Central Securities Stock Alpha and Beta Analysis

CET Stock  USD 44.92  0.51  1.15%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Central Securities. It also helps investors analyze the systematic and unsystematic risks associated with investing in Central Securities over a specified time horizon. Remember, high Central Securities' 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 Central Securities' market risk premium analysis include:
Beta
0.56
Alpha
(0.02)
Risk
0.71
Sharpe Ratio
(0.11)
Expected Return
(0.08)
Please note that although Central Securities 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, Central Securities did 0.02  worse 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 Central Securities stock's relative risk over its benchmark. Central Securities has a beta of 0.56  . As returns on the market increase, Central Securities' returns are expected to increase less than the market. However, during the bear market, the loss of holding Central Securities is expected to be smaller as well. Book Value Per Share is likely to gain to 58.07 in 2025. Tangible Book Value Per Share is likely to gain to 58.07 in 2025.

Enterprise Value

1.36 Billion

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 Central Securities Backtesting, Central Securities Valuation, Central Securities Correlation, Central Securities Hype Analysis, Central Securities Volatility, Central Securities History and analyze Central Securities Performance.
For more information on how to buy Central Stock please use our How to Invest in Central Securities guide.

Central Securities Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Central Securities market risk premium is the additional return an investor will receive from holding Central Securities 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 Central Securities. 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 Central Securities' performance over market.
α-0.02   β0.56

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

Central Securities Market Price Analysis

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

Central Securities Return and Market Media

The median price of Central Securities for the period between Sat, Dec 14, 2024 and Fri, Mar 14, 2025 is 46.73 with a coefficient of variation of 2.19. The daily time series for the period is distributed with a sample standard deviation of 1.02, arithmetic mean of 46.55, and mean deviation of 0.88. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
 
Central Securities dividend paid on 20th of December 2024
12/20/2024
1
Disposition of 42500 shares by Endeavor Foundation, Inc. of Central Securities subject to Rule 16b-3
01/02/2025
2
Acquisition by Oneill Andrew J of 1309 shares of Central Securities at 45.65 subject to Rule 16b-3
01/06/2025
3
Coloplast AS - Q1 202425 Earnings Release - Invitation to conference call on 4 February 2025 at 11.00am CET
01/21/2025
4
Kazakhstan Central Securities Depository to engage with Bloomberg and Reuters - Kursiv Media
01/31/2025
5
Disposition of 32000 shares by Endeavor Foundation, Inc. of Central Securities subject to Rule 16b-3
02/25/2025

About Central Securities 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 Central or other stocks. Alpha measures the amount that position in Central Securities 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.
 2024 2025 (projected)
Payables Turnover3.873.44
Days Of Inventory On Hand5.7K3.6K
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 Central Securities 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, Central Securities' short interest history, or implied volatility extrapolated from Central Securities options trading.

Build Portfolio with Central Securities

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

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 Central Stock Analysis

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