Cooper Companies (Mexico) Alpha and Beta Analysis
| COO Stock | MXN 1,873 6.58 0.35% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as The Cooper Companies. It also helps investors analyze the systematic and unsystematic risks associated with investing in Cooper Companies over a specified time horizon. Remember, high Cooper Companies' 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 Cooper Companies' market risk premium analysis include:
Beta (0.32) | Alpha (0.18) | Risk 1.6 | Sharpe Ratio (0.08) | Expected Return (0.12) |
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.
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Cooper Companies Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Cooper Companies market risk premium is the additional return an investor will receive from holding Cooper Companies 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 Cooper Companies. 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 Cooper Companies' performance over market.| α | -0.18 | β | -0.32 |
Cooper Companies 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 Cooper Companies' Buy-and-hold return. Our buy-and-hold chart shows how Cooper Companies performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Cooper Companies Market Price Analysis
Market price analysis indicators help investors to evaluate how Cooper Companies stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Cooper Companies shares will generate the highest return on investment. By understating and applying Cooper Companies stock market price indicators, traders can identify Cooper Companies position entry and exit signals to maximize returns.
Cooper Companies Return and Market Media
The median price of Cooper Companies for the period between Sat, Oct 12, 2024 and Fri, Jan 10, 2025 is 2040.0 with a coefficient of variation of 3.91. The daily time series for the period is distributed with a sample standard deviation of 79.65, arithmetic mean of 2039.64, and mean deviation of 56.23. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Cooper Companies 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 Cooper or other stocks. Alpha measures the amount that position in Cooper Companies 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.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Cooper Companies in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Cooper Companies' short interest history, or implied volatility extrapolated from Cooper Companies options trading.
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Additional Tools for Cooper Stock Analysis
When running Cooper Companies' price analysis, check to measure Cooper Companies' 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 Cooper Companies is operating at the current time. Most of Cooper Companies' value examination focuses on studying past and present price action to predict the probability of Cooper Companies' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cooper Companies' price. Additionally, you may evaluate how the addition of Cooper Companies to your portfolios can decrease your overall portfolio volatility.