Commvault Systems Stock Alpha and Beta Analysis
| CVLT Stock | USD 159.17 10.86 7.32% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as CommVault Systems. It also helps investors analyze the systematic and unsystematic risks associated with investing in CommVault Systems over a specified time horizon. Remember, high CommVault Systems' 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 CommVault Systems' market risk premium analysis include:
Beta 1.38 | Alpha (0) | Risk 2.92 | Sharpe Ratio (0.03) | Expected Return (0.08) |
Enterprise Value |
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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.
CommVault |
CommVault Systems Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. CommVault Systems market risk premium is the additional return an investor will receive from holding CommVault Systems 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 CommVault Systems. 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 CommVault Systems' performance over market.| α | -0.0043 | β | 1.38 |
CommVault Systems 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 CommVault Systems' Buy-and-hold return. Our buy-and-hold chart shows how CommVault Systems performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.CommVault Systems Market Price Analysis
Market price analysis indicators help investors to evaluate how CommVault Systems stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading CommVault Systems shares will generate the highest return on investment. By understating and applying CommVault Systems stock market price indicators, traders can identify CommVault Systems position entry and exit signals to maximize returns.
CommVault Systems Return and Market Media
The median price of CommVault Systems for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 161.71 with a coefficient of variation of 6.13. The daily time series for the period is distributed with a sample standard deviation of 10.08, arithmetic mean of 164.5, and mean deviation of 8.44. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | CommVault Systems Inc Announces Third Quarter Fiscal 2025 Earnings Webcast | 01/07/2025 |
2 | CommVault Systems Inc Q3 Earnings EPS of 0.94 Beats Estimate, Revenue Surges to 262. ... | 01/28/2025 |
3 | Commvault Systems, Inc. Q3 2025 Earnings Call Transcript | 02/03/2025 |
4 | Disposition of 225 shares by Adamo Nicola of CommVault Systems subject to Rule 16b-3 | 02/13/2025 |
5 | Disposition of 2730 shares by Sanjay Mirchandani of CommVault Systems subject to Rule 16b-3 | 02/14/2025 |
6 | CommVault Systems Inc Champions Cyber Resilience at HIMSS25 | 02/20/2025 |
7 | Insider Selling Commvault Systems, Inc. Insider Sells 614,471.78 in Stock | 02/24/2025 |
8 | Convergence Financial LLC Acquires Shares of 1,388 Commvault Systems, Inc. | 02/28/2025 |
9 | Wall Street Bulls Look Optimistic About Commvault Should You Buy | 03/03/2025 |
10 | Commvault Welcomes Industry Veteran Ha Hoang as New Chief Information Officer | 03/04/2025 |
11 | Is Commvault Systems, Inc. the Best Low Beta Tech Stock to Buy According to Analysts | 03/05/2025 |
12 | 2 Reasons to Like CVLT | 03/07/2025 |
13 | Assessing Microsofts Performance Against Competitors In Software Industry | 03/11/2025 |
About CommVault Systems 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 CommVault or other stocks. Alpha measures the amount that position in CommVault Systems 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) | PFCF Ratio | 15.17 | 22.07 | 25.38 | 35.43 | Capex To Operating Cash Flow | 0.019 | 0.02 | 0.0231 | 0.0219 |
CommVault Systems Upcoming Company Events
As portrayed in its financial statements, the presentation of CommVault Systems' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, CommVault Systems' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of CommVault Systems' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of CommVault Systems. Please utilize our Beneish M Score to check the likelihood of CommVault Systems' management manipulating its earnings.
| 30th of January 2024 Upcoming Quarterly Report | View | |
| 7th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 7th 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 CommVault Stock Analysis
When running CommVault Systems' price analysis, check to measure CommVault Systems' 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 CommVault Systems is operating at the current time. Most of CommVault Systems' value examination focuses on studying past and present price action to predict the probability of CommVault Systems' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CommVault Systems' price. Additionally, you may evaluate how the addition of CommVault Systems to your portfolios can decrease your overall portfolio volatility.