Comerica Stock Alpha and Beta Analysis
| CMA Stock | USD 57.69 0.63 1.10% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Comerica. It also helps investors analyze the systematic and unsystematic risks associated with investing in Comerica over a specified time horizon. Remember, high Comerica'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 Comerica's market risk premium analysis include:
Beta 1.13 | Alpha (0.12) | Risk 1.96 | Sharpe Ratio (0.11) | Expected Return (0.22) |
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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.
Comerica |
Comerica Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Comerica market risk premium is the additional return an investor will receive from holding Comerica 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 Comerica. 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 Comerica's performance over market.| α | -0.12 | β | 1.13 |
Comerica 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 Comerica's Buy-and-hold return. Our buy-and-hold chart shows how Comerica performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Comerica Market Price Analysis
Market price analysis indicators help investors to evaluate how Comerica stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Comerica shares will generate the highest return on investment. By understating and applying Comerica stock market price indicators, traders can identify Comerica position entry and exit signals to maximize returns.
Comerica Return and Market Media
The median price of Comerica for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 64.25 with a coefficient of variation of 5.05. The daily time series for the period is distributed with a sample standard deviation of 3.23, arithmetic mean of 63.87, and mean deviation of 2.7. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 302 shares by Bailey Corey R of Comerica at 63.27 subject to Rule 16b-3 | 01/24/2025 |
2 | Disposition of 105 shares by Bailey Corey R of Comerica at 63.53 subject to Rule 16b-3 | 01/28/2025 |
3 | Comerica Bank to Celebrate 10 Years of Making Teens Prom Dreams Come True | 01/29/2025 |
4 | Disposition of 815 shares by Corey Bailey of Comerica at 67.01 subject to Rule 16b-3 | 02/20/2025 |
5 | Comerica Inc Honored with Coalition Greenwich Awards for Excellence in Business Banking | 02/28/2025 |
6 | US CFPB asks to pause Comerica enforcement action | 03/03/2025 |
7 | Nonprofits Circle the Wagons to Fend Off Taxes | 03/04/2025 |
8 | Acquisition by Mauricio Ortiz of 2910 shares of Comerica subject to Rule 16b-3 | 03/05/2025 |
9 | CMA CGM Group Announces 20 Billion Investment in Americas Maritime Transportation, Logistics and Supply Chain Capabilities Over the Next Four Years | 03/06/2025 |
10 | US judge denies CFPBs motion to stay lawsuit against Comerica | 03/10/2025 |
11 | Disposition of 2481 shares by Megan Crespi of Comerica at 67.01 subject to Rule 16b-3 | 03/13/2025 |
About Comerica 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 Comerica or other stocks. Alpha measures the amount that position in Comerica 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 | 0.0429 | 0.0535 | 0.002796 | 0.002656 | Price To Sales Ratio | 2.48 | 2.05 | 2.09 | 2.34 |
Comerica Upcoming Company Events
As portrayed in its financial statements, the presentation of Comerica's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Comerica's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Comerica's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Comerica. Please utilize our Beneish M Score to check the likelihood of Comerica's management manipulating its earnings.
| 18th of April 2024 Upcoming Quarterly Report | View | |
| 19th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 17th of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
Build Portfolio with Comerica
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
Check out Comerica Backtesting, Comerica Valuation, Comerica Correlation, Comerica Hype Analysis, Comerica Volatility, Comerica History and analyze Comerica Performance. For information on how to trade Comerica Stock refer to our How to Trade Comerica Stock guide.You can also try the Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
Comerica technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.