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CVS Health Alpha and Beta Analysis

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CVS -- USA Stock  

Fiscal Quarter End: March 31, 2020  

This module allows you to check different measures of market premium (i.e. an alpha and beta) for CVS Health Corporation as well as systematic risk associated with investing in CVS Health over a specified time horizon. Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility againt 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 a benchmark but still not compensate for the assumption of the volatility risk. Continue to CVS Health Backtesting, CVS Health Valuation, CVS Health Correlation, CVS Health Hype Analysis, CVS Health Volatility, CVS Health History and analyze CVS Health Performance.
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Enterprise Value

CVS Health Market Premiums

α0.3   β0.51
30 days against DJI

CVS Health expected buy-and-hold returns

CVS Health Market Price Analysis

CVS Health Return and Market Media

The median price of CVS Health for the period between Fri, Nov 29, 2019 and Thu, Feb 27, 2020 is 73.59 with a coefficient of variation of 3.67. The daily time series for the period is distributed with a sample standard deviation of 2.68, arithmetic mean of 72.86, and mean deviation of 1.97. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
    
  Timeline 
1
Payment of 3606 shares by Troyen Brennan of CVS Health subje...12/03/2019
2
CVS Health exotic insider transaction detected12/04/2019
3
Exercise or conversion by Jonathan Roberts of 64546 shares o...12/05/2019
4
CVS Health exotic insider transaction detected12/09/2019
5
CVS Health exotic insider transaction detected12/10/2019
6
CVS Health exotic insider transaction detected12/11/2019
7
CVS Health exotic insider transaction detected12/13/2019
8
Payment of 89 shares by Troyen Brennan of CVS Health subject...12/16/2019
9
CVS Health exotic insider transaction detected12/17/2019
10
Sale by Larry Merlo of 144822 shares of CVS Health12/18/2019
11
Sale by Sgarro Douglas A of 147531 shares of CVS Health12/20/2019
12
CVS Health exotic insider transaction detected12/24/2019
13
Acquisition by Cornwell W Don of 4873 shares of CVS Health s...12/26/2019
14
Payment of 9515 shares by Larry Merlo of CVS Health subject ...12/27/2019
15
CVS Health exotic insider transaction detected12/31/2019
16
CVS Health exotic insider transaction detected01/02/2020
17
CVS Health exotic insider transaction detected01/03/2020
18
Exercise or conversion by Jonathan Roberts of 68844 shares o...01/08/2020
19
CVS Health exotic insider transaction detected01/09/2020
20
CVS Health exotic insider transaction detected01/10/2020
21
CVS Health exotic insider transaction detected01/15/2020
22
Acquisition by Jonathan Roberts of 85743 shares of CVS Healt...01/16/2020
23
CVS Health exotic insider transaction detected01/17/2020
24
Acquisition by David Dorman of 1183 shares of CVS Health sub...01/20/2020
25
Exercise or conversion by Andrew Sussman of 9020 shares of C...01/21/2020
26
CVS Health exotic insider transaction detected01/23/2020
27
CVS Health exotic insider transaction detected01/28/2020
28
Acquisition by Price Paula A of 2562 shares of CVS Health su...01/30/2020
29
Exercise or conversion by Crawford Edwin M of 400000 shares ...01/31/2020
30
CVS Health exotic insider transaction detected02/03/2020
31
Acquisition by Joyce William H of tradable shares of CVS Hea...02/04/2020
32
Sale by Mclure Howard A of 610000 shares of CVS Health02/05/2020
33
Acquisition by Verrecchia Alfred J of 5180 shares of CVS Hea...02/07/2020
34
CVS Health exotic insider transaction detected02/12/2020
35
CVS Health exotic insider transaction detected02/13/2020
36
Payment of 14215 shares by Lynch Karen S of CVS Health subje...02/19/2020
37
Acquisition by Piccolo C A of 2725 shares of CVS Health subj...02/20/2020
38
Exercise or conversion by Ryan Thomas M of 78264 shares of C...02/21/2020
39
CVS Health exotic insider transaction detected02/24/2020
40
CVS Health exotic insider transaction detected02/25/2020
41
CVS Health exotic insider transaction detected02/26/2020