Continental Stock Alpha and Beta Analysis

CAL
 Stock
  

USD 24.78  0.64  2.52%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Caleres. It also helps investors analyze the systematic and unsystematic risks associated with investing in Continental over a specified time horizon. Remember, high Continental'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 Continental Backtesting, Continental Valuation, Continental Correlation, Continental Hype Analysis, Continental Volatility, Continental History and analyze Continental Performance.
  
Please note that although Continental 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, Continental did 0.12  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 Caleres stock's relative risk over its benchmark. Continental has a beta of 1.19  . Let's try to break down what Continental's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Continental will likely underperform.
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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.

Continental Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Continental market risk premium is the additional return an investor will receive from holding Continental 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 Continental. 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 Continental's performance over market.
α0.12   β1.19
90 days against DJI

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

Continental Market Price Analysis

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

Continental Return and Market Media

The median price of Continental for the period between Sat, Jul 9, 2022 and Fri, Oct 7, 2022 is 25.82 with a coefficient of variation of 6.56. The daily time series for the period is distributed with a sample standard deviation of 1.73, arithmetic mean of 26.33, and mean deviation of 1.35. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Financial Statements07/26/2022
2
Returns On Capital Are A Standout For Caleres - Simply Wall ...08/03/2022
3
Continental exotic insider transaction detected08/12/2022
4
Continental exotic insider transaction detected08/16/2022
5
Continental exotic insider transaction detected08/18/2022
6
Continental exotic insider transaction detected08/22/2022
7
EPS Reported08/23/2022
8
Caledonia Mining Caleres Names Jack Calandra As Finance Chie...08/29/2022
9
Filing09/01/2022
10
Continental exotic insider transaction detected09/12/2022
11
Acquisition by Calandra Jack of 19650 shares of Continental ...09/13/2022
12
Continental exotic insider transaction detected10/04/2022

About Continental 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 Continental or other stocks. Alpha measures the amount that position in Continental 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.

Continental Upcoming Company Events

As portrayed in its financial statements, the presentation of Continental's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Continental's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Continental's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Continental. Please utilize our Beneish M Score to check the likelihood of Continental's management manipulating its earnings.
Upcoming Quarterly Report15th of March 2022
Next Financial Report27th of May 2022
Next Fiscal Quarter End31st of January 2022
Next Fiscal Year End15th of March 2022
Last Quarter Report31st of October 2021
Last Financial Announcement31st of January 2021

Build Portfolio with Continental

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Continue to Continental Backtesting, Continental Valuation, Continental Correlation, Continental Hype Analysis, Continental Volatility, Continental History and analyze Continental Performance. Note that the Continental information on this page should be used as a complementary analysis to other Continental's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Watchlist Optimization module to optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm.

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When running Continental price analysis, check to measure Continental'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 Continental is operating at the current time. Most of Continental's value examination focuses on studying past and present price action to predict the probability of Continental's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Continental's price. Additionally, you may evaluate how the addition of Continental to your portfolios can decrease your overall portfolio volatility.
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Continental 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 Continental technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Continental 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...