Canterbury Park Holding Stock Alpha and Beta Analysis
| CPHC Stock | USD 19.05 0.45 2.31% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Canterbury Park Holding. It also helps investors analyze the systematic and unsystematic risks associated with investing in Canterbury Park over a specified time horizon. Remember, high Canterbury Park'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 Canterbury Park's market risk premium analysis include:
Beta 0.34 | Alpha (0) | Risk 2.42 | Sharpe Ratio (0.05) | Expected Return (0.13) |
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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.
Canterbury |
Canterbury Park Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Canterbury Park market risk premium is the additional return an investor will receive from holding Canterbury Park 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 Canterbury Park. 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 Canterbury Park's performance over market.| α | -0.0016 | β | 0.34 |
Canterbury Park 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 Canterbury Park's Buy-and-hold return. Our buy-and-hold chart shows how Canterbury Park performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Canterbury Park Market Price Analysis
Market price analysis indicators help investors to evaluate how Canterbury Park stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Canterbury Park shares will generate the highest return on investment. By understating and applying Canterbury Park stock market price indicators, traders can identify Canterbury Park position entry and exit signals to maximize returns.
Canterbury Park Return and Market Media
The median price of Canterbury Park for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 20.65 with a coefficient of variation of 2.39. The daily time series for the period is distributed with a sample standard deviation of 0.49, arithmetic mean of 20.72, and mean deviation of 0.37. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Canterbury Park dividend paid on 14th of January 2025 | 01/14/2025 |
1 | Discretionary transaction by Randy Dehmer of tradable shares of Canterbury Park subject to Rule 16b-3 | 01/30/2025 |
2 | Reds centre Paisami banned for three weeks for dangerous tackle | 02/25/2025 |
3 | Archbishop selection panel must not be implicated in safeguarding failures MP | 02/27/2025 |
4 | Most young women now find young men pretty frightening | 03/04/2025 |
5 | Ukrainian artist sells works for war effort | 03/05/2025 |
6 | The Tigers halves have never played together. So how are the Knights preparing to stop them | 03/07/2025 |
7 | Canterbury Park GAAP EPS of -0.25, revenue of 11.98M | 03/10/2025 |
8 | Triple Tempo out to transfer blistering trial form to Wyong meeting | 03/11/2025 |
9 | Lords talking about themselves to destruction during hereditary peers debate | 03/12/2025 |
About Canterbury Park 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 Canterbury or other stocks. Alpha measures the amount that position in Canterbury Park Holding 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 | 0.008965 | 0.0138 | 0.0137 | 0.021 | Price To Sales Ratio | 2.27 | 1.64 | 1.47 | 0.79 |
Canterbury Park Upcoming Company Events
As portrayed in its financial statements, the presentation of Canterbury Park's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Canterbury Park's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Canterbury Park's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Canterbury Park. Please utilize our Beneish M Score to check the likelihood of Canterbury Park's management manipulating its earnings.
| 18th of March 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Check out Canterbury Park Backtesting, Canterbury Park Valuation, Canterbury Park Correlation, Canterbury Park Hype Analysis, Canterbury Park Volatility, Canterbury Park History and analyze Canterbury Park Performance. You can also try the Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.
Canterbury Park 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.