Cemtrex Stock Alpha and Beta Analysis
| CETX Stock | USD 1.69 0.03 1.74% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Cemtrex. It also helps investors analyze the systematic and unsystematic risks associated with investing in Cemtrex over a specified time horizon. Remember, high Cemtrex'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 Cemtrex's market risk premium analysis include:
Beta 0.22 | Alpha (0.76) | Risk 4.85 | Sharpe Ratio (0.20) | Expected Return (0.96) |
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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.
Cemtrex |
Cemtrex Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Cemtrex market risk premium is the additional return an investor will receive from holding Cemtrex 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 Cemtrex. 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 Cemtrex's performance over market.| α | -0.76 | β | 0.22 |
Cemtrex 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 Cemtrex's Buy-and-hold return. Our buy-and-hold chart shows how Cemtrex performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Cemtrex Market Price Analysis
Market price analysis indicators help investors to evaluate how Cemtrex stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Cemtrex shares will generate the highest return on investment. By understating and applying Cemtrex stock market price indicators, traders can identify Cemtrex position entry and exit signals to maximize returns.
Cemtrex Return and Market Media
The median price of Cemtrex for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 2.7 with a coefficient of variation of 23.45. The daily time series for the period is distributed with a sample standard deviation of 0.6, arithmetic mean of 2.57, and mean deviation of 0.53. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Cemtrexs Vicon Industries Secures 10.4 Million Valerus Expansion Order from State Government Corrections Customer | 12/16/2024 |
2 | Cemtrex GAAP EPS of -17.96, revenue of 66.86M | 12/31/2024 |
3 | Cemtrex Regains Compliance with NASDAQ Stockholders Equity Requirement | 01/06/2025 |
4 | Top Research Reports for Meta Platforms, Wells Fargo GE Aerospace - Yahoo Finance | 01/28/2025 |
5 | Zacks Initiates Coverage of Cemtrex With Neutral Recommendation | 01/29/2025 |
6 | Discretionary transaction by Govil Aron of tradable shares of Cemtrex subject to Rule 16b-3 | 01/30/2025 |
7 | CETX stock plunges to 52-week low, touches 2.16 amid steep decline - Investing.com | 02/12/2025 |
8 | Cemtrexs Vicon Subsidiary Secures 1.2M Order for Border Protection Deployment in Texas | 02/18/2025 |
9 | CETX stock plunges to 52-week low, touches 1.77 - Investing.com | 02/28/2025 |
About Cemtrex 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 Cemtrex or other stocks. Alpha measures the amount that position in Cemtrex 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) | Dividend Yield | 1.5E-5 | 1.4E-5 | Price To Sales Ratio | 0.0454 | 0.0432 |
Cemtrex Upcoming Company Events
As portrayed in its financial statements, the presentation of Cemtrex's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Cemtrex's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Cemtrex's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Cemtrex. Please utilize our Beneish M Score to check the likelihood of Cemtrex's management manipulating its earnings.
| 13th of February 2024 Upcoming Quarterly Report | View | |
| 9th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 19th of December 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of September 2023 Last Financial Announcement | View |
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Additional Tools for Cemtrex Stock Analysis
When running Cemtrex's price analysis, check to measure Cemtrex'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 Cemtrex is operating at the current time. Most of Cemtrex's value examination focuses on studying past and present price action to predict the probability of Cemtrex's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cemtrex's price. Additionally, you may evaluate how the addition of Cemtrex to your portfolios can decrease your overall portfolio volatility.