Capstone Stock Alpha and Beta Analysis
| CGRN Stock | USD 0.71 0.21 42.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Capstone Green Energy. It also helps investors analyze the systematic and unsystematic risks associated with investing in Capstone Green over a specified time horizon. Remember, high Capstone Green'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.
Beta 0.2 | Alpha (0.37) | Risk 9.5 | Sharpe Ratio (0.0324) | Expected Return (0.31) |
Capstone Green Quarterly Book Value per Share |
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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.
Capstone |
Capstone Green Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Capstone Green market risk premium is the additional return an investor will receive from holding Capstone Green 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 Capstone Green. 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 Capstone Green's performance over market.| α | -0.37 | β | 0.20 |
Capstone Green 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 Capstone Green's Buy-and-hold return. Our buy-and-hold chart shows how Capstone Green performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Capstone Green Market Price Analysis
Market price analysis indicators help investors to evaluate how Capstone Green stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Capstone Green shares will generate the highest return on investment. By understating and applying Capstone Green stock market price indicators, traders can identify Capstone Green position entry and exit signals to maximize returns.
Capstone Green Return and Market Media
The median price of Capstone Green for the period between Tue, Jul 4, 2023 and Mon, Oct 2, 2023 is 0.84 with a coefficient of variation of 29.55. The daily time series for the period is distributed with a sample standard deviation of 0.25, arithmetic mean of 0.84, and mean deviation of 0.22. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Financial Statements | 07/07/2023 |
2 | Capstone Infrastructure Corporation Successfully Commissions... | 07/12/2023 |
3 | Lara Provides Update on Drilling Program at the Planalto Cop... | 08/02/2023 |
4 | Capstone Green Energy Chief Executive Darren Jamison Resigns | 08/14/2023 |
5 | Other | 08/15/2023 |
6 | When should you drop your Capstone Green holdings | 08/23/2023 |
7 | Direct Energy Conversion Device Market Segmentation And Appl... | 09/08/2023 |
8 | 110-year-old school finds new life as affordable apartment c... | 09/21/2023 |
9 | EPS Reported | 09/27/2023 |
10 | Capstone Green Energy Enters into Transaction Support Agreem... | 09/28/2023 |
11 | Unclassified Event | 09/29/2023 |
About Capstone Green 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 Capstone or other stocks. Alpha measures the amount that position in Capstone Green Energy 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 | 2023 (projected) | PPandE Turnover | 7.78 | 5.03 | 5.79 | 5.94 | Long Term Debt to Equity | 4.37 | 10.48 | 9.44 | 10.18 |
Capstone Green Upcoming Company Events
As portrayed in its financial statements, the presentation of Capstone Green's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Capstone Green's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Capstone Green's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Capstone Green. Please utilize our Beneish M Score to check the likelihood of Capstone Green's management manipulating its earnings.
| 5th of October 2023 Upcoming Quarterly Report | View | |
| 13th of November 2023 Next Financial Report | View | |
| 30th of June 2023 Next Fiscal Quarter End | View | |
| 31st of March 2023 Last Quarter Report | View | |
| 31st of March 2023 Last Financial Announcement | View |
Build Portfolio with Capstone Green
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
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Check out Capstone Green Backtesting, Capstone Green Valuation, Capstone Green Correlation, Capstone Green Hype Analysis, Capstone Green Volatility, Capstone Green History and analyze Capstone Green Performance. You can also try the Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.
Complementary Tools for Capstone Stock analysis
When running Capstone Green's price analysis, check to measure Capstone Green'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 Capstone Green is operating at the current time. Most of Capstone Green's value examination focuses on studying past and present price action to predict the probability of Capstone Green's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Capstone Green's price. Additionally, you may evaluate how the addition of Capstone Green to your portfolios can decrease your overall portfolio volatility.
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Capstone Green 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.