Canadian Imperial Alpha and Beta Analysis

Canadian Imperial Bank of Commerce -- USA Stock  

USD 89.22  1.12  1.24%

This module allows you to check different measures of market premium for Canadian Imperial Bank of Commerce as well as systematic risk associated with investing in Canadian Imperial over a specified time horizon. Check also Canadian Imperial Backtesting, Canadian Imperial Valuation, Canadian Imperial Correlation, Canadian Imperial Hype Analysis, Canadian Imperial Volatility, Canadian Imperial History and analyze Canadian Imperial Performance
Investment Horizon     30 Days    Login   to change
Symbol
Run Premiums

Canadian Imperial Market Premiums

α (average alpha)=0.078559    β (beta)=0.16    
30 days against DJI
Risk Adjusted Performance  0.0268Jensen Alpha  (0.014779)Total Risk Alpha  (0.35)Sortino Ratio  (0.1)Treynor Ratio  0.1068

Canadian Imperial expected buy-and-hold returns

   

Canadian Imperial Market Price Analysis

Price Series Summation
Price Series Division
Inverse Tangent Over Price Movement
Price Ceiling Movement
Aroon Oscillator
Balance Of Power
Bollinger Bands
Double Exponential Moving Average
Belt hold
Hanging Man

Canadian Imperial Return and Market Media

The median price of Canadian Imperial for the period between Wed, Sep 20, 2017 and Fri, Oct 20, 2017 is 88.91 with a coefficient of variation of 1.04. The daily time series for the period is distributed with a sample standard deviation of 0.92, arithmetic mean of 88.92, and mean deviation of 0.74. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
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How Analysts Rated Canadian Imperial Bank of Commerce Last W...10/19/2017