Cleveland Cliffs Stock Alpha and Beta Analysis
| CLF Stock | USD 8.88 0.43 5.09% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Cleveland Cliffs. It also helps investors analyze the systematic and unsystematic risks associated with investing in Cleveland Cliffs over a specified time horizon. Remember, high Cleveland Cliffs' 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 Cleveland Cliffs' market risk premium analysis include:
Beta 2.13 | Alpha 0.18 | Risk 5.72 | Sharpe Ratio 0.0023 | Expected Return 0.0134 |
Cleveland Cliffs 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.
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Cleveland Cliffs Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Cleveland Cliffs market risk premium is the additional return an investor will receive from holding Cleveland Cliffs 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 Cleveland Cliffs. 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 Cleveland Cliffs' performance over market.| α | 0.18 | β | 2.13 |
Cleveland Cliffs 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 Cleveland Cliffs' Buy-and-hold return. Our buy-and-hold chart shows how Cleveland Cliffs performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Cleveland Cliffs Market Price Analysis
Market price analysis indicators help investors to evaluate how Cleveland Cliffs stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Cleveland Cliffs shares will generate the highest return on investment. By understating and applying Cleveland Cliffs stock market price indicators, traders can identify Cleveland Cliffs position entry and exit signals to maximize returns.
Cleveland Cliffs Return and Market Media
The median price of Cleveland Cliffs for the period between Sun, Feb 2, 2025 and Sat, May 3, 2025 is 9.53 with a coefficient of variation of 15.82. The daily time series for the period is distributed with a sample standard deviation of 1.48, arithmetic mean of 9.34, and mean deviation of 1.25. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by Cronin Jane M. of 10000 shares of Cleveland Cliffs at 10.5606 subject to Rule 16b-3 | 02/28/2025 |
2 | Acquisition by John Baldwin of 4000 shares of Cleveland Cliffs at 8.7 subject to Rule 16b-3 | 03/10/2025 |
3 | Cleveland-Cliffs Inc. Among the Best Steel Stocks to Buy According to Billionaires | 03/18/2025 |
4 | KLP Kapitalforvaltning AS Acquires Shares of 347,087 Cleveland-Cliffs Inc. | 03/27/2025 |
5 | Acquisition by Bloom Ron A. of 4938 shares of Cleveland Cliffs at 8.1 subject to Rule 16b-3 | 04/01/2025 |
6 | Cleveland-Cliffs to Announce First-Quarter 2025 Earnings Results on May 7 and Host Conference ... | 04/08/2025 |
7 | Cleveland-Cliffs Inc. Jim Cramer Warns The Balance Sheets Not That Good | 04/10/2025 |
8 | Morgan Stanley Cuts Price Target on Cleveland-Cliffs to 7.50 From 11, Keeps Equalweight Rating - MarketScreener | 04/14/2025 |
9 | Cleveland-Cliffs Inc. Shares Acquired by Slate Path Capital LP | 04/22/2025 |
10 | Marshall Wace LLP Sells 4,342,917 Shares of Cleveland-Cliffs Inc. | 04/25/2025 |
11 | Cleveland-Cliffs to close three steel mills this summer due to weak demand - Seeking Alpha | 05/02/2025 |
About Cleveland Cliffs 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 Cleveland or other stocks. Alpha measures the amount that position in Cleveland Cliffs 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.
| 2022 | 2023 | 2024 | 2025 (projected) | Payables Turnover | 9.36 | 9.82 | 9.52 | 14.41 | Days Of Inventory On Hand | 91.47 | 79.01 | 97.27 | 58.28 |
Cleveland Cliffs Upcoming Company Events
As portrayed in its financial statements, the presentation of Cleveland Cliffs' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Cleveland Cliffs' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Cleveland Cliffs' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Cleveland Cliffs. Please utilize our Beneish M Score to check the likelihood of Cleveland Cliffs' management manipulating its earnings.
| 29th of January 2024 Upcoming Quarterly Report | View | |
| 22nd of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 29th of January 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 Cleveland Cliffs
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
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Check out Cleveland Cliffs Backtesting, Cleveland Cliffs Valuation, Cleveland Cliffs Correlation, Cleveland Cliffs Hype Analysis, Cleveland Cliffs Volatility, Cleveland Cliffs History and analyze Cleveland Cliffs Performance. For more detail on how to invest in Cleveland Stock please use our How to Invest in Cleveland Cliffs guide.You can also try the Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.
Cleveland Cliffs 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.