Cognex Stock Alpha and Beta Analysis
| CGNX Stock | USD 31.51 1.25 4.13% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Cognex. It also helps investors analyze the systematic and unsystematic risks associated with investing in Cognex over a specified time horizon. Remember, high Cognex'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 Cognex's market risk premium analysis include:
Beta 0.74 | Alpha (0.20) | Risk 2.59 | Sharpe Ratio (0.1) | Expected Return (0.25) |
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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.
Cognex |
Cognex Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Cognex market risk premium is the additional return an investor will receive from holding Cognex 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 Cognex. 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 Cognex's performance over market.| α | -0.2 | β | 0.74 |
Cognex 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 Cognex's Buy-and-hold return. Our buy-and-hold chart shows how Cognex performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Cognex Market Price Analysis
Market price analysis indicators help investors to evaluate how Cognex stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Cognex shares will generate the highest return on investment. By understating and applying Cognex stock market price indicators, traders can identify Cognex position entry and exit signals to maximize returns.
Cognex Return and Market Media
The median price of Cognex for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 36.9 with a coefficient of variation of 7.7. The daily time series for the period is distributed with a sample standard deviation of 2.8, arithmetic mean of 36.32, and mean deviation of 2.36. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 63 shares by Cognex Corp of Cognex subject to Rule 16b-3 | 12/17/2024 |
2 | Cognex Tops Expectations on Revenue, EPS | 02/12/2025 |
3 | Disposition of 879 shares by Dipalma Sheila Marie of Cognex at 33.4 subject to Rule 16b-3 | 02/20/2025 |
4 | Disposition of 3177 shares by Dipalma Sheila Marie of Cognex subject to Rule 16b-3 | 02/21/2025 |
5 | Disposition of 6803 shares by Gerst Carl of Cognex at 32.7253 subject to Rule 16b-3 | 02/24/2025 |
6 | Disposition of 4566 shares by Gerst Carl of Cognex at 33.0479 subject to Rule 16b-3 | 02/25/2025 |
7 | Insider Sell Carl Gerst Sells 11,369 Shares of Cognex Corp | 02/26/2025 |
8 | Zacks Industry Outlook Highlights Cognex and Itron | 02/27/2025 |
9 | Versor Investments LP Takes Position in Cognex Co. | 03/03/2025 |
10 | Cognex to Present at the Cantor Fitzgerald Global Technology Conference | 03/06/2025 |
11 | Essex Investment Management Co. LLC Has 1.86 Million Stake in Cognex Co. | 03/10/2025 |
12 | Personal CFO Solutions LLC Has 288,000 Stock Holdings in Cognex Co. | 03/11/2025 |
| Cognex dividend paid on 13th of March 2025 | 03/13/2025 |
About Cognex 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 Cognex or other stocks. Alpha measures the amount that position in Cognex 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 | 0.005621 | 0.006826 | 0.008512 | 0.0131 | Price To Sales Ratio | 8.12 | 8.58 | 6.72 | 6.05 |
Cognex Upcoming Company Events
As portrayed in its financial statements, the presentation of Cognex's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Cognex's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Cognex's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Cognex. Please utilize our Beneish M Score to check the likelihood of Cognex's management manipulating its earnings.
| 15th of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 15th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Additional Tools for Cognex Stock Analysis
When running Cognex's price analysis, check to measure Cognex'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 Cognex is operating at the current time. Most of Cognex's value examination focuses on studying past and present price action to predict the probability of Cognex's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cognex's price. Additionally, you may evaluate how the addition of Cognex to your portfolios can decrease your overall portfolio volatility.