Comcast Corp Stock Alpha and Beta Analysis
| CMCSA Stock | USD 35.43 0.73 2.10% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Comcast Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Comcast Corp over a specified time horizon. Remember, high Comcast Corp'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 Comcast Corp's market risk premium analysis include:
Beta 0.61 | Alpha (0.20) | Risk 1.96 | Sharpe Ratio (0.06) | Expected Return (0.12) |
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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.
Comcast |
Comcast Corp Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Comcast Corp market risk premium is the additional return an investor will receive from holding Comcast Corp 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 Comcast Corp. 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 Comcast Corp's performance over market.| α | -0.2 | β | 0.61 |
Comcast Corp 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 Comcast Corp's Buy-and-hold return. Our buy-and-hold chart shows how Comcast Corp performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Comcast Corp Market Price Analysis
Market price analysis indicators help investors to evaluate how Comcast Corp stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Comcast Corp shares will generate the highest return on investment. By understating and applying Comcast Corp stock market price indicators, traders can identify Comcast Corp position entry and exit signals to maximize returns.
Comcast Corp Return and Market Media
The median price of Comcast Corp for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 36.48 with a coefficient of variation of 4.65. The daily time series for the period is distributed with a sample standard deviation of 1.7, arithmetic mean of 36.6, and mean deviation of 1.28. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Comcast Corp dividend paid on 29th of January 2025 | 01/29/2025 |
1 | Acquisition by Michael Cavanagh of 321732 shares of Comcast Corp at 28.32 subject to Rule 16b-3 | 02/27/2025 |
2 | Is Comcast Corporation the Best Dividend Stock to Buy According to Billionaires | 03/04/2025 |
3 | Acquisition by Breen Edward D of 43150 shares of Comcast Corp subject to Rule 16b-3 | 03/07/2025 |
4 | Comcast Business Highlights Technology Powering Modern Businesses in Launch of New Multichannel Brand Campaign, Taps Billy Horschel as Brand Ambassador | 03/10/2025 |
5 | Xfinity to Increase Broadband Speeds Across All US Markets | 03/11/2025 |
6 | INvets Receives 37,500 Grant from Comcast to Provide Digital Skills Training to Veterans in Indianapolis | 03/12/2025 |
7 | Donald Trump, In DOJ Speech, Calls CNN And MSNBC Illegal For Reporting Negatively On Him | 03/14/2025 |
About Comcast Corp 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 Comcast or other stocks. Alpha measures the amount that position in Comcast Corp 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 | 0.0308 | 0.0264 | 0.0328 | 0.0345 | Price To Sales Ratio | 1.27 | 1.49 | 1.19 | 1.13 |
Comcast Corp Upcoming Company Events
As portrayed in its financial statements, the presentation of Comcast Corp's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Comcast Corp's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Comcast Corp's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Comcast Corp. Please utilize our Beneish M Score to check the likelihood of Comcast Corp's management manipulating its earnings.
| 25th of April 2024 Upcoming Quarterly Report | View | |
| 25th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 23rd of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
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Check out Comcast Corp Backtesting, Comcast Corp Valuation, Comcast Corp Correlation, Comcast Corp Hype Analysis, Comcast Corp Volatility, Comcast Corp History and analyze Comcast Corp Performance. For information on how to trade Comcast Stock refer to our How to Trade Comcast Stock guide.You can also try the Stock Screener module to find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook..
Comcast Corp 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.