Cognyte Software Stock Alpha and Beta Analysis
| CGNT Stock | USD 8.10 0.27 3.23% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Cognyte Software. It also helps investors analyze the systematic and unsystematic risks associated with investing in Cognyte Software over a specified time horizon. Remember, high Cognyte Software'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 Cognyte Software's market risk premium analysis include:
Beta (0.12) | Alpha (0.17) | Risk 2.56 | Sharpe Ratio (0.04) | Expected Return (0.11) |
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.
Cognyte |
Cognyte Software Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Cognyte Software market risk premium is the additional return an investor will receive from holding Cognyte Software 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 Cognyte Software. 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 Cognyte Software's performance over market.| α | -0.17 | β | -0.12 |
Cognyte Software 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 Cognyte Software's Buy-and-hold return. Our buy-and-hold chart shows how Cognyte Software performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Cognyte Software Market Price Analysis
Market price analysis indicators help investors to evaluate how Cognyte Software stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Cognyte Software shares will generate the highest return on investment. By understating and applying Cognyte Software stock market price indicators, traders can identify Cognyte Software position entry and exit signals to maximize returns.
Cognyte Software Return and Market Media
The median price of Cognyte Software for the period between Thu, Dec 26, 2024 and Wed, Mar 26, 2025 is 8.94 with a coefficient of variation of 8.34. The daily time series for the period is distributed with a sample standard deviation of 0.76, arithmetic mean of 9.14, and mean deviation of 0.6. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Topline Capital Partners, Lp of 416040 shares of Cognyte Software at 6.3 subject to Rule 16b-3 | 01/23/2025 |
2 | Acquisition by Pell Lewis C of 250000 shares of Cognyte Software at 0.8 subject to Rule 16b-3 | 01/24/2025 |
3 | Longstanding Customer Expands Cognyte Portfolio with Blockchain Analytics Solution to Combat Illicit Transactions | 01/28/2025 |
4 | Cognyte Publishes New Survey Nearly 80 percent of Law Enforcement Agencies Struggle to Analyze Data, Unlock Insights | 02/11/2025 |
5 | Disposition of 1500 shares by Maz Maria C of Cognyte Software at 3.83 subject to Rule 16b-3 | 02/14/2025 |
6 | Cognyte Elects Two New Board Members to Strengthen Expertise and Drive Growth | 02/18/2025 |
7 | EMEA National Security Agency Invests Over 5M in Cognyte Portfolio to Enhance Public Safety, Highlighting Trust in Advanced Solutions | 02/25/2025 |
8 | Cognyte Software Shares Up 5.5 percent Time to Buy | 03/04/2025 |
9 | Institutional investors may overlook Cognyte Software Ltd.s recent US73m market cap drop as long-term gains remain positive | 03/11/2025 |
10 | Cognyte to Announce Fourth Quarter and Full Year FYE25 Financial Results on April 2, 2025 | 03/24/2025 |
About Cognyte Software 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 Cognyte or other stocks. Alpha measures the amount that position in Cognyte Software 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 | 2025 (projected) | |
| Dividend Yield | 0.0485 | 0.0114 | 0.0166 |
| Price To Sales Ratio | 1.52 | 0.82 | 22.97 |
Cognyte Software Upcoming Company Events
As portrayed in its financial statements, the presentation of Cognyte Software's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Cognyte Software's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Cognyte Software's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Cognyte Software. Please utilize our Beneish M Score to check the likelihood of Cognyte Software's management manipulating its earnings.
| 9th of April 2024 Upcoming Quarterly Report | View | |
| 20th of June 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 9th of April 2024 Next Fiscal Year End | View | |
| 31st of October 2023 Last Quarter Report | View | |
| 31st of January 2023 Last Financial Announcement | View |
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Additional Tools for Cognyte Stock Analysis
When running Cognyte Software's price analysis, check to measure Cognyte Software'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 Cognyte Software is operating at the current time. Most of Cognyte Software's value examination focuses on studying past and present price action to predict the probability of Cognyte Software's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cognyte Software's price. Additionally, you may evaluate how the addition of Cognyte Software to your portfolios can decrease your overall portfolio volatility.