Cal Maine (Germany) Alpha and Beta Analysis
| CM2 Stock | EUR 93.30 2.00 2.19% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Cal Maine Foods. It also helps investors analyze the systematic and unsystematic risks associated with investing in Cal Maine over a specified time horizon. Remember, high Cal Maine'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 Cal Maine's market risk premium analysis include:
Beta 1.05 | Alpha 0.54 | Risk 2.35 | Sharpe Ratio 0.29 | Expected Return 0.68 |
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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Cal Maine Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Cal Maine market risk premium is the additional return an investor will receive from holding Cal Maine 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 Cal Maine. 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 Cal Maine's performance over market.| α | 0.54 | β | 1.05 |
Cal Maine 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 Cal Maine's Buy-and-hold return. Our buy-and-hold chart shows how Cal Maine performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Cal Maine Market Price Analysis
Market price analysis indicators help investors to evaluate how Cal Maine stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Cal Maine shares will generate the highest return on investment. By understating and applying Cal Maine stock market price indicators, traders can identify Cal Maine position entry and exit signals to maximize returns.
Cal Maine Return and Market Media
The median price of Cal Maine for the period between Thu, Sep 12, 2024 and Wed, Dec 11, 2024 is 81.48 with a coefficient of variation of 13.53. The daily time series for the period is distributed with a sample standard deviation of 10.64, arithmetic mean of 78.67, and mean deviation of 8.93. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Cal Maine 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 Cal or other stocks. Alpha measures the amount that position in Cal Maine Foods 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 Cal Maine 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, Cal Maine's short interest history, or implied volatility extrapolated from Cal Maine options trading.
Build Portfolio with Cal Maine
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
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Additional Information and Resources on Investing in Cal Stock
When determining whether Cal Maine Foods is a strong investment it is important to analyze Cal Maine's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Cal Maine's future performance. For an informed investment choice regarding Cal Stock, refer to the following important reports:Check out Cal Maine Backtesting, Cal Maine Valuation, Cal Maine Correlation, Cal Maine Hype Analysis, Cal Maine Volatility, Cal Maine History and analyze Cal Maine Performance. You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
Cal Maine 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.