Comscore Stock Alpha and Beta Analysis
| SCOR Stock | USD 7.59 0.06 0.78% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Comscore. It also helps investors analyze the systematic and unsystematic risks associated with investing in Comscore over a specified time horizon. Remember, high Comscore'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 Comscore's market risk premium analysis include:
Beta 1 | Alpha 0.15 | Risk 6.46 | Sharpe Ratio 0.0469 | Expected Return 0.3 |
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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.
Comscore |
Comscore Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Comscore market risk premium is the additional return an investor will receive from holding Comscore 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 Comscore. 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 Comscore's performance over market.| α | 0.15 | β | 1.00 |
Comscore 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 Comscore's Buy-and-hold return. Our buy-and-hold chart shows how Comscore performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Comscore Market Price Analysis
Market price analysis indicators help investors to evaluate how Comscore stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Comscore shares will generate the highest return on investment. By understating and applying Comscore stock market price indicators, traders can identify Comscore position entry and exit signals to maximize returns.
Comscore Return and Market Media
The median price of Comscore for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 6.76 with a coefficient of variation of 9.98. The daily time series for the period is distributed with a sample standard deviation of 0.66, arithmetic mean of 6.62, and mean deviation of 0.5. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Dclaration au titre de larticle L. 233-8 II du Code de Commerce et de larticle 223-16 du Rglement gnral de lAutorit des marchs financiers | 09/05/2024 |
2 | Disposition of 2475 shares by Stephen Bagdasarian of Comscore subject to Rule 16b-3 | 09/10/2024 |
3 | SCOR - Proposed public offer for MRM price adjusted | 11/06/2024 |
4 | Communiqu relatif au dpt dun projet de note tabli par la socit MRM en rponse au projet doffre publique dachat simplifie visant ses actions initie par la socit S... | 11/08/2024 |
5 | Comscore Q3 2024 Earnings Preview | 11/11/2024 |
6 | Comscore GAAP EPS of -12.79 misses by 11.85, revenue of 88.5M beats by 2.58M | 11/12/2024 |
7 | comScore Inc Q3 2024 Earnings Call Highlights Navigating Revenue Challenges with ... | 11/13/2024 |
8 | Third quarter 2024 results 2024 LH assumption review completed, Group solvency ratio of 203 | 11/14/2024 |
9 | Acquisition by William Livek of 107 shares of Comscore subject to Rule 16b-3 | 11/15/2024 |
10 | Comscore Awarded US Patent For Person-Level TV Audience Measurement, Transforming Precision in ... | 11/20/2024 |
11 | Is Glicked the new Barbenheimer Wicked and Gladiator II collide in theaters | 11/21/2024 |
12 | SCOR annonce la mise disposition de la Note dInformation et du Document Autres Informations concernant loffre publique sur MRM | 11/22/2024 |
About Comscore 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 Comscore or other stocks. Alpha measures the amount that position in Comscore 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.
| 2022 | 2023 (projected) | Dividend Yield | 0.14 | 0.13 | Price To Sales Ratio | 0.29 | 0.22 |
Comscore Upcoming Company Events
As portrayed in its financial statements, the presentation of Comscore's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Comscore's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Comscore's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Comscore. Please utilize our Beneish M Score to check the likelihood of Comscore's management manipulating its earnings.
| 27th of February 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 27th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Additional Tools for Comscore Stock Analysis
When running Comscore's price analysis, check to measure Comscore'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 Comscore is operating at the current time. Most of Comscore's value examination focuses on studying past and present price action to predict the probability of Comscore's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Comscore's price. Additionally, you may evaluate how the addition of Comscore to your portfolios can decrease your overall portfolio volatility.