Comcast Holdings Corp Stock Alpha and Beta Analysis
| CCZ Stock | USD 61.07 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Comcast Holdings Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Comcast Holdings over a specified time horizon. Remember, high Comcast Holdings' 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 Comcast Holdings' market risk premium analysis include:
Beta (0.27) | Alpha 0.0313 | Risk 1.16 | Sharpe Ratio 0.0763 | Expected Return 0.0884 |
Enterprise Value |
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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.
Comcast |
Comcast Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Comcast Holdings market risk premium is the additional return an investor will receive from holding Comcast Holdings 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 Comcast Holdings. 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 Comcast Holdings' performance over market.| α | 0.03 | β | -0.27 |
Comcast Holdings Fundamentals Vs Peers
Comparing Comcast Holdings' fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze Comcast Holdings' direct or indirect competition across all of the common fundamentals between Comcast Holdings and the related equities. This way, we can detect undervalued stocks with similar characteristics as Comcast Holdings or determine the stocks which would be an excellent addition to an existing portfolio. Peer analysis of Comcast Holdings' fundamental indicators could also be used in its relative valuation, which is a method of valuing Comcast Holdings by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Comcast Holdings to competition |
| Fundamentals | Comcast Holdings | Peer Average |
| Price To Earning | 47.36 X | 28.72 X |
| Revenue | 121.57 B | 9.43 B |
| EBITDA | 38.9 B | 3.9 B |
| Net Income | 15.11 B | 570.98 M |
| Cash And Equivalents | 1.25 B | 2.7 B |
| Cash Per Share | 1.32 X | 5.01 X |
| Total Debt | 97.09 B | 5.32 B |
Comcast Holdings Opportunities
Comcast Holdings Return and Market Media
The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
| Comcast Holdings dividend paid on 15th of October 2024 | 10/15/2024 |
1 | Appeasement in the New Age of Trump | 12/04/2024 |
2 | LA Times Billionaire Owner Hilariously Thinks He Can Solve Media Bias With AI | 12/10/2024 |
3 | Trump settlement with ABC alarms Democrats | 12/19/2024 |
About Comcast Holdings 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 Comcast or other stocks. Alpha measures the amount that position in Comcast Holdings Corp 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0196 | 0.0308 | 0.0264 | 0.0277 | Price To Sales Ratio | 1.98 | 1.27 | 1.49 | 2.73 |
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 Comcast Holdings 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, Comcast Holdings' short interest history, or implied volatility extrapolated from Comcast Holdings options trading.
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Additional Tools for Comcast Stock Analysis
When running Comcast Holdings' price analysis, check to measure Comcast Holdings' 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 Comcast Holdings is operating at the current time. Most of Comcast Holdings' value examination focuses on studying past and present price action to predict the probability of Comcast Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Comcast Holdings' price. Additionally, you may evaluate how the addition of Comcast Holdings to your portfolios can decrease your overall portfolio volatility.