Claros Mortgage Trust Stock Alpha and Beta Analysis
| CMTG Stock | USD 3.99 0.38 10.53% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Claros Mortgage Trust. It also helps investors analyze the systematic and unsystematic risks associated with investing in Claros Mortgage over a specified time horizon. Remember, high Claros Mortgage'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 Claros Mortgage's market risk premium analysis include:
Beta 0.55 | Alpha (0.60) | Risk 5.94 | Sharpe Ratio (0.12) | Expected Return (0.74) |
Enterprise Value |
|
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.
Claros |
Claros Mortgage Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Claros Mortgage market risk premium is the additional return an investor will receive from holding Claros Mortgage 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 Claros Mortgage. 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 Claros Mortgage's performance over market.| α | -0.6 | β | 0.55 |
Claros Mortgage 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 Claros Mortgage's Buy-and-hold return. Our buy-and-hold chart shows how Claros Mortgage performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Claros Mortgage Market Price Analysis
Market price analysis indicators help investors to evaluate how Claros Mortgage stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Claros Mortgage shares will generate the highest return on investment. By understating and applying Claros Mortgage stock market price indicators, traders can identify Claros Mortgage position entry and exit signals to maximize returns.
Claros Mortgage Return and Market Media
The median price of Claros Mortgage for the period between Sat, Dec 14, 2024 and Fri, Mar 14, 2025 is 3.54 with a coefficient of variation of 29.64. The daily time series for the period is distributed with a sample standard deviation of 1.13, arithmetic mean of 3.82, and mean deviation of 0.83. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Liebman Pamela of 4880 shares of Claros Mortgage subject to Rule 16b-3 | 12/23/2024 |
2 | Claros Mortgage Trust Trading Down 5.2 percent - Whats Next - MarketBeat | 01/21/2025 |
3 | Acquisition by Liebman Pamela of 9756 shares of Claros Mortgage subject to Rule 16b-3 | 02/14/2025 |
4 | Claros Mortgage Trust Inc Q4 2024 Earnings Report Preview What To Look For | 02/19/2025 |
5 | What To Expect From Claros Mortgage Trust Inc Q4 2024 Earnings | 02/20/2025 |
6 | Claros Mortgage Trust Inc Q4 2024 Earnings Call Highlights Navigating Losses and ... | 02/21/2025 |
7 | Keefe, Bruyette Woods Lowers Claros Mortgage Trust Price Target to 2.50 | 02/27/2025 |
8 | Claros Mortgage Trust Given New 2.50 Price Target at Keefe, Bruyette Woods - MarketBeat | 03/03/2025 |
9 | Acquisition by Haggerty Mary of 1200 shares of Claros Mortgage at 18.65 subject to Rule 16b-3 | 03/06/2025 |
10 | Acquisition by Mcgillis Mike of 24115 shares of Claros Mortgage at 3.2971 subject to Rule 16b-3 | 03/12/2025 |
About Claros Mortgage 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 Claros or other stocks. Alpha measures the amount that position in Claros Mortgage Trust 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 | 2024 | 2025 (projected) | Dividend Yield | 0.1 | 0.19 | 0.18 | Price To Sales Ratio | 7.58 | 6.44 | 6.38 |
Claros Mortgage Upcoming Company Events
As portrayed in its financial statements, the presentation of Claros Mortgage's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Claros Mortgage's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Claros Mortgage's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Claros Mortgage. Please utilize our Beneish M Score to check the likelihood of Claros Mortgage's management manipulating its earnings.
| 15th of February 2024 Upcoming Quarterly Report | View | |
| 7th 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 |
Build Portfolio with Claros Mortgage
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 Claros Mortgage Backtesting, Claros Mortgage Valuation, Claros Mortgage Correlation, Claros Mortgage Hype Analysis, Claros Mortgage Volatility, Claros Mortgage History and analyze Claros Mortgage Performance. You can also try the AI Portfolio Architect module to use AI to generate optimal portfolios and find profitable investment opportunities.
Claros Mortgage 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.