Charter Communications Stock Alpha and Beta Analysis
| CHTR Stock | USD 259.91 1.88 0.73% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Charter Communications. It also helps investors analyze the systematic and unsystematic risks associated with investing in Charter Communications over a specified time horizon. Remember, high Charter Communications' alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Charter Communications' market risk premium analysis include:
Beta 1.23 | Alpha (0.55) | Risk 2.85 | Sharpe Ratio (0.18) | Expected Return (0.52) |
Enterprise Value |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Charter |
Charter Communications Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Charter Communications market risk premium is the additional return an investor will receive from holding Charter Communications long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Charter Communications. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Charter Communications' performance over market.| α | -0.55 | β | 1.23 |
Charter Communications expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Charter Communications' Buy-and-hold return. Our buy-and-hold chart shows how Charter Communications performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Charter Communications Market Price Analysis
Market price analysis indicators help investors to evaluate how Charter Communications stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Charter Communications shares will generate the highest return on investment. By understating and applying Charter Communications stock market price indicators, traders can identify Charter Communications position entry and exit signals to maximize returns.
Charter Communications Return and Market Media
The median price of Charter Communications for the period between Fri, Jan 19, 2024 and Thu, Apr 18, 2024 is 293.0 with a coefficient of variation of 12.28. The daily time series for the period is distributed with a sample standard deviation of 37.38, arithmetic mean of 304.29, and mean deviation of 29.19. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Charter Communications, Inc. is Fernbridge Capital Management LPs 7th Largest Position | 02/27/2024 |
2 | Charter CEO Warns Of Meaningful Impact If ACP Funding Dries Up | 03/06/2024 |
3 | Charter Communications Options Trading A Deep Dive into Market Sentiment | 03/20/2024 |
4 | Charter to close North Carolina call center, lay off dozens | 04/02/2024 |
5 | Disposition of 40803 shares by Advancenewhouse Partnership of Charter Communications subject to Rule 16b-3 | 04/03/2024 |
6 | Open Source Should Raleigh and Durham be counted as the same metro And why it matters. | 04/04/2024 |
7 | Diamond Sports Group Renews Charter Distribution Deal | 04/05/2024 |
8 | Charter Communications Fell on a 0.2 percent Sequential Decline in Subscribers | 04/08/2024 |
9 | SPECTRUM MOBILE LAUNCHES INNOVATIVE ANYTIME UPGRADE AND NEW LOW-COST DEVICE PROTECTION PLAN | 04/09/2024 |
10 | ATT, Comcast, Verizon Challenge Subsidy Slash Threatens Internet for 23M Households | 04/10/2024 |
11 | Meals on Wheels of Cheyenne receives 5,000 donation from Charter Communications | 04/11/2024 |
12 | Charter Communications Is Experiencing Growth In Returns On Capital | 04/15/2024 |
13 | Disposition of 147905 shares by Thomas Rutledge of Charter Communications at 150.88 subject to Rule 16b-3 | 04/17/2024 |
About Charter Communications Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Charter or other stocks. Alpha measures the amount that position in Charter Communications has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2021 | 2022 | 2023 (projected) | Dividend Yield | 3.67E-4 | 3.79E-4 | 4.36E-4 | Price To Sales Ratio | 2.32 | 1.01 | 1.06 |
Charter Communications Upcoming Company Events
As portrayed in its financial statements, the presentation of Charter Communications' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Charter Communications' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Charter Communications' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Charter Communications. Please utilize our Beneish M Score to check the likelihood of Charter Communications' management manipulating its earnings.
| 2nd of February 2024 Upcoming Quarterly Report | View | |
| 26th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 2nd of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Charter Communications
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Charter Communications Backtesting, Charter Communications Valuation, Charter Communications Correlation, Charter Communications Hype Analysis, Charter Communications Volatility, Charter Communications History and analyze Charter Communications Performance. To learn how to invest in Charter Stock, please use our How to Invest in Charter Communications guide.You can also try the Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.
Complementary Tools for Charter Stock analysis
When running Charter Communications' price analysis, check to measure Charter Communications' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Charter Communications is operating at the current time. Most of Charter Communications' value examination focuses on studying past and present price action to predict the probability of Charter Communications' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Charter Communications' price. Additionally, you may evaluate how the addition of Charter Communications to your portfolios can decrease your overall portfolio volatility.
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Charter Communications technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.