Canadian Apartment Properties Stock Alpha and Beta Analysis
| CAR-UN Stock | CAD 41.30 0.59 1.41% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Canadian Apartment Properties. It also helps investors analyze the systematic and unsystematic risks associated with investing in Canadian Apartment over a specified time horizon. Remember, high Canadian Apartment'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 Apartment's market risk premium analysis include:
Beta 0.45 | Alpha (0.05) | Risk 1.64 | Sharpe Ratio (0.05) | Expected Return (0.09) |
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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 Apartment Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Canadian Apartment market risk premium is the additional return an investor will receive from holding Canadian Apartment 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 Apartment. 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 Apartment's performance over market.| α | -0.05 | β | 0.45 |
Canadian Apartment 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 Apartment's Buy-and-hold return. Our buy-and-hold chart shows how Canadian Apartment performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Canadian Apartment Market Price Analysis
Market price analysis indicators help investors to evaluate how Canadian Apartment 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 Apartment shares will generate the highest return on investment. By understating and applying Canadian Apartment stock market price indicators, traders can identify Canadian Apartment position entry and exit signals to maximize returns.
Canadian Apartment Return and Market Media
The median price of Canadian Apartment for the period between Tue, Dec 17, 2024 and Mon, Mar 17, 2025 is 41.21 with a coefficient of variation of 3.24. The daily time series for the period is distributed with a sample standard deviation of 1.34, arithmetic mean of 41.43, and mean deviation of 1.1. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Canadian Apartment Properties REIT Hits New 52-Week Low - Time to Sell - MarketBeat | 12/30/2024 |
2 | CAPREIT Announces Increased February 2025 Distribution - TipRanks | 02/18/2025 |
3 | Analysts Set Canadian Apartment Properties REIT Price Target at C55.06 - Defense World | 03/07/2025 |
About Canadian Apartment 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 Apartment 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 | 0.0295 | 0.0283 | 0.0333 | 0.0524 | Price To Sales Ratio | 7.39 | 7.77 | 6.47 | 4.22 |
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 Canadian Apartment 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, Canadian Apartment's short interest history, or implied volatility extrapolated from Canadian Apartment options trading.
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Other Information on Investing in Canadian Stock
Canadian Apartment financial ratios help investors to determine whether Canadian Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Canadian with respect to the benefits of owning Canadian Apartment security.