Caribbean Utilities Stock Alpha and Beta Analysis

CUPUF Stock  USD 12.79  0.10  0.79%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Caribbean Utilities. It also helps investors analyze the systematic and unsystematic risks associated with investing in Caribbean Utilities over a specified time horizon. Remember, high Caribbean Utilities' 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 Caribbean Utilities' market risk premium analysis include:
Beta
0.74
Alpha
0.2
Risk
2.16
Sharpe Ratio
0.15
Expected Return
0.32
Please note that although Caribbean Utilities alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, Caribbean Utilities did 0.20  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Caribbean Utilities stock's relative risk over its benchmark. Caribbean Utilities has a beta of 0.74  . As returns on the market increase, Caribbean Utilities' returns are expected to increase less than the market. However, during the bear market, the loss of holding Caribbean Utilities is expected to be smaller as well. .
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.
  
Check out Caribbean Utilities Backtesting, Caribbean Utilities Valuation, Caribbean Utilities Correlation, Caribbean Utilities Hype Analysis, Caribbean Utilities Volatility, Caribbean Utilities History and analyze Caribbean Utilities Performance.

Caribbean Utilities Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Caribbean Utilities market risk premium is the additional return an investor will receive from holding Caribbean Utilities 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 Caribbean Utilities. 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 Caribbean Utilities' performance over market.
α0.20   β0.74

Caribbean Utilities 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 Caribbean Utilities' Buy-and-hold return. Our buy-and-hold chart shows how Caribbean Utilities performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Caribbean Utilities Market Price Analysis

Market price analysis indicators help investors to evaluate how Caribbean Utilities pink sheet reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Caribbean Utilities shares will generate the highest return on investment. By understating and applying Caribbean Utilities pink sheet market price indicators, traders can identify Caribbean Utilities position entry and exit signals to maximize returns.

Caribbean Utilities Return and Market Media

The median price of Caribbean Utilities for the period between Sat, Dec 30, 2023 and Fri, Mar 29, 2024 is 11.3 with a coefficient of variation of 5.45. The daily time series for the period is distributed with a sample standard deviation of 0.62, arithmetic mean of 11.46, and mean deviation of 0.49. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Caribbean Utilities 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 Caribbean or other pink sheets. Alpha measures the amount that position in Caribbean Utilities 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 Caribbean Utilities 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, Caribbean Utilities' short interest history, or implied volatility extrapolated from Caribbean Utilities options trading.

Build Portfolio with Caribbean Utilities

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

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Check out Caribbean Utilities Backtesting, Caribbean Utilities Valuation, Caribbean Utilities Correlation, Caribbean Utilities Hype Analysis, Caribbean Utilities Volatility, Caribbean Utilities History and analyze Caribbean Utilities Performance.
You can also try the Analyst Advice module to analyst recommendations and target price estimates broken down by several categories.

Complementary Tools for Caribbean Pink Sheet analysis

When running Caribbean Utilities' price analysis, check to measure Caribbean Utilities' 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 Caribbean Utilities is operating at the current time. Most of Caribbean Utilities' value examination focuses on studying past and present price action to predict the probability of Caribbean Utilities' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Caribbean Utilities' price. Additionally, you may evaluate how the addition of Caribbean Utilities to your portfolios can decrease your overall portfolio volatility.
Volatility Analysis
Get historical volatility and risk analysis based on latest market data
Performance Analysis
Check effects of mean-variance optimization against your current asset allocation
USA ETFs
Find actively traded Exchange Traded Funds (ETF) in USA
AI Investment Finder
Use AI to screen and filter profitable investment opportunities
Sync Your Broker
Sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors.
Bollinger Bands
Use Bollinger Bands indicator to analyze target price for a given investing horizon
Stock Tickers
Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites
Stock Screener
Find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook.
Correlation Analysis
Reduce portfolio risk simply by holding instruments which are not perfectly correlated
Portfolio Dashboard
Portfolio dashboard that provides centralized access to all your investments
Theme Ratings
Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance
Caribbean Utilities technical pink sheet 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, pink sheet market cycles, or different charting patterns.
A focus of Caribbean Utilities technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Caribbean Utilities trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...