Canadian Imperial Alpha and Beta Analysis

Canadian Imperial Bank of Commerce -- USA Stock  

USD 93.53  0.1  0.11%

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)=0.16    β (beta)=0.45    
30 days against DJI
Risk Adjusted Performance  0.1071Jensen Alpha  0.1287Total Risk Alpha  (0.26)Sortino Ratio  0.0375Treynor Ratio  0.473

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 Tue, Nov 14, 2017 and Thu, Dec 14, 2017 is 90.48 with a coefficient of variation of 2.39. The daily time series for the period is distributed with a sample standard deviation of 2.18, arithmetic mean of 91.36, and mean deviation of 1.96. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
CIBC sees proportion of profits from US doubling in three ye...12/13/2017