Cohn Steers Stock Alpha and Beta Analysis

CNS -  USA Stock  

USD 68.32  2.83  4.32%

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Cohn Steers. It also helps investors analyze the systematic and unsystematic risks associated with investing in Cohn Steers over a specified time horizon. Remember, high Cohn Steers' 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 Cohn Steers Backtesting, Cohn Steers Valuation, Cohn Steers Correlation, Cohn Steers Hype Analysis, Cohn Steers Volatility, Cohn Steers History and analyze Cohn Steers Performance.
Please note that although Cohn Steers 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, Cohn Steers did 0.09  worse 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 Cohn Steers stock's relative risk over its benchmark. Cohn Steers has a beta of 1.21  . Let's try to break down what Cohn Steers'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, Cohn Steers will likely underperform.
Cohn Steers Enterprise Value over EBIT is relatively stable at the moment as compared to the past year. Cohn Steers reported last year Enterprise Value over EBIT of 16.00. As of 06/25/2022, Enterprise Value over EBITDA is likely to grow to 16.10, while Book Value per Share is likely to drop 4.90.
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.

Cohn Steers Quarterly Book Value per Share



Cohn Steers Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Cohn Steers market risk premium is the additional return an investor will receive from holding Cohn Steers 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 Cohn Steers. 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 Cohn Steers' performance over market.
α-0.09   β1.21
90 days against DJI

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

Cohn Steers Market Price Analysis

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

Cohn Steers Return and Market Media

The median price of Cohn Steers for the period between Sun, Mar 27, 2022 and Sat, Jun 25, 2022 is 76.42 with a coefficient of variation of 8.69. The daily time series for the period is distributed with a sample standard deviation of 6.68, arithmetic mean of 76.9, and mean deviation of 5.62. The Stock received some media coverage during the period.
 Price Growth (%)  
EPS Estimate03/31/2022
Acquisition by Dasha Smith of 315 shares of Cohn Steers subj...04/04/2022
Acquisition by Martin Cohen of 315 shares of Cohn Steers sub...04/08/2022
EPS Reported04/20/2022
Acquisition by Dee Alicia of 1417 shares of Cohn Steers subj...05/04/2022
Financial Statements05/09/2022
Acquisition by Dee Alicia of tradable shares of Cohn Steers ...05/27/2022
Acquisition by Dee Alicia of tradable shares of Cohn Steers ...06/08/2022
Sale by Martin Cohen of 60000 shares of Cohn Steers06/14/2022
EPS Estimate06/21/2022

About Cohn Steers 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in Cohn Steers 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 Turnover30.937.3660.5765.35
Calculated Tax Rate21.6319.5119.7928.83

Cohn Steers Upcoming Company Events

As portrayed in its financial statements, the presentation of Cohn Steers' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Cohn Steers' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Cohn Steers' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Cohn Steers. Please utilize our Beneish M Score to check the likelihood of Cohn Steers' management manipulating its earnings.
Upcoming Quarterly Report26th of January 2022
Next Fiscal Quarter End31st of December 2021

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Continue to Cohn Steers Backtesting, Cohn Steers Valuation, Cohn Steers Correlation, Cohn Steers Hype Analysis, Cohn Steers Volatility, Cohn Steers History and analyze Cohn Steers Performance. Note that the Cohn Steers information on this page should be used as a complementary analysis to other Cohn Steers' 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 Piotroski F Score module to get Piotroski F Score based on binary analysis strategy of nine different fundamentals.

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