Commscope Holding Co Stock Alpha and Beta Analysis
| COMM Stock | USD 1.06 0.06 6.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as CommScope Holding Co. It also helps investors analyze the systematic and unsystematic risks associated with investing in CommScope Holding over a specified time horizon. Remember, high CommScope Holding's 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 CommScope Holding's market risk premium analysis include:
Beta 3.6 | Alpha (1.36) | Risk 7.05 | Sharpe Ratio (0.15) | Expected Return (1.04) |
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.
CommScope |
CommScope Holding Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. CommScope Holding market risk premium is the additional return an investor will receive from holding CommScope Holding 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 CommScope Holding. 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 CommScope Holding's performance over market.| α | -1.36 | β | 3.60 |
CommScope Holding 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 CommScope Holding's Buy-and-hold return. Our buy-and-hold chart shows how CommScope Holding performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.CommScope Holding Market Price Analysis
Market price analysis indicators help investors to evaluate how CommScope Holding stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading CommScope Holding shares will generate the highest return on investment. By understating and applying CommScope Holding stock market price indicators, traders can identify CommScope Holding position entry and exit signals to maximize returns.
CommScope Holding Return and Market Media
The median price of CommScope Holding for the period between Fri, Jan 26, 2024 and Thu, Apr 25, 2024 is 1.41 with a coefficient of variation of 32.15. The daily time series for the period is distributed with a sample standard deviation of 0.52, arithmetic mean of 1.63, and mean deviation of 0.48. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | CommScope Holding Co Inc Faces Headwinds A Dive into the 2023 Earnings Report | 02/29/2024 |
2 | Acquisition by Claudius Watts of 15000 shares of CommScope Holding at 1.0513 subject to Rule 16b-3 | 03/05/2024 |
3 | Broadband Industry Leaders Outstanding Work Recognized by Broadband Forum | 03/06/2024 |
4 | Acquisition by Kyle Lorentzen of 11600 shares of CommScope Holding at 1.25 subject to Rule 16b-3 | 03/27/2024 |
5 | CommScope Holding Company, Inc. Shares Purchased by Assenagon Asset Management S.A. - Defense World | 04/03/2024 |
6 | Analogues New Headquarters, ATAL Tower, Becomes First Smart Building in Hong Kong to Deploy RUCKUS Wi-Fi 7 | 04/08/2024 |
7 | Ataya and MosoLabs partner to extend Chorus to global market | 04/11/2024 |
8 | Xplore Selects CommScope to Deploy High-Speed Fiber Broadband in Rural Ontario | 04/15/2024 |
9 | RUCKUS Networks Launches AI-Driven Solutions for Hospitality | 04/16/2024 |
10 | Disposition of tradable shares by Jennifer Crawford of CommScope Holding subject to Rule 16b-3 | 04/18/2024 |
About CommScope Holding 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 CommScope or other stocks. Alpha measures the amount that position in CommScope Holding 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 | 2024 (projected) | Dividend Yield | 0.0191 | 0.009774 | 0.0112 | 0.0107 | Price To Sales Ratio | 0.26 | 0.17 | 0.1 | 0.0976 |
CommScope Holding Upcoming Company Events
As portrayed in its financial statements, the presentation of CommScope Holding's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, CommScope Holding's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of CommScope Holding's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of CommScope Holding. Please utilize our Beneish M Score to check the likelihood of CommScope Holding's management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd 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 CommScope Holding
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Align your risk with return expectations
Check out CommScope Holding Backtesting, CommScope Holding Valuation, CommScope Holding Correlation, CommScope Holding Hype Analysis, CommScope Holding Volatility, CommScope Holding History and analyze CommScope Holding Performance. You can also try the Sync Your Broker module to sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors..
Complementary Tools for CommScope Stock analysis
When running CommScope Holding's price analysis, check to measure CommScope Holding's 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 CommScope Holding is operating at the current time. Most of CommScope Holding's value examination focuses on studying past and present price action to predict the probability of CommScope Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CommScope Holding's price. Additionally, you may evaluate how the addition of CommScope Holding to your portfolios can decrease your overall portfolio volatility.
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CommScope Holding 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.