Canadian Imperial Alpha and Beta Analysis Overview

CM -- USA Stock  

USD 96.03  0.24  0.25%

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.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Canadian Imperial Market Premiums

α0.06β0.0483
30 days against DJI
Risk Adjusted Performance  

0.01

Jensen Alpha  

0.0

Total Risk Alpha  

0.0

Treynor Ratio  

0.0

Canadian Imperial expected buy-and-hold returns

Canadian Imperial Market Price Analysis

Canadian Imperial Return and Market Media

The median price of Canadian Imperial for the period between Mon, Aug 27, 2018 and Wed, Sep 26, 2018 is 94.28 with a coefficient of variation of 1.24. The daily time series for the period is distributed with a sample standard deviation of 1.17, arithmetic mean of 94.53, and mean deviation of 0.95. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 

Canadian Imperial Upcoming Events

Canadian Imperial Bank Upcoming Company Events

Upcoming Quarterly ReportFebruary 23, 2017
Next Earnings ReportMay 25, 2017

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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. Please also try Cryptocurrency Arbitrage module to find pairs of digital assets on multiple exchanges that are traded at a risk free arbitrage.
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