COG Financial (Australia) Alpha and Beta Analysis
| COG Stock | 0.91 0.03 3.19% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as COG Financial Services. It also helps investors analyze the systematic and unsystematic risks associated with investing in COG Financial over a specified time horizon. Remember, high COG Financial'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 COG Financial's market risk premium analysis include:
Beta (0.51) | Alpha (0) | Risk 2.35 | Sharpe Ratio (0.01) | Expected Return (0.02) |
COG Financial 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.
COG |
COG Financial Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. COG Financial market risk premium is the additional return an investor will receive from holding COG Financial 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 COG Financial. 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 COG Financial's performance over market.| α | -0.0033 | β | -0.51 |
COG Financial 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 COG Financial's Buy-and-hold return. Our buy-and-hold chart shows how COG Financial performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.COG Financial Market Price Analysis
Market price analysis indicators help investors to evaluate how COG Financial stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading COG Financial shares will generate the highest return on investment. By understating and applying COG Financial stock market price indicators, traders can identify COG Financial position entry and exit signals to maximize returns.
COG Financial Return and Market Media
The median price of COG Financial for the period between Sat, Sep 21, 2024 and Fri, Dec 20, 2024 is 0.96 with a coefficient of variation of 5.14. The daily time series for the period is distributed with a sample standard deviation of 0.05, arithmetic mean of 0.95, and mean deviation of 0.04. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | COG Financial Services Expands in Asset Finance - TipRanks | 10/15/2024 |
2 | COG Financial Services Reports Strong FY24 Growth - TipRanks | 11/28/2024 |
About COG Financial 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 COG or other stocks. Alpha measures the amount that position in COG Financial Services 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 COG Financial 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, COG Financial's short interest history, or implied volatility extrapolated from COG Financial options trading.
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Additional Tools for COG Stock Analysis
When running COG Financial's price analysis, check to measure COG Financial'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 COG Financial is operating at the current time. Most of COG Financial's value examination focuses on studying past and present price action to predict the probability of COG Financial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move COG Financial's price. Additionally, you may evaluate how the addition of COG Financial to your portfolios can decrease your overall portfolio volatility.