Charter Communications Stock Alpha and Beta Analysis
| CHTR Stock | USD 396.97 7.16 1.84% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Charter Communications. It also helps investors analyze the systematic and unsystematic risks associated with investing in Charter Communications over a specified time horizon. Remember, high Charter Communications' 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 Charter Communications' market risk premium analysis include:
Beta 1.09 | Alpha 0.0439 | Risk 2.44 | Sharpe Ratio 0.1 | Expected Return 0.24 |
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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.
Charter |
Charter Communications Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Charter Communications market risk premium is the additional return an investor will receive from holding Charter Communications 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 Charter Communications. 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 Charter Communications' performance over market.| α | 0.04 | β | 1.09 |
Charter Communications 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 Charter Communications' Buy-and-hold return. Our buy-and-hold chart shows how Charter Communications performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Charter Communications Market Price Analysis
Market price analysis indicators help investors to evaluate how Charter Communications stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Charter Communications shares will generate the highest return on investment. By understating and applying Charter Communications stock market price indicators, traders can identify Charter Communications position entry and exit signals to maximize returns.
Charter Communications Return and Market Media
The median price of Charter Communications for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 332.02 with a coefficient of variation of 8.17. The daily time series for the period is distributed with a sample standard deviation of 28.48, arithmetic mean of 348.68, and mean deviation of 25.04. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 5663 shares by Advancenewhouse Partnership of Charter Communications subject to Rule 16b-3 | 10/07/2024 |
2 | Top Stock Movers Now Amazon, Charter Communications, Apple, and More | 11/01/2024 |
3 | CHARTERS EXECUTIVE VICE PRESIDENT AND CHIEF COMMERCIAL OFFICER ADAM RAY TO OVERSEE SPECTRUM ENTERPRISE | 11/05/2024 |
4 | Charter Communications to Acquire John Malones Liberty Broadband in All-Stock Deal | 11/13/2024 |
5 | Is Pfizer Inc. the Best Immunotherapy Stock to Buy Now | 11/18/2024 |
6 | Warner Bros. Discovery Falls 17 percent YTD How Should You Play the Stock | 11/20/2024 |
7 | Comcasts Bold Move to Slim Down NBCUniversal Sets It Up for a Streaming-Focused Future Analysis | 11/21/2024 |
8 | Steven Romicks FPA Crescent Fund 3rd Quarter Letter A Recap | 11/22/2024 |
9 | Heres What Made Liberty Broadband Corporation the Top Contributor to Weitz Investment Multi-Cap Equity Fund | 11/25/2024 |
10 | Qsemble Capital Management LP Purchases New Shares in Charter Communications, Inc. | 11/26/2024 |
11 | Fernbridge Capital Management LP Makes New 48.20 Million Investment in Charter Communications, Inc. | 11/27/2024 |
12 | Billionaire Ken Griffin Is Buying These Warren Buffett Stocks Hand Over Fist. Should You | 11/29/2024 |
About Charter Communications 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 Charter or other stocks. Alpha measures the amount that position in Charter Communications 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.
| 2020 | 2023 | 2024 (projected) | Net Debt To EBITDA | 4.52 | 4.68 | 4.45 | Intangibles To Total Assets | 0.71 | 0.67 | 0.68 |
Charter Communications Upcoming Company Events
As portrayed in its financial statements, the presentation of Charter Communications' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Charter Communications' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Charter Communications' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Charter Communications. Please utilize our Beneish M Score to check the likelihood of Charter Communications' management manipulating its earnings.
| 2nd of February 2024 Upcoming Quarterly Report | View | |
| 26th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 2nd of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Charter Communications
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Additional Tools for Charter Stock Analysis
When running Charter Communications' price analysis, check to measure Charter Communications' 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 Charter Communications is operating at the current time. Most of Charter Communications' value examination focuses on studying past and present price action to predict the probability of Charter Communications' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Charter Communications' price. Additionally, you may evaluate how the addition of Charter Communications to your portfolios can decrease your overall portfolio volatility.