Chartwell Retirement Residences Stock Alpha and Beta Analysis
| CSH-UN Stock | CAD 15.76 0.15 0.94% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Chartwell Retirement Residences. It also helps investors analyze the systematic and unsystematic risks associated with investing in Chartwell Retirement over a specified time horizon. Remember, high Chartwell Retirement'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 Chartwell Retirement's market risk premium analysis include:
Beta (0.21) | Alpha 0.15 | Risk 1.08 | Sharpe Ratio 0.1 | Expected Return 0.11 |
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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.
Chartwell |
Chartwell Retirement Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Chartwell Retirement market risk premium is the additional return an investor will receive from holding Chartwell Retirement 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 Chartwell Retirement. 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 Chartwell Retirement's performance over market.| α | 0.15 | β | -0.21 |
Chartwell Retirement 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 Chartwell Retirement's Buy-and-hold return. Our buy-and-hold chart shows how Chartwell Retirement performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Chartwell Retirement Market Price Analysis
Market price analysis indicators help investors to evaluate how Chartwell Retirement stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Chartwell Retirement shares will generate the highest return on investment. By understating and applying Chartwell Retirement stock market price indicators, traders can identify Chartwell Retirement position entry and exit signals to maximize returns.
Chartwell Retirement Return and Market Media
The median price of Chartwell Retirement for the period between Mon, Aug 26, 2024 and Sun, Nov 24, 2024 is 15.47 with a coefficient of variation of 2.91. The daily time series for the period is distributed with a sample standard deviation of 0.45, arithmetic mean of 15.36, and mean deviation of 0.36. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Chartwell Retirement Residences Stock Price Passes Above 200 Day Moving Average of 13.33 - MarketBeat | 10/03/2024 |
About Chartwell Retirement 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 Chartwell or other stocks. Alpha measures the amount that position in Chartwell Retirement 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 | 0.0438 | 0.0542 | 0.0393 | 0.0611 | Price To Sales Ratio | 2.93 | 2.83 | 3.8 | 4.52 |
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 Chartwell Retirement 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, Chartwell Retirement's short interest history, or implied volatility extrapolated from Chartwell Retirement options trading.
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Other Information on Investing in Chartwell Stock
Chartwell Retirement financial ratios help investors to determine whether Chartwell Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Chartwell with respect to the benefits of owning Chartwell Retirement security.