Cna Financial Stock Alpha and Beta Analysis

CNA
 Stock
  

USD 42.28  0.57  1.33%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Cna Financial Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Cna Financial over a specified time horizon. Remember, high Cna Financial'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.
Continue to Cna Financial Backtesting, Cna Financial Valuation, Cna Financial Correlation, Cna Financial Hype Analysis, Cna Financial Volatility, Cna Financial History and analyze Cna Financial Performance.
  
Please note that although Cna Financial alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, Cna Financial did 0.07  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Cna Financial Corp stock's relative risk over its benchmark. Cna Financial Corp has a beta of 0.84  . Let's try to break down what Cna Financial's beta means in this case. As returns on the market increase, Cna Financial returns are expected to increase less than the market. However, during the bear market, the loss on holding Cna Financial will be expected to be smaller as well.
The current year Book Value per Share is expected to grow to 50.90. The current year Enterprise Value over EBIT is expected to grow to 11.43.
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.

Enterprise Value

15.08 Billion

Cna Financial Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Cna Financial market risk premium is the additional return an investor will receive from holding Cna Financial 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 Cna Financial. 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 Cna Financial's performance over market.
α0.07   β0.84
90 days against DJI

Cna Financial 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 Cna Financial's Buy-and-hold return. Our buy-and-hold chart shows how Cna Financial performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Cna Financial Market Price Analysis

Market price analysis indicators help investors to evaluate how Cna Financial stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Cna Financial shares will generate the highest return on investment. By understating and applying Cna Financial stock market price indicators, traders can identify Cna Financial position entry and exit signals to maximize returns.

Cna Financial Return and Market Media

The median price of Cna Financial for the period between Tue, Aug 30, 2022 and Mon, Nov 28, 2022 is 39.51 with a coefficient of variation of 4.55. The daily time series for the period is distributed with a sample standard deviation of 1.8, arithmetic mean of 39.5, and mean deviation of 1.52. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Purchase by Loews Corp of 56311 shares of Cna Financial09/02/2022
2
GameStop partners with crypto marketplace FTX, posts smaller...09/07/2022
3
Purchase by Loews Corp of 47899 shares of Cna Financial09/08/2022
4
Purchase by Loews Corp of 50789 shares of Cna Financial09/15/2022
5
Purchase by Loews Corp of 7550 shares of Cna Financial09/20/2022
6
Payment of 6514 shares by Gary Haase of Cna Financial subjec...09/29/2022
7
EPS Estimate09/30/2022
8
CNA Financial Corporations Fundamentals Look Pretty Strong C...10/06/2022
9
Marathon Petroleum and Ciena Corporation have been highlight...10/14/2022
10
Twitter shares cruise towards Musks offer price as deal dead...10/26/2022
11
EPS Reported10/31/2022
12
Cna Financial exotic insider transaction detected11/02/2022
13
Taiwan shares end sharply higher on U.S. gains - Focus Taiwa...11/07/2022

About Cna Financial 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 Cna Financial or other stocks. Alpha measures the amount that position in Cna Financial Corp 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.
 2019 2020 2021 2022 (projected)
PPandE Turnover35.5340.3749.8240.01
Calculated Tax Rate18.2315.9619.023.44

Cna Financial Upcoming Company Events

As portrayed in its financial statements, the presentation of Cna Financial's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Cna Financial's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Cna Financial's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Cna Financial. Please utilize our Beneish M Score to check the likelihood of Cna Financial's management manipulating its earnings.
Upcoming Quarterly Report14th of February 2022
Next Financial Report2nd of May 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End14th of February 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

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Continue to Cna Financial Backtesting, Cna Financial Valuation, Cna Financial Correlation, Cna Financial Hype Analysis, Cna Financial Volatility, Cna Financial History and analyze Cna Financial Performance. You can also try Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes.

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When running Cna Financial Corp price analysis, check to measure Cna Financial'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 Cna Financial is operating at the current time. Most of Cna Financial's value examination focuses on studying past and present price action to predict the probability of Cna Financial's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Cna Financial's price. Additionally, you may evaluate how the addition of Cna Financial to your portfolios can decrease your overall portfolio volatility.
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Cna Financial 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.
A focus of Cna Financial technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Cna Financial trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...