Comstock Holding Companies Stock Alpha and Beta Analysis
| CHCI Stock | USD 8.16 0.20 2.39% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Comstock Holding Companies. It also helps investors analyze the systematic and unsystematic risks associated with investing in Comstock Holding over a specified time horizon. Remember, high Comstock Holding'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 Comstock Holding's market risk premium analysis include:
Beta (0.76) | Alpha 0.43 | Risk 4.84 | Sharpe Ratio 0.0442 | Expected Return 0.21 |
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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.
Comstock |
Comstock Holding Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Comstock Holding market risk premium is the additional return an investor will receive from holding Comstock Holding 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 Comstock Holding. 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 Comstock Holding's performance over market.| α | 0.43 | β | -0.76 |
Comstock Holding 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 Comstock Holding's Buy-and-hold return. Our buy-and-hold chart shows how Comstock Holding performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Comstock Holding Market Price Analysis
Market price analysis indicators help investors to evaluate how Comstock Holding stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Comstock Holding shares will generate the highest return on investment. By understating and applying Comstock Holding stock market price indicators, traders can identify Comstock Holding position entry and exit signals to maximize returns.
Comstock Holding Return and Market Media
The median price of Comstock Holding for the period between Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 9.47 with a coefficient of variation of 15.31. The daily time series for the period is distributed with a sample standard deviation of 1.47, arithmetic mean of 9.61, and mean deviation of 1.25. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by Paul David Peter of 1367 shares of Comstock Holding subject to Rule 16b-3 | 09/11/2024 |
2 | Disposition of 292 shares by Guernsey David M of Comstock Holding at 10.0 subject to Rule 16b-3 | 09/30/2024 |
3 | Comstock sues Reston office tenant for allegedly underpaying monthly rent | 10/16/2024 |
4 | What To Expect From Comstock Resources Inc Q3 2024 Earnings | 10/30/2024 |
5 | Comstock Resources, Inc. Q3 2024 Earnings Call Transcript | 11/01/2024 |
6 | Earnings call Black Stone Minerals reports Q3 2024 earnings | 11/06/2024 |
7 | Comstock Partners, LC initiates Collection Proceedings Against Kimley-Horn and Associates, Inc. for 25 Million | 11/07/2024 |
8 | Disposition of 893 shares by Pincus Robert P of Comstock Holding at 7.53 subject to Rule 16b-3 | 11/12/2024 |
9 | Disposition of 4286 shares by Maccutcheon James A of Comstock Holding at 7.3 subject to Rule 16b-3 | 11/15/2024 |
10 | Acquisition by Maccutcheon James A of 4286 shares of Comstock Holding at 7.3 subject to Rule 16b-3 | 11/18/2024 |
11 | Comstock Resources Inc Trading 3.89 percent Higher on Nov 19 | 11/19/2024 |
12 | Comstock Holding Stock Surges Amid Real Estate Sector Activity | 11/25/2024 |
About Comstock Holding 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 Comstock or other stocks. Alpha measures the amount that position in Comstock Holding Com 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) | Graham Number | 10.72 | 7.7 | 8.38 | 7.97 | Receivables Turnover | 17.84 | 10.36 | 8.53 | 8.1 |
Comstock Holding Upcoming Company Events
As portrayed in its financial statements, the presentation of Comstock Holding's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Comstock Holding's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Comstock Holding's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Comstock Holding. Please utilize our Beneish M Score to check the likelihood of Comstock Holding's management manipulating its earnings.
| 3rd of April 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Comstock Holding
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Check out Comstock Holding Backtesting, Comstock Holding Valuation, Comstock Holding Correlation, Comstock Holding Hype Analysis, Comstock Holding Volatility, Comstock Holding History and analyze Comstock Holding Performance. You can also try the Equity Search module to search for actively traded equities including funds and ETFs from over 30 global markets.
Comstock Holding 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.