The Carlyle Group Stock Alpha and Beta Analysis
| CGABL Stock | USD 18.33 0.13 0.70% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as The Carlyle Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Carlyle over a specified time horizon. Remember, high Carlyle'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 Carlyle's market risk premium analysis include:
Beta 0.16 | Alpha (0.09) | Risk 1.04 | Sharpe Ratio (0.09) | Expected Return (0.09) |
Enterprise Value |
|
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.
Carlyle |
Carlyle Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Carlyle market risk premium is the additional return an investor will receive from holding Carlyle 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 Carlyle. 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 Carlyle's performance over market.| α | -0.09 | β | 0.16 |
Carlyle 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 Carlyle's Buy-and-hold return. Our buy-and-hold chart shows how Carlyle performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Carlyle Market Price Analysis
Market price analysis indicators help investors to evaluate how Carlyle stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Carlyle shares will generate the highest return on investment. By understating and applying Carlyle stock market price indicators, traders can identify Carlyle position entry and exit signals to maximize returns.
Carlyle Return and Market Media
The median price of Carlyle for the period between Wed, Sep 18, 2024 and Tue, Dec 17, 2024 is 19.54 with a coefficient of variation of 2.03. The daily time series for the period is distributed with a sample standard deviation of 0.4, arithmetic mean of 19.5, and mean deviation of 0.3. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Carlyle-backed StandardAero targets 7.5 billion valuation in US IPO - Marketscreener.com | 09/23/2024 |
2 | BRITISH COLUMBIA INVESTMENT MANAGEMENT Corp Buys 19,160 Shares of The Carlyle Group Inc. - MarketBeat | 09/30/2024 |
3 | Acquisition by Welters Anthony of 6238 shares of Carlyle subject to Rule 16b-3 | 11/01/2024 |
4 | CG - The Carlyle Group Inc. Latest Stock News Market Updates - StockTitan | 11/04/2024 |
5 | Carlyle Group Has Affirmed Its Dividend Of 0.35 - Yahoo Finance | 11/13/2024 |
| Carlyle dividend paid on 15th of November 2024 | 11/15/2024 |
6 | Thrivent Financial for Lutherans Trims Position in The Carlyle Group Inc. - MarketBeat | 11/20/2024 |
7 | Centiva Capital LP Makes New 854,000 Investment in The Carlyle Group Inc. - MarketBeat | 12/06/2024 |
8 | The Carlyle Group Inc. agreed to acquire an unknown majority stake in Waste Services Group from Livingbridge EP LLP. - Marketscreener.com | 12/11/2024 |
About Carlyle 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 Carlyle or other stocks. Alpha measures the amount that position in Carlyle Group 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) | Dividend Yield | 0.0388 | 0.0749 | 0.0669 | 0.044 | Price To Sales Ratio | 1.04 | 1.33 | 2.51 | 2.64 |
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 Carlyle 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, Carlyle's short interest history, or implied volatility extrapolated from Carlyle options trading.
Build Portfolio with Carlyle
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 Carlyle Backtesting, Carlyle Valuation, Carlyle Correlation, Carlyle Hype Analysis, Carlyle Volatility, Carlyle History and analyze Carlyle Performance. You can also try the Technical Analysis module to check basic technical indicators and analysis based on most latest market data.
Carlyle 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.