Canadian Imperial Performance

Canadian Imperial Bank of Commerce -- USA Stock  

USD 92.72  1.14  1.21%

On a scale of 0 to 100 Canadian Imperial holds performance score of 12. The firm shows Beta (market volatility) of 0.3064 which signifies that as returns on market increase, Canadian Imperial returns are expected to increase less than the market. However during bear market, the loss on holding Canadian Imperial will be expected to be smaller as well.. Although it is extremely important to respect Canadian Imperial Bank historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy towards foreseeing future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing Canadian Imperial Bank technical indicators you can presently evaluate if the expected return of 0.2249% will be sustainable into the future. Please makes use of Canadian Imperial Bank Jensen Alpha as well as the relationship between Potential Upside and Skewness to make a quick decision on weather Canadian Imperial price patterns will revert.
Investment Horizon     30 Days    Login   to change

Canadian Imperial Bank Relative Risk vs. Return Landscape

If you would invest  8,838  in Canadian Imperial Bank of Commerce on November 15, 2017 and sell it today you would earn a total of  434  from holding Canadian Imperial Bank of Commerce or generate 4.91% return on investment over 30 days. Canadian Imperial Bank of Commerce is generating 0.2249% of daily returns and assumes 1.2013% volatility on return distribution over the 30 days horizon. Put differently, 11% of equity instruments are less risky than the company on the bases of their historical return distribution and some 96% of equities are expected to be superior in generating returns on investments over the next 30 days.
 Daily Expected Return (%) 
      Risk (%) 
Allowing for the 30-days total investment horizon, Canadian Imperial Bank of Commerce is expected to generate 1.17 times less return on investment than the market. In addition to that, the company is 2.53 times more volatile than its market benchmark. It trades about 0.19 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.55 per unit of volatility.

Canadian Imperial Daily Price Distribution

The median price of Canadian Imperial for the period between Wed, Nov 15, 2017 and Fri, Dec 15, 2017 is 92.72 with a coefficient of variation of 2.25. The daily time series for the period is distributed with a sample standard deviation of 2.06, arithmetic mean of 91.79, and mean deviation of 1.85. The Stock received some media coverage during the period.
12 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Canadian Imperial Bank of Commerce are ranked lower than 12 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Canadian Imperial Sharpe Ratio = 0.1872
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Estimated Market Risk

 1.2
  actual daily
 
 89 %
of total potential
  

Expected Return

 0.22
  actual daily
 
 4 %
of total potential
  

Risk-Adjusted Return

 0.19
  actual daily
 
 12 %
of total potential
  
Based on monthly moving average Canadian Imperial is performing at about 12% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Canadian Imperial by adding it to a well-diversified portfolio.

Dividends

Canadian Imperial Bank Dividends Analysis
Check Canadian Imperial Bank dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
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