Canadian Imperial Alpha and Beta Analysis Overview

CM -- USA Stock  

USD 87.86  0.72  0.81%

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.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Canadian Imperial Market Premiums

α0.001344β0.13
30 days against DJI
Risk Adjusted Performance  

0.01

Jensen Alpha  

0.0

Total Risk Alpha  

0.0

Sortino Ratio  

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 Fri, May 25, 2018 and Sun, Jun 24, 2018 is 88.0 with a coefficient of variation of 0.93. The daily time series for the period is distributed with a sample standard deviation of 0.82, arithmetic mean of 88.04, and mean deviation of 0.71. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
3 Dividend Stocks to Make You Rich05/30/2018

Current Sentiment - CM

Canadian Imperial Bank Investor Sentiment
Larger part of Macroaxis users are currently bullish on Canadian Imperial Bank of Commerce. What is your opinion about investing in Canadian Imperial Bank of Commerce? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Upcoming Events

Canadian Imperial 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 Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.