Chatham Lodging Trust Stock Alpha and Beta Analysis
| CLDT Stock | USD 9.21 0.05 0.54% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Chatham Lodging Trust. It also helps investors analyze the systematic and unsystematic risks associated with investing in Chatham Lodging over a specified time horizon. Remember, high Chatham Lodging'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 Chatham Lodging's market risk premium analysis include:
Beta 1.59 | Alpha (0.03) | Risk 2.11 | Sharpe Ratio 0.0836 | Expected Return 0.18 |
Enterprise Value |
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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.
Chatham |
Chatham Lodging Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Chatham Lodging market risk premium is the additional return an investor will receive from holding Chatham Lodging 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 Chatham Lodging. 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 Chatham Lodging's performance over market.| α | -0.03 | β | 1.59 |
Chatham Lodging 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 Chatham Lodging's Buy-and-hold return. Our buy-and-hold chart shows how Chatham Lodging performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Chatham Lodging Market Price Analysis
Market price analysis indicators help investors to evaluate how Chatham Lodging stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Chatham Lodging shares will generate the highest return on investment. By understating and applying Chatham Lodging stock market price indicators, traders can identify Chatham Lodging position entry and exit signals to maximize returns.
Chatham Lodging Return and Market Media
The median price of Chatham Lodging for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 8.44 with a coefficient of variation of 4.67. The daily time series for the period is distributed with a sample standard deviation of 0.4, arithmetic mean of 8.53, and mean deviation of 0.33. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Rhumbline Advisers Has 798,000 Position in Chatham Lodging Trust - MarketBeat | 09/24/2024 |
2 | Chatham Lodging Trust Q2 2024 Earnings Call Highlights Strong RevPAR Growth and ... | 10/09/2024 |
| Chatham Lodging dividend paid on 15th of October 2024 | 10/15/2024 |
3 | State Street Corps Strategic Acquisition in Chatham Lodging Trust | 10/17/2024 |
4 | Chatham Lodging Trust Q3 Earnings Preview | 11/06/2024 |
5 | Chatham Lodging Trust Announces Third Quarter 2024 Results | 11/07/2024 |
6 | Chatham Lodging Trust Q3 2024 Earnings Call Highlights Strong RevPAR Growth and ... | 11/08/2024 |
7 | GSA Capital Partners LLP Increases Stock Holdings in Chatham Lodging Trust - MarketBeat | 11/12/2024 |
8 | Trading Report - Stock Traders Daily | 11/21/2024 |
About Chatham Lodging 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 Chatham or other stocks. Alpha measures the amount that position in Chatham Lodging Trust 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 | 0.003921 | 0.0135 | 0.0423 | 0.052 | Price To Sales Ratio | 3.25 | 2.03 | 1.68 | 1.6 |
Chatham Lodging Upcoming Company Events
As portrayed in its financial statements, the presentation of Chatham Lodging's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Chatham Lodging's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Chatham Lodging's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Chatham Lodging. Please utilize our Beneish M Score to check the likelihood of Chatham Lodging's management manipulating its earnings.
| 27th of February 2024 Upcoming Quarterly Report | View | |
| 2nd 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 |
Build Portfolio with Chatham Lodging
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Additional Tools for Chatham Stock Analysis
When running Chatham Lodging's price analysis, check to measure Chatham Lodging'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 Chatham Lodging is operating at the current time. Most of Chatham Lodging's value examination focuses on studying past and present price action to predict the probability of Chatham Lodging's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Chatham Lodging's price. Additionally, you may evaluate how the addition of Chatham Lodging to your portfolios can decrease your overall portfolio volatility.