Capital Southwest Stock Alpha and Beta Analysis
| CSWCZ Stock | 25.67 0.09 0.35% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Capital Southwest. It also helps investors analyze the systematic and unsystematic risks associated with investing in Capital Southwest over a specified time horizon. Remember, high Capital Southwest'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 Capital Southwest's market risk premium analysis include:
Beta (0.09) | Alpha 0.0135 | Risk 0.36 | Sharpe Ratio 0.0736 | Expected Return 0.0268 |
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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.
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Capital Southwest Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Capital Southwest market risk premium is the additional return an investor will receive from holding Capital Southwest 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 Capital Southwest. 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 Capital Southwest's performance over market.| α | 0.01 | β | -0.09 |
Capital Southwest 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 Capital Southwest's Buy-and-hold return. Our buy-and-hold chart shows how Capital Southwest performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Capital Southwest Market Price Analysis
Market price analysis indicators help investors to evaluate how Capital Southwest stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Capital Southwest shares will generate the highest return on investment. By understating and applying Capital Southwest stock market price indicators, traders can identify Capital Southwest position entry and exit signals to maximize returns.
Capital Southwest Return and Market Media
The median price of Capital Southwest for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 25.56 with a coefficient of variation of 0.57. The daily time series for the period is distributed with a sample standard deviation of 0.15, arithmetic mean of 25.53, and mean deviation of 0.12. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Capital Southwest Stock 10.20-Yielder for Steady Income - Income Investors | 09/16/2024 |
2 | Wall Street SWOT Capital Southwest stock balances growth and valuation concerns - Investing.com | 09/27/2024 |
| Capital Southwest dividend paid on 1st of November 2024 | 11/01/2024 |
3 | Capital Southwest Announces Proposed Convertible Notes Offering - StockTitan | 11/04/2024 |
About Capital Southwest 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 Capital or other stocks. Alpha measures the amount that position in Capital Southwest 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 | 0.11 | 0.13 | 0.1 | 0.0615 | Price To Sales Ratio | 6.53 | 8.68 | 5.65 | 5.36 |
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 Capital Southwest 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, Capital Southwest's short interest history, or implied volatility extrapolated from Capital Southwest options trading.
Build Portfolio with Capital Southwest
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Additional Tools for Capital Stock Analysis
When running Capital Southwest's price analysis, check to measure Capital Southwest's 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 Capital Southwest is operating at the current time. Most of Capital Southwest's value examination focuses on studying past and present price action to predict the probability of Capital Southwest's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Capital Southwest's price. Additionally, you may evaluate how the addition of Capital Southwest to your portfolios can decrease your overall portfolio volatility.