Commvault Stock Alpha and Beta Analysis

CVLT
 Stock
  

USD 57.58  0.04  0.07%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Commvault Systems. It also helps investors analyze the systematic and unsystematic risks associated with investing in Commvault Systems over a specified time horizon. Remember, high Commvault Systems' 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 Commvault Systems Backtesting, Commvault Systems Valuation, Commvault Systems Correlation, Commvault Systems Hype Analysis, Commvault Systems Volatility, Commvault Systems History and analyze Commvault Systems Performance.
  
Please note that although Commvault Systems 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, Commvault Systems did 0.002971  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 Commvault Systems stock's relative risk over its benchmark. Commvault Systems has a beta of 1.57  . Let's try to break down what Commvault'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, Commvault Systems will likely underperform.
Book Value per Share is likely to gain to 7.78 in 2022. Enterprise Value over EBIT is likely to gain to 67.97 in 2022.
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.

Commvault Systems Quarterly Book Value per Share

6.045

Commvault Systems Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Commvault Systems market risk premium is the additional return an investor will receive from holding Commvault Systems 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 Commvault Systems. 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 Commvault Systems' performance over market.
α-0.003   β1.57
90 days against DJI

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

Commvault Systems Market Price Analysis

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

Commvault Systems Return and Market Media

The median price of Commvault Systems for the period between Wed, May 11, 2022 and Tue, Aug 9, 2022 is 60.91 with a coefficient of variation of 5.23. The daily time series for the period is distributed with a sample standard deviation of 3.17, arithmetic mean of 60.67, and mean deviation of 2.68. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Acquisition by Di Blasio Riccardo of 12091 shares of Commvau...05/12/2022
2
Brokerages Expect Commvault Systems, Inc. to Post 0.63 Earni...05/13/2022
3
Acquisition by Di Blasio Riccardo of 24183 shares of Commvau...05/18/2022
4
Payment of 699 shares by Di Blasio Riccardo of Commvault Sys...05/20/2022
5
Payment of 4457 shares by Di Blasio Riccardo of Commvault Sy...05/24/2022
6
Payment of 3481 shares by Di Blasio Riccardo of Commvault Sy...05/27/2022
7
Backup as a Service Market Size, Scope And Forecast Commvaul...05/31/2022
8
Sale by Di Blasio Riccardo of 17182 shares of Commvault Syst...06/06/2022
9
Commvault and Oracle Partner to Deliver Metallic Data Manage...06/28/2022
10
EPS Estimate06/30/2022
11
Unclassified Event07/06/2022
12
GigaOm Names Commvault Frontrunner and Outperformer in Hybri...07/08/2022
13
EPS Reported07/26/2022
14
EPLUS INC MANAGEMENTS DISCUSSION AND ANALYSIS OF FINANCIAL C...08/04/2022

About Commvault Systems 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 Commvault Systems 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)
Receivables Turnover4.134.324.035.01
PPandE Turnover5.646.377.027.2

Commvault Systems Upcoming Company Events

As portrayed in its financial statements, the presentation of Commvault Systems' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Commvault Systems' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Commvault Systems' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Commvault Systems. Please utilize our Beneish M Score to check the likelihood of Commvault Systems' management manipulating its earnings.
Upcoming Quarterly Report25th of January 2022
Next Financial Report3rd of May 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End3rd of May 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with Commvault Systems

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Continue to Commvault Systems Backtesting, Commvault Systems Valuation, Commvault Systems Correlation, Commvault Systems Hype Analysis, Commvault Systems Volatility, Commvault Systems History and analyze Commvault Systems Performance. Note that the Commvault Systems information on this page should be used as a complementary analysis to other Commvault Systems' 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 Stock Screener module to find equities using custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook..

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Commvault Systems 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 Commvault Systems technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Commvault Systems 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...