Cementos Pacasmayo Saa Stock Alpha and Beta Analysis

CPAC Stock  USD 5.70  0.05  0.87%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Cementos Pacasmayo SAA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Cementos Pacasmayo over a specified time horizon. Remember, high Cementos Pacasmayo'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 Cementos Pacasmayo's market risk premium analysis include:
Beta
(0.07)
Alpha
(0.05)
Risk
1.91
Sharpe Ratio
(0.04)
Expected Return
(0.08)
Please note that although Cementos Pacasmayo alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Cementos Pacasmayo did 0.05  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Cementos Pacasmayo SAA stock's relative risk over its benchmark. Cementos Pacasmayo SAA has a beta of 0.07  . As returns on the market increase, returns on owning Cementos Pacasmayo are expected to decrease at a much lower rate. During the bear market, Cementos Pacasmayo is likely to outperform the market. At present, Cementos Pacasmayo's Tangible Book Value Per Share is projected to slightly decrease based on the last few years of reporting. The current year's Price Book Value Ratio is expected to grow to 1.94, whereas Enterprise Value Over EBITDA is forecasted to decline to 17.48.

Enterprise Value

13.95 Billion

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.
  
Check out Cementos Pacasmayo Backtesting, Cementos Pacasmayo Valuation, Cementos Pacasmayo Correlation, Cementos Pacasmayo Hype Analysis, Cementos Pacasmayo Volatility, Cementos Pacasmayo History and analyze Cementos Pacasmayo Performance.

Cementos Pacasmayo Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Cementos Pacasmayo market risk premium is the additional return an investor will receive from holding Cementos Pacasmayo 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 Cementos Pacasmayo. 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 Cementos Pacasmayo's performance over market.
α-0.05   β-0.07

Cementos Pacasmayo 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 Cementos Pacasmayo's Buy-and-hold return. Our buy-and-hold chart shows how Cementos Pacasmayo performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Cementos Pacasmayo Market Price Analysis

Market price analysis indicators help investors to evaluate how Cementos Pacasmayo stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Cementos Pacasmayo shares will generate the highest return on investment. By understating and applying Cementos Pacasmayo stock market price indicators, traders can identify Cementos Pacasmayo position entry and exit signals to maximize returns.

Cementos Pacasmayo Return and Market Media

The median price of Cementos Pacasmayo for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 5.77 with a coefficient of variation of 3.19. The daily time series for the period is distributed with a sample standard deviation of 0.18, arithmetic mean of 5.73, and mean deviation of 0.14. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
 
Cementos Pacasmayo dividend paid on 17th of December 2024
12/17/2024
1
FRANKSPEECH NETWORK, INC further known as Mike Lindell Media Corp. LindellTV Brings in Golden Age at CPAC 2025
02/13/2025
2
VP JD Vance speaks on fundamental goal of Trump administration at CPAC address
02/20/2025
3
Live updates Waltz to speak at CPAC amid backlash over Trumps foreign policy
02/21/2025
4
Just Plain Stupid John Oliver Cuts Into Elon Musks Chainsaw-Like DOGE Moves
02/24/2025

About Cementos Pacasmayo 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 Cementos or other stocks. Alpha measures the amount that position in Cementos Pacasmayo SAA 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.
 2021 2022 (projected)
Dividend Yield0.160.11
Price To Sales Ratio1.10.79

Cementos Pacasmayo Upcoming Company Events

As portrayed in its financial statements, the presentation of Cementos Pacasmayo's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Cementos Pacasmayo's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Cementos Pacasmayo's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Cementos Pacasmayo. Please utilize our Beneish M Score to check the likelihood of Cementos Pacasmayo's management manipulating its earnings.
13th of February 2024
Upcoming Quarterly Report
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24th of April 2024
Next Financial Report
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31st of December 2023
Next Fiscal Quarter End
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13th of February 2024
Next Fiscal Year End
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30th of September 2023
Last Quarter Report
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31st of December 2022
Last Financial Announcement
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When determining whether Cementos Pacasmayo SAA offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Cementos Pacasmayo's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Cementos Pacasmayo Saa Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Cementos Pacasmayo Saa Stock:
Cementos Pacasmayo 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.
A focus of Cementos Pacasmayo technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Cementos Pacasmayo trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...