CVR Energy (UK) Alpha and Beta Analysis

0HRR Stock   18.02  0.27  1.48%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as CVR Energy. It also helps investors analyze the systematic and unsystematic risks associated with investing in CVR Energy over a specified time horizon. Remember, high CVR Energy'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 CVR Energy's market risk premium analysis include:
Beta
0.39
Alpha
0.0569
Risk
2.67
Sharpe Ratio
0.0064
Expected Return
0.017
Please note that although CVR Energy alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, CVR Energy did 0.06  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of CVR Energy stock's relative risk over its benchmark. CVR Energy has a beta of 0.39  . As returns on the market increase, CVR Energy's returns are expected to increase less than the market. However, during the bear market, the loss of holding CVR Energy is expected to be smaller as well. .
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.
  
Check out CVR Energy Backtesting, CVR Energy Valuation, CVR Energy Correlation, CVR Energy Hype Analysis, CVR Energy Volatility, CVR Energy History and analyze CVR Energy Performance.
For more information on how to buy CVR Stock please use our How to Invest in CVR Energy guide.

CVR Energy Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. CVR Energy market risk premium is the additional return an investor will receive from holding CVR Energy 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 CVR Energy. 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 CVR Energy's performance over market.
α0.06   β0.39

CVR Energy 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 CVR Energy's Buy-and-hold return. Our buy-and-hold chart shows how CVR Energy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

CVR Energy Market Price Analysis

Market price analysis indicators help investors to evaluate how CVR Energy stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading CVR Energy shares will generate the highest return on investment. By understating and applying CVR Energy stock market price indicators, traders can identify CVR Energy position entry and exit signals to maximize returns.

CVR Energy Return and Market Media

The median price of CVR Energy for the period between Mon, Dec 16, 2024 and Sun, Mar 16, 2025 is 18.85 with a coefficient of variation of 5.29. The daily time series for the period is distributed with a sample standard deviation of 1.01, arithmetic mean of 19.17, and mean deviation of 0.84. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
The past five years for CVR Energy investors has not been profitable - Simply Wall St
12/16/2024
2
CVR Energy to Launch Investor Presentation in 2025 - TipRanks
01/07/2025
3
JPMorgan Chase Co. Sells 27,611 Shares of CVR Energy, Inc. - MarketBeat
01/16/2025
4
Q4 Earnings Alert CVR Energy Schedules Critical Year-End Financial Report - StockTitan
02/04/2025
5
CVR Energy, Inc.s Share Price Is Matching Sentiment Around Its Revenues - Simply Wall St
02/19/2025
6
D.A. Davidson CO. Buys Shares of ,290 CVR Energy, Inc. - MarketBeat
02/28/2025
7
Jones Financial Companies Lllp Has 284,000 Holdings in CVR Energy, Inc. - Defense World
03/13/2025

About CVR Energy 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 CVR or other stocks. Alpha measures the amount that position in CVR Energy 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 CVR Energy 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, CVR Energy's short interest history, or implied volatility extrapolated from CVR Energy options trading.

Build Portfolio with CVR Energy

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.

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Align your risk with return expectations

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations

Additional Tools for CVR Stock Analysis

When running CVR Energy's price analysis, check to measure CVR Energy'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 CVR Energy is operating at the current time. Most of CVR Energy's value examination focuses on studying past and present price action to predict the probability of CVR Energy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CVR Energy's price. Additionally, you may evaluate how the addition of CVR Energy to your portfolios can decrease your overall portfolio volatility.