Cirrus Logic Stock Alpha and Beta Analysis
| CRUS Stock | USD 105.52 1.89 1.76% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Cirrus Logic. It also helps investors analyze the systematic and unsystematic risks associated with investing in Cirrus Logic over a specified time horizon. Remember, high Cirrus Logic'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 Cirrus Logic's market risk premium analysis include:
Beta 1.19 | Alpha (0.58) | Risk 2.36 | Sharpe Ratio (0.20) | Expected Return (0.47) |
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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.
Cirrus |
Cirrus Logic Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Cirrus Logic market risk premium is the additional return an investor will receive from holding Cirrus Logic 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 Cirrus Logic. 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 Cirrus Logic's performance over market.| α | -0.58 | β | 1.19 |
Cirrus Logic 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 Cirrus Logic's Buy-and-hold return. Our buy-and-hold chart shows how Cirrus Logic performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Cirrus Logic Market Price Analysis
Market price analysis indicators help investors to evaluate how Cirrus Logic stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Cirrus Logic shares will generate the highest return on investment. By understating and applying Cirrus Logic stock market price indicators, traders can identify Cirrus Logic position entry and exit signals to maximize returns.
Cirrus Logic Return and Market Media
The median price of Cirrus Logic for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 121.21 with a coefficient of variation of 10.25. The daily time series for the period is distributed with a sample standard deviation of 12.26, arithmetic mean of 119.63, and mean deviation of 9.56. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Will Flexs Top-Line Benefit From Crown Technical Systems Buyout | 10/18/2024 |
2 | Cirrus Logic Poised for Growth Amid Strong Apple Partnership and AI Adoption | 10/25/2024 |
3 | Stocks making the biggest moves midday Tesla, Coinbase, Wynn Resorts, Palantir and more | 11/05/2024 |
4 | Analysts reset Broadcom stock forecast on AI update | 11/06/2024 |
5 | Cirrus Logic Posts Quarterly Earnings Results, Beats Estimates By 0.23 EPS | 11/07/2024 |
6 | Cirrus Logics SWOT analysis semiconductor firm rides iPhone wave | 11/12/2024 |
7 | Loop Capital Initiates Coverage on Cirrus Logic, Inc. , Predicts Gains from iPhone Shipments and GenAI Demand | 11/14/2024 |
8 | Disposition of 5542 shares by Jeffrey Baumgartner of Cirrus Logic at 68.56 subject to Rule 16b-3 | 11/19/2024 |
9 | Cirrus Logic, Inc. Susquehanna Boosts Price Target to 140, Highlights AI and PC Growth Opportunities | 11/20/2024 |
10 | Cirrus Logic, Inc. Given Average Recommendation of Moderate Buy by Analysts | 11/21/2024 |
11 | Cirrus Logic, Inc. Shares Sold by Harvest Fund Management Co. Ltd | 11/27/2024 |
About Cirrus Logic 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 Cirrus or other stocks. Alpha measures the amount that position in Cirrus Logic 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.0109 | 0.00968 | Price To Sales Ratio | 2.81 | 1.68 |
Cirrus Logic Upcoming Company Events
As portrayed in its financial statements, the presentation of Cirrus Logic's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Cirrus Logic's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Cirrus Logic's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Cirrus Logic. Please utilize our Beneish M Score to check the likelihood of Cirrus Logic's management manipulating its earnings.
| 6th of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 2nd of May 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of March 2023 Last Financial Announcement | View |
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Additional Tools for Cirrus Stock Analysis
When running Cirrus Logic's price analysis, check to measure Cirrus Logic's 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 Cirrus Logic is operating at the current time. Most of Cirrus Logic's value examination focuses on studying past and present price action to predict the probability of Cirrus Logic's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cirrus Logic's price. Additionally, you may evaluate how the addition of Cirrus Logic to your portfolios can decrease your overall portfolio volatility.