Celanese Stock Alpha and Beta Analysis
| CE Stock | USD 73.21 0.30 0.41% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Celanese. It also helps investors analyze the systematic and unsystematic risks associated with investing in Celanese over a specified time horizon. Remember, high Celanese'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 Celanese's market risk premium analysis include:
Beta 0.53 | Alpha (0.84) | Risk 3.99 | Sharpe Ratio (0.19) | Expected Return (0.75) |
Celanese 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.
Celanese |
Celanese Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Celanese market risk premium is the additional return an investor will receive from holding Celanese 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 Celanese. 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 Celanese's performance over market.| α | -0.84 | β | 0.53 |
Celanese 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 Celanese's Buy-and-hold return. Our buy-and-hold chart shows how Celanese performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Celanese Market Price Analysis
Market price analysis indicators help investors to evaluate how Celanese stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Celanese shares will generate the highest return on investment. By understating and applying Celanese stock market price indicators, traders can identify Celanese position entry and exit signals to maximize returns.
Celanese Return and Market Media
The median price of Celanese for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 126.18 with a coefficient of variation of 20.65. The daily time series for the period is distributed with a sample standard deviation of 23.73, arithmetic mean of 114.9, and mean deviation of 20.33. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of tradable shares by Chinn Bruce E. of Celanese subject to Rule 16b-3 | 09/13/2024 |
2 | Acquisition by Moorthy Ganesh of 525 shares of Celanese subject to Rule 16b-3 | 09/19/2024 |
3 | Celanese declares 0.70 dividend | 10/17/2024 |
4 | Deutsche Bank Upgrades Celanese Stock Analyst Highlights Strong Leverage, Long-Term Growth | 11/06/2024 |
5 | Celanese Corporation INVESTIGATION Levi Korsinsky Investigates Potential Securities Fraud by Celanese Corporation | 11/08/2024 |
6 | Celanese downgraded at BMO Capital amid weak global demand | 11/11/2024 |
7 | Ikonisys Group Renews Agreement as European Authorized Representative and Importer for Novodiaxs CE IVD-Certified Real-Time Immunohistochemistry Technology in O... | 11/12/2024 |
| Celanese dividend paid on 13th of November 2024 | 11/13/2024 |
8 | Shareholders that lost money on Celanese Corporation should contact Levi Korsinsky about Securities Fraud Investigation - CE | 11/14/2024 |
9 | Celanese Co. Shares Bought by KBC Group NV | 11/15/2024 |
10 | Investors who Lost Money on Celanese Corporation Should Contact Levi Korsinsky About an Ongoing Investigation - CE | 11/18/2024 |
About Celanese 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 Celanese or other stocks. Alpha measures the amount that position in Celanese 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 (projected) | Dividend Yield | 0.0268 | 0.018 | Price To Sales Ratio | 1.15 | 1.55 |
Celanese Upcoming Company Events
As portrayed in its financial statements, the presentation of Celanese's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Celanese's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Celanese's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Celanese. Please utilize our Beneish M Score to check the likelihood of Celanese's management manipulating its earnings.
| 20th of February 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 20th 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 Celanese
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
Check out Celanese Backtesting, Celanese Valuation, Celanese Correlation, Celanese Hype Analysis, Celanese Volatility, Celanese History and analyze Celanese Performance. For information on how to trade Celanese Stock refer to our How to Trade Celanese Stock guide.You can also try the Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
Celanese 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.