Cadiz Inc Stock Alpha and Beta Analysis
| CDZI Stock | USD 2.27 0.03 1.34% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Cadiz Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Cadiz over a specified time horizon. Remember, high Cadiz'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 Cadiz's market risk premium analysis include:
Beta 2.63 | Alpha (0.39) | Risk 3.24 | Sharpe Ratio (0.08) | Expected Return (0.25) |
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.
Cadiz |
Cadiz Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Cadiz market risk premium is the additional return an investor will receive from holding Cadiz 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 Cadiz. 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 Cadiz's performance over market.| α | -0.39 | β | 2.63 |
Cadiz 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 Cadiz's Buy-and-hold return. Our buy-and-hold chart shows how Cadiz performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Cadiz Market Price Analysis
Market price analysis indicators help investors to evaluate how Cadiz stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Cadiz shares will generate the highest return on investment. By understating and applying Cadiz stock market price indicators, traders can identify Cadiz position entry and exit signals to maximize returns.
Cadiz Return and Market Media
The median price of Cadiz for the period between Thu, Jan 25, 2024 and Wed, Apr 24, 2024 is 2.66 with a coefficient of variation of 8.07. The daily time series for the period is distributed with a sample standard deviation of 0.21, arithmetic mean of 2.65, and mean deviation of 0.17. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of tradable shares by Lloyd Barbara A of Cadiz subject to Rule 16b-3 | 02/29/2024 |
2 | Cadiz Inc. adds finance expert Barbara Lloyd to board | 03/01/2024 |
3 | Acquisition by Heerema International Group Services Sa of tradable shares of Cadiz at 5.3 subject to Rule 16b-3 | 03/06/2024 |
4 | Cadiz Inc. inks water supply deal with Golden State Water Company | 03/14/2024 |
5 | Spanish police arrest three over death of migrants thrown from boat - Marketscreener.com | 03/18/2024 |
6 | Cadiz Inc. 8.875 percent DEP PFD A cut dividnd by -1.8 percent to 0.55share | 03/22/2024 |
7 | Acquisition by Susan Kennedy of 150000 shares of Cadiz subject to Rule 16b-3 | 04/11/2024 |
8 | Bayer Leverkusen win Bundesliga title, ending Bayern Munichs 11-year reign | 04/15/2024 |
9 | Acquisition by Susan Kennedy of 25000 shares of Cadiz at 2.25 subject to Rule 16b-3 | 04/18/2024 |
10 | German champions Leverkusens unbeaten run still alive, PSG hammer Lyon in France | 04/22/2024 |
About Cadiz 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 Cadiz or other stocks. Alpha measures the amount that position in Cadiz Inc 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 (projected) | Dividend Yield | 0.041 | 0.0278 | 0.0208 | Price To Sales Ratio | 83.06 | 92.33 | 87.72 |
Cadiz Upcoming Company Events
As portrayed in its financial statements, the presentation of Cadiz's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Cadiz's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Cadiz's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Cadiz. Please utilize our Beneish M Score to check the likelihood of Cadiz's management manipulating its earnings.
| 4th of April 2024 Upcoming Quarterly Report | View | |
| 20th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 4th of April 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Cadiz
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Cadiz Backtesting, Cadiz Valuation, Cadiz Correlation, Cadiz Hype Analysis, Cadiz Volatility, Cadiz History and analyze Cadiz Performance. Note that the Cadiz Inc information on this page should be used as a complementary analysis to other Cadiz's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
Complementary Tools for Cadiz Stock analysis
When running Cadiz's price analysis, check to measure Cadiz'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 Cadiz is operating at the current time. Most of Cadiz's value examination focuses on studying past and present price action to predict the probability of Cadiz's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cadiz's price. Additionally, you may evaluate how the addition of Cadiz to your portfolios can decrease your overall portfolio volatility.
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Cadiz 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.