock Resources performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Comstock Resources Market Price Analysis
Market price analysis indicators help investors to evaluate how Comstock Resources stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Comstock Resources shares will generate the highest return on investment. By understating and applying Comstock Resources stock market price indicators, traders can identify Comstock Resources position entry and exit signals to maximize returns.
Comstock Resources Return and Market Media
The median price of Comstock Resources for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 11.5 with a coefficient of variation of 12.21. The daily time series for the period is distributed with a sample standard deviation of 1.42, arithmetic mean of 11.63, and mean deviation of 1.06. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Comstock Resources stock gains as analyst sees chance Jerry Jones takes it private | 09/20/2024 |
2 | Reviewing Comstock Resources Petrleo Brasileiro S.A. Petrobras | 10/08/2024 |
3 | Recent 3.3 percent pullback isnt enough to hurt long-term Comstock Resources shareholders, theyre still up 74 percent over 5 years | 10/21/2024 |
4 | Analysts Estimate Comstock Resources to Report a Decline in Earnings What to Look Out for | 10/23/2024 |
5 | Analysts Estimate SM Energy to Report a Decline in Earnings What to Look Out for | 10/24/2024 |
6 | Disposition of tradable shares by Jwj Bes, Llc of Comstock Resources subject to Rule 16b-3 | 10/25/2024 |
7 | Comstock Resources Inc Q3 2024 Earnings Report Preview What To Look For | 10/29/2024 |
8 | COMSTOCK RESOURCES, INC. REPORTS THIRD QUARTER 2024 FINANCIAL AND OPERATING RESULTS | 10/30/2024 |
9 | Comstock Resources Coverage Initiated at Bank of America | 11/01/2024 |
10 | Comstock Reports Third Quarter 2024 Results | 11/07/2024 |
11 | Winter to Be Colder RRC, AR, CRK Stocks to Gain From Gas Demand | 11/13/2024 |
12 | CRK High-Cost Gas Producer With Excess Debt - Seeking Alpha | 11/21/2024 |
About Comstock Resources 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 Comstock or other stocks. Alpha measures the amount that position in Comstock Resources 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 | 0.009339 | 0.0157 | 0.0567 | 0.0596 | Price To Sales Ratio | 1.01 | 0.89 | 1.57 | 1.49 |
Comstock Resources Upcoming Company Events
As portrayed in its financial statements, the presentation of Comstock Resources' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Comstock Resources' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Comstock Resources' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Comstock Resources. Please utilize our Beneish M Score to check the likelihood of Comstock Resources' management manipulating its earnings.
| 13th of February 2024 Upcoming Quarterly Report | View | |
| 7th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 13th of February 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 Comstock Resources
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 Comstock Resources Backtesting, Comstock Resources Valuation, Comstock Resources Correlation, Comstock Resources Hype Analysis, Comstock Resources Volatility, Comstock Resources History and analyze Comstock Resources Performance. For more information on how to buy Comstock Stock please use our How to buy in Comstock Stock guide.You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
Comstock Resources 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.