Canadian Imperial Bank Preferred Stock Alpha and Beta Analysis
| CM-PS Preferred Stock | CAD 25.50 0.02 0.08% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Canadian Imperial Bank. It also helps investors analyze the systematic and unsystematic risks associated with investing in Canadian Imperial over a specified time horizon. Remember, high Canadian Imperial'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 Canadian Imperial's market risk premium analysis include:
Beta (0.03) | Alpha 0.0437 | Risk 0.27 | Sharpe Ratio 0.19 | Expected Return 0.0527 |
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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Canadian Imperial Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Canadian Imperial market risk premium is the additional return an investor will receive from holding Canadian Imperial 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 Canadian Imperial. 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 Canadian Imperial's performance over market.| α | 0.04 | β | -0.03 |
Canadian Imperial 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 Canadian Imperial's Buy-and-hold return. Our buy-and-hold chart shows how Canadian Imperial performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Canadian Imperial Market Price Analysis
Market price analysis indicators help investors to evaluate how Canadian Imperial preferred stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Canadian Imperial shares will generate the highest return on investment. By understating and applying Canadian Imperial preferred stock market price indicators, traders can identify Canadian Imperial position entry and exit signals to maximize returns.
Canadian Imperial Return and Market Media
The median price of Canadian Imperial for the period between Tue, Sep 24, 2024 and Mon, Dec 23, 2024 is 25.05 with a coefficient of variation of 0.87. The daily time series for the period is distributed with a sample standard deviation of 0.22, arithmetic mean of 25.05, and mean deviation of 0.17. The Preferred Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Canadian Imperial 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 Canadian or other preferred stocks. Alpha measures the amount that position in Canadian Imperial Bank 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 Canadian Imperial 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, Canadian Imperial's short interest history, or implied volatility extrapolated from Canadian Imperial options trading.
Build Portfolio with Canadian Imperial
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Additional Tools for Canadian Preferred Stock Analysis
When running Canadian Imperial's price analysis, check to measure Canadian Imperial'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 Canadian Imperial is operating at the current time. Most of Canadian Imperial's value examination focuses on studying past and present price action to predict the probability of Canadian Imperial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Canadian Imperial's price. Additionally, you may evaluate how the addition of Canadian Imperial to your portfolios can decrease your overall portfolio volatility.