Cvr Energy Stock Alpha and Beta Analysis
| CVI Stock | USD 19.07 0.60 3.05% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as CVR Energy. It also helps investors analyze the systematic and unsystematic risks associated with investing in CVR Energy over a specified time horizon. Remember, high CVR Energy'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 CVR Energy's market risk premium analysis include:
Beta 0.36 | Alpha (0.24) | Risk 2.87 | Sharpe Ratio 0.12 | Expected Return 0.34 |
CVR Energy 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.
CVR |
CVR Energy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. CVR Energy market risk premium is the additional return an investor will receive from holding CVR Energy 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 CVR Energy. 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 CVR Energy's performance over market.| α | -0.24 | β | 0.36 |
CVR Energy 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 CVR Energy's Buy-and-hold return. Our buy-and-hold chart shows how CVR Energy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.CVR Energy Market Price Analysis
Market price analysis indicators help investors to evaluate how CVR Energy stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading CVR Energy shares will generate the highest return on investment. By understating and applying CVR Energy stock market price indicators, traders can identify CVR Energy position entry and exit signals to maximize returns.
CVR Energy Return and Market Media
The median price of CVR Energy for the period between Fri, Nov 1, 2024 and Thu, Jan 30, 2025 is 18.79 with a coefficient of variation of 8.89. The daily time series for the period is distributed with a sample standard deviation of 1.7, arithmetic mean of 19.15, and mean deviation of 1.19. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Billionaire Carl Icahns firm to increase stake in energy company | 11/08/2024 |
2 | Advisors Asset Management Inc. Buys 95,371 Shares of CVR Energy, Inc. - MarketBeat | 11/21/2024 |
3 | CVR Energy Inc Trading Down 4.37 percent on Dec 4 | 12/04/2024 |
4 | Billionaire Carl Icahn looks to increase stake in Houston-area refiner to 84 | 12/09/2024 |
5 | Disposition of 17389 shares by David Lamp of CVR Energy at 19.09 subject to Rule 16b-3 | 12/11/2024 |
6 | CVR Energy Announces Pricing of Proposed Senior Secured Term Loan B Facility, 2025 Capital ... | 12/12/2024 |
7 | CVR Energy Inc Announces 325 Million Term Loan and New CEO Contract | 12/13/2024 |
8 | Returns On Capital At CVR Energy Paint A Concerning Picture | 12/19/2024 |
9 | Disposition of 5702 shares by C Johnson of CVR Energy subject to Rule 16b-3 | 12/20/2024 |
10 | Plains All American Announces Bolt-on Acquisitions, Capital Structure Optimization Distribution Increase | 01/08/2025 |
11 | CVR Energy Inc Stock Price Up 6.33 percent on Jan 13 | 01/13/2025 |
12 | CVR Energy Will Be Looking To Turn Around Its Returns - Simply Wall St | 01/29/2025 |
About CVR Energy 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 CVR or other stocks. Alpha measures the amount that position in CVR Energy 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.
| 2020 | 2021 | 2024 (projected) | Dividend Yield | 0.1 | 0.14 | 0.17 | Price To Sales Ratio | 0.3 | 0.23 | 0.38 |
CVR Energy Upcoming Company Events
As portrayed in its financial statements, the presentation of CVR Energy's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, CVR Energy's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of CVR Energy's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of CVR Energy. Please utilize our Beneish M Score to check the likelihood of CVR Energy's management manipulating its earnings.
| 20th of February 2024 Upcoming Quarterly Report | View | |
| 6th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 20th 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 CVR Energy
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 CVR Energy Backtesting, CVR Energy Valuation, CVR Energy Correlation, CVR Energy Hype Analysis, CVR Energy Volatility, CVR Energy History and analyze CVR Energy Performance. For more detail on how to invest in CVR Stock please use our How to Invest in CVR Energy guide.You can also try the Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.
CVR Energy 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.