Cf Industries Holdings Stock Alpha and Beta Analysis
| CF Stock | USD 84.85 0.13 0.15% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as CF Industries Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in CF Industries over a specified time horizon. Remember, high CF Industries' 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 CF Industries' market risk premium analysis include:
Beta (0.13) | Alpha 0.0729 | Risk 1.54 | Sharpe Ratio 0.026 | Expected Return 0.0401 |
CF Industries Quarterly Cash And Equivalents |
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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.
CF Industries |
CF Industries Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. CF Industries market risk premium is the additional return an investor will receive from holding CF Industries 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 CF Industries. 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 CF Industries' performance over market.| α | 0.07 | β | -0.13 |
CF Industries 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 CF Industries' Buy-and-hold return. Our buy-and-hold chart shows how CF Industries performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.CF Industries Market Price Analysis
Market price analysis indicators help investors to evaluate how CF Industries stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading CF Industries shares will generate the highest return on investment. By understating and applying CF Industries stock market price indicators, traders can identify CF Industries position entry and exit signals to maximize returns.
CF Industries Return and Market Media
The median price of CF Industries for the period between Wed, Sep 25, 2024 and Tue, Dec 24, 2024 is 86.06 with a coefficient of variation of 3.36. The daily time series for the period is distributed with a sample standard deviation of 2.9, arithmetic mean of 86.11, and mean deviation of 2.43. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 7000 shares by Ashraf Malik of CF Industries at 90.78 subject to Rule 16b-3 | 11/18/2024 |
2 | Swedbank AB Increases Stock Holdings in CF Industries Holdings, Inc. | 11/26/2024 |
| CF Industries dividend paid on 29th of November 2024 | 11/29/2024 |
3 | Is CF Industries the Best Farmland and Agriculture Stock to Invest in According to Hedge Funds | 12/04/2024 |
4 | Dividend Investing 5 Must-Have High-Yield SP 500 Stocks for 2025 | 12/11/2024 |
5 | CF Industries Carbon Capture Credits EBITDA Potential Could Be As High As 50 Million Analyst | 12/12/2024 |
6 | Rio Tinto Set to Invest 2.5B for Rincon Project in Argentina | 12/13/2024 |
7 | Is CF Industries a Great Value Stock Right Now | 12/16/2024 |
8 | Steel Dynamics Expects Lower Q4 Earnings Amid Pricing Pressures | 12/17/2024 |
9 | Westlake Royal Building Products Launches Dryroll Ridge Vent | 12/18/2024 |
10 | BASF Expands Production of Ammonium Chloride at Ludwigshafen Plant | 12/19/2024 |
11 | BASF Partners to Optimize Mechanical Recycling of Plastics | 12/23/2024 |
About CF Industries 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 CF Industries or other stocks. Alpha measures the amount that position in CF Industries Holdings 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 | 0.0171 | 0.0177 | 0.0202 | 0.0142 | Price To Sales Ratio | 2.33 | 1.55 | 2.32 | 1.37 |
CF Industries Upcoming Company Events
As portrayed in its financial statements, the presentation of CF Industries' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, CF Industries' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of CF Industries' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of CF Industries. Please utilize our Beneish M Score to check the likelihood of CF Industries' management manipulating its earnings.
| 14th of February 2024 Upcoming Quarterly Report | View | |
| 6th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 14th 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 CF Industries
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Align your risk with return expectations
Check out CF Industries Backtesting, CF Industries Valuation, CF Industries Correlation, CF Industries Hype Analysis, CF Industries Volatility, CF Industries History and analyze CF Industries Performance. You can also try the Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.
CF Industries 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.