Compass Diversified Preferred Stock Performance
| CODI-PC Preferred Stock | USD 24.50 0.15 0.62% |
The firm shows a Beta (market volatility) of 0.24, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Compass Diversified's returns are expected to increase less than the market. However, during the bear market, the loss of holding Compass Diversified is expected to be smaller as well. Compass Diversified has an expected return of -0.016%. Please make sure to confirm Compass Diversified jensen alpha, treynor ratio, value at risk, as well as the relationship between the total risk alpha and maximum drawdown , to decide if Compass Diversified performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days Compass Diversified has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of rather sound basic indicators, Compass Diversified is not utilizing all of its potentials. The latest stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
Actual Historical Performance (%)
One Day Return (0.0004) | Five Day Return 0.41 | Year To Date Return (1.92) | Ten Year Return (0.61) | All Time Return (0.61) |
| Begin Period Cash Flow | 70.7 M | |
| Total Cashflows From Investing Activities | -317.5 M |
Compass |
Compass Diversified Relative Risk vs. Return Landscape
If you would invest 2,479 in Compass Diversified on February 28, 2024 and sell it today you would lose (29.00) from holding Compass Diversified or give up 1.17% of portfolio value over 90 days. Compass Diversified is generating negative expected returns and assumes 0.7425% volatility on return distribution over the 90 days horizon. Simply put, 6% of preferred stocks are less volatile than Compass, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Compass Diversified Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Compass Diversified's investment risk. Standard deviation is the most common way to measure market volatility of preferred stocks, such as Compass Diversified, and traders can use it to determine the average amount a Compass Diversified's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0215
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | CODI-PC |
Estimated Market Risk
| 0.74 actual daily | 6 94% of assets are more volatile |
Expected Return
| -0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.02 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Compass Diversified is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Compass Diversified by adding Compass Diversified to a well-diversified portfolio.
Compass Diversified Fundamentals Growth
Compass Preferred Stock prices reflect investors' perceptions of the future prospects and financial health of Compass Diversified, and Compass Diversified fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Compass Preferred Stock performance.
| Return On Equity | 0.0469 | ||||
| Return On Asset | 0.0354 | ||||
| Profit Margin | 0.03 % | ||||
| Operating Margin | 0.09 % | ||||
| Current Valuation | 3.15 B | ||||
| Revenue | 1.84 B | ||||
| EBITDA | 307.87 M | ||||
| Cash And Equivalents | 176.82 M | ||||
| Cash Per Share | 2.72 X | ||||
| Total Debt | 1.28 B | ||||
| Debt To Equity | 0.58 % | ||||
| Book Value Per Share | 12.02 X | ||||
| Cash Flow From Operations | 134.05 M | ||||
| Earnings Per Share | 0.86 X | ||||
| Total Asset | 3.14 B | ||||
About Compass Diversified Performance
To evaluate Compass Diversified Preferred Stock as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Compass Diversified generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Compass Preferred Stock's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Compass Diversified market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Compass's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.Compass Diversified is a private equity firm specializing in add on acquisitions, buyouts, industry consolidation, recapitalization, late stage and middle market investments. Compass Diversified was founded in 2005 and is based in Westport, Connecticut with an additional office in Irvine, California. Compass Diversified operates under Conglomerates classification in the United States and is traded on New York Stock Exchange. It employs 4002 people.Things to note about Compass Diversified performance evaluation
Checking the ongoing alerts about Compass Diversified for important developments is a great way to find new opportunities for your next move. Preferred Stock alerts and notifications screener for Compass Diversified help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Compass Diversified generated a negative expected return over the last 90 days |
- Analyzing Compass Diversified's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Compass Diversified's stock is overvalued or undervalued compared to its peers.
- Examining Compass Diversified's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Compass Diversified's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Compass Diversified's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Compass Diversified's preferred stock. These opinions can provide insight into Compass Diversified's potential for growth and whether the stock is currently undervalued or overvalued.
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Compass Diversified. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in board of governors. You can also try the ETFs module to find actively traded Exchange Traded Funds (ETF) from around the world.
Complementary Tools for Compass Preferred Stock analysis
When running Compass Diversified's price analysis, check to measure Compass Diversified'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 Compass Diversified is operating at the current time. Most of Compass Diversified's value examination focuses on studying past and present price action to predict the probability of Compass Diversified's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Compass Diversified's price. Additionally, you may evaluate how the addition of Compass Diversified to your portfolios can decrease your overall portfolio volatility.
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