Cpi Aerostructures Stock Alpha and Beta Analysis
| CVU Stock | USD 3.74 0.13 3.60% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as CPI Aerostructures. It also helps investors analyze the systematic and unsystematic risks associated with investing in CPI Aerostructures over a specified time horizon. Remember, high CPI Aerostructures' 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 CPI Aerostructures' market risk premium analysis include:
Beta 0.63 | Alpha 0.47 | Risk 3.39 | Sharpe Ratio 0.11 | Expected Return 0.37 |
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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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CPI Aerostructures Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. CPI Aerostructures market risk premium is the additional return an investor will receive from holding CPI Aerostructures 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 CPI Aerostructures. 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 CPI Aerostructures' performance over market.| α | 0.47 | β | 0.63 |
CPI Aerostructures 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 CPI Aerostructures' Buy-and-hold return. Our buy-and-hold chart shows how CPI Aerostructures performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.CPI Aerostructures Market Price Analysis
Market price analysis indicators help investors to evaluate how CPI Aerostructures stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading CPI Aerostructures shares will generate the highest return on investment. By understating and applying CPI Aerostructures stock market price indicators, traders can identify CPI Aerostructures position entry and exit signals to maximize returns.
CPI Aerostructures Return and Market Media
The median price of CPI Aerostructures for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 3.3 with a coefficient of variation of 6.95. The daily time series for the period is distributed with a sample standard deviation of 0.23, arithmetic mean of 3.24, and mean deviation of 0.19. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by Rosenjack Richard C of 7732 shares of CPI Aerostructures at 3.2 subject to Rule 16b-3 | 08/30/2024 |
2 | Acquisition by Dorith Hakim of 121464 shares of CPI Aerostructures at 3.2 subject to Rule 16b-3 | 11/08/2024 |
3 | Acquisition by Levesque Pamela of 10000 shares of CPI Aerostructures at 3.13 subject to Rule 16b-3 | 11/18/2024 |
4 | Director Pamela Levesque Acquires 10,000 Shares of CPI Aerostructures Inc | 11/19/2024 |
5 | Insider Buying Richard Rosenjack Acquires Shares of CPI Aerostructures Inc | 11/20/2024 |
About CPI Aerostructures 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 CPI or other stocks. Alpha measures the amount that position in CPI Aerostructures 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) | Payables Turnover | 8.47 | 8.35 | 6.62 | 4.41 | Days Of Inventory On Hand | 16.64 | 13.58 | 7.56 | 7.18 |
CPI Aerostructures Upcoming Company Events
As portrayed in its financial statements, the presentation of CPI Aerostructures' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, CPI Aerostructures' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of CPI Aerostructures' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of CPI Aerostructures. Please utilize our Beneish M Score to check the likelihood of CPI Aerostructures' management manipulating its earnings.
| 12th of April 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Additional Tools for CPI Stock Analysis
When running CPI Aerostructures' price analysis, check to measure CPI Aerostructures' 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 CPI Aerostructures is operating at the current time. Most of CPI Aerostructures' value examination focuses on studying past and present price action to predict the probability of CPI Aerostructures' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CPI Aerostructures' price. Additionally, you may evaluate how the addition of CPI Aerostructures to your portfolios can decrease your overall portfolio volatility.