Cognizant Technology (Brazil) Alpha and Beta Analysis
| CTSH34 Stock | BRL 433.33 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 Cognizant Technology Solutions. It also helps investors analyze the systematic and unsystematic risks associated with investing in Cognizant Technology over a specified time horizon. Remember, high Cognizant Technology'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 Cognizant Technology's market risk premium analysis include:
Beta 0.15 | Alpha 0.0391 | Risk 0.88 | Sharpe Ratio 0.0797 | Expected Return 0.0702 |
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.
Cognizant |
Cognizant Technology Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Cognizant Technology market risk premium is the additional return an investor will receive from holding Cognizant Technology 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 Cognizant Technology. 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 Cognizant Technology's performance over market.| α | 0.04 | β | 0.15 |
Cognizant Technology 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 Cognizant Technology's Buy-and-hold return. Our buy-and-hold chart shows how Cognizant Technology performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Cognizant Technology Market Price Analysis
Market price analysis indicators help investors to evaluate how Cognizant Technology stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Cognizant Technology shares will generate the highest return on investment. By understating and applying Cognizant Technology stock market price indicators, traders can identify Cognizant Technology position entry and exit signals to maximize returns.
Cognizant Technology Return and Market Media
The median price of Cognizant Technology for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 428.77 with a coefficient of variation of 1.71. The daily time series for the period is distributed with a sample standard deviation of 7.29, arithmetic mean of 426.57, and mean deviation of 5.85. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Cognizant Technology 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 Cognizant or other stocks. Alpha measures the amount that position in Cognizant Technology 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.
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 Cognizant Technology 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, Cognizant Technology's short interest history, or implied volatility extrapolated from Cognizant Technology options trading.
Build Portfolio with Cognizant Technology
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
Additional Information and Resources on Investing in Cognizant Stock
When determining whether Cognizant Technology offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Cognizant Technology's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Cognizant Technology Solutions Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Cognizant Technology Solutions Stock:Check out Cognizant Technology Backtesting, Cognizant Technology Valuation, Cognizant Technology Correlation, Cognizant Technology Hype Analysis, Cognizant Technology Volatility, Cognizant Technology History and analyze Cognizant Technology Performance. You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
Cognizant Technology 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.