Cboe Global Markets Stock Alpha and Beta Analysis
CBOE Stock | USD 179.39 0.57 0.32% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Cboe Global Markets. It also helps investors analyze the systematic and unsystematic risks associated with investing in Cboe Global over a specified time horizon. Remember, high Cboe Global'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 Cboe Global's market risk premium analysis include:
Beta (0.08) | Alpha (0.05) | Risk 1.2 | Sharpe Ratio (0.06) | Expected Return (0.07) |
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.
Cboe |
Cboe Global Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Cboe Global market risk premium is the additional return an investor will receive from holding Cboe Global 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 Cboe Global. 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 Cboe Global's performance over market.α | -0.05 | β | -0.08 |
Cboe Global 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 Cboe Global's Buy-and-hold return. Our buy-and-hold chart shows how Cboe Global performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Cboe Global Market Price Analysis
Market price analysis indicators help investors to evaluate how Cboe Global stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Cboe Global shares will generate the highest return on investment. By understating and applying Cboe Global stock market price indicators, traders can identify Cboe Global position entry and exit signals to maximize returns.
Cboe Global Return and Market Media
The median price of Cboe Global for the period between Thu, Jan 25, 2024 and Wed, Apr 24, 2024 is 183.53 with a coefficient of variation of 2.62. The daily time series for the period is distributed with a sample standard deviation of 4.82, arithmetic mean of 184.09, and mean deviation of 3.6. The Stock received a lot of media exposure during the period. Price Growth (%) |
Timeline |
1 | Cboe Global exotic insider transaction detected | 02/12/2024 |
2 | Disposition of 1023 shares by Clay Catherine R of Cboe Global subject to Rule 16b-3 | 02/16/2024 |
3 | Cboe Global Shares Rise 10 percent YTD More Room for Growth | 02/29/2024 |
4 | Disposition of 150 shares by John Sexton of Cboe Global subject to Rule 16b-3 | 03/13/2024 |
5 | Insider Sell EVP, GC AND CORP SEC John Sexton Sells 6,968 Shares of Cboe Global Markets Inc | 03/14/2024 |
Cboe Global dividend paid on 15th of March 2024 | 03/15/2024 |
6 | Fidelity Transfers Twelve ETFs to Cboe Canada | 03/28/2024 |
7 | Kontrol Technologies Announces New Intended Normal Course Issuer Bid Through Cboe Canada | 04/01/2024 |
8 | Cboe Global multiply-listed options ADV drops 4.9 percent during March | 04/03/2024 |
9 | Deutsche Bank raises CBOE stock target, maintains hold rating | 04/05/2024 |
10 | Morgan Stanley upgrades Nasdaq and LPL Financial, downgrades CBOE | 04/09/2024 |
11 | Why CBOE is Poised to Beat Earnings Estimates Again | 04/11/2024 |
12 | Market fear signals are flashing red as stocks pull back from record highs | 04/16/2024 |
13 | Natural Shrimp Announces Filing of Application to List on Cboe US | 04/17/2024 |
14 | Heres What to Expect From CME Group in Q1 Earnings | 04/19/2024 |
15 | Zefiro Methane Corp. Announces Closing of Initial Public Offering andListing of Common Shares on Cboe Canada | 04/23/2024 |
About Cboe Global 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 Cboe or other stocks. Alpha measures the amount that position in Cboe Global Markets 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.
2020 | 2021 | 2022 (projected) | Dividend Yield | 0.0168 | 0.0138 | 0.0156 | Price To Sales Ratio | 2.97 | 4.0 | 3.38 |
Cboe Global Upcoming Company Events
As portrayed in its financial statements, the presentation of Cboe Global's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Cboe Global's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Cboe Global's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Cboe Global. Please utilize our Beneish M Score to check the likelihood of Cboe Global's management manipulating its earnings.
2nd of February 2024 Upcoming Quarterly Report | View | |
3rd of May 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 Cboe Global
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Check out Cboe Global Backtesting, Cboe Global Valuation, Cboe Global Correlation, Cboe Global Hype Analysis, Cboe Global Volatility, Cboe Global History and analyze Cboe Global Performance. You can also try the Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.
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When running Cboe Global's price analysis, check to measure Cboe Global'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 Cboe Global is operating at the current time. Most of Cboe Global's value examination focuses on studying past and present price action to predict the probability of Cboe Global's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cboe Global's price. Additionally, you may evaluate how the addition of Cboe Global to your portfolios can decrease your overall portfolio volatility.
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