Canadian Pacific Railway Stock Alpha and Beta Analysis
| CP Stock | USD 75.29 2.54 3.49% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Canadian Pacific Railway. It also helps investors analyze the systematic and unsystematic risks associated with investing in Canadian Pacific over a specified time horizon. Remember, high Canadian Pacific'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 Pacific's market risk premium analysis include:
Beta 1.03 | Alpha 0.12 | Risk 1.84 | Sharpe Ratio 0.0244 | Expected Return 0.0449 |
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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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Canadian Pacific Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Canadian Pacific market risk premium is the additional return an investor will receive from holding Canadian Pacific 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 Pacific. 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 Pacific's performance over market.| α | 0.12 | β | 1.03 |
Canadian Pacific 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 Pacific's Buy-and-hold return. Our buy-and-hold chart shows how Canadian Pacific performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Canadian Pacific Market Price Analysis
Market price analysis indicators help investors to evaluate how Canadian Pacific 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 Pacific shares will generate the highest return on investment. By understating and applying Canadian Pacific stock market price indicators, traders can identify Canadian Pacific position entry and exit signals to maximize returns.
Canadian Pacific Return and Market Media
The median price of Canadian Pacific for the period between Mon, Dec 16, 2024 and Sun, Mar 16, 2025 is 76.2 with a coefficient of variation of 3.16. The daily time series for the period is distributed with a sample standard deviation of 2.4, arithmetic mean of 75.99, and mean deviation of 2.09. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Canadian Pacific dividend paid on 27th of January 2025 | 01/27/2025 |
1 | Asia-Pacific markets poised to trade mixed as Trump tariff threats dent sentiment | 02/19/2025 |
2 | Par Pacific Reports Fourth Quarter and 2024 Results | 02/25/2025 |
3 | Asia-Pacific markets set for mixed open as Trump tariffs weigh down markets | 03/04/2025 |
4 | Twenty-Five Pacific Palisades Fire Victims Sue City of Los Angeles and LADWP for Failure to Maintain Water Supply and Fire Hydrant System that Caused Inherent D... | 03/07/2025 |
5 | Scientists Discovered a Yellow Brick Road at The Bottom of The Pacific Ocean | 03/10/2025 |
6 | Trump picks Michael George DeSombre to represent US in East Asia and Pacific | 03/11/2025 |
7 | abrdn Asia-Pacific Income Fund declares 0.165 dividend | 03/12/2025 |
8 | Asia-Pacific markets to see mixed trade following escalation in Trumps tariff threats | 03/13/2025 |
9 | Vancouver Whitecaps loan goalkeeper Max Anchor to CPLs Pacific FC | 03/14/2025 |
About Canadian Pacific 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 stocks. Alpha measures the amount that position in Canadian Pacific Railway 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) | Dividend Yield | 0.007531 | 0.007241 | 0.007301 | 0.006936 | Price To Sales Ratio | 10.65 | 7.78 | 6.68 | 7.01 |
Canadian Pacific Upcoming Company Events
As portrayed in its financial statements, the presentation of Canadian Pacific's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Canadian Pacific's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Canadian Pacific's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Canadian Pacific. Please utilize our Beneish M Score to check the likelihood of Canadian Pacific's management manipulating its earnings.
| 30th of January 2024 Upcoming Quarterly Report | View | |
| 24th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 30th of January 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Additional Tools for Canadian Stock Analysis
When running Canadian Pacific's price analysis, check to measure Canadian Pacific'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 Pacific is operating at the current time. Most of Canadian Pacific's value examination focuses on studying past and present price action to predict the probability of Canadian Pacific'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 Pacific's price. Additionally, you may evaluate how the addition of Canadian Pacific to your portfolios can decrease your overall portfolio volatility.