Cedar Fair Lp Stock Alpha and Beta Analysis
| FUN Stock | USD 44.75 0.15 0.33% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Cedar Fair LP. It also helps investors analyze the systematic and unsystematic risks associated with investing in Cedar Fair over a specified time horizon. Remember, high Cedar Fair'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. Key technical indicators related to Cedar Fair's market risk premium analysis include:
Beta 0.94 | Alpha 0.0717 | Risk 1.75 | Sharpe Ratio 0.0857 | Expected Return 0.15 |
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.
Cedar |
Cedar Fair Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Cedar Fair market risk premium is the additional return an investor will receive from holding Cedar Fair 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 Cedar Fair. 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 Cedar Fair's performance over market.| α | 0.07 | β | 0.94 |
Cedar Fair 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 Cedar Fair's Buy-and-hold return. Our buy-and-hold chart shows how Cedar Fair performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Cedar Fair Market Price Analysis
Market price analysis indicators help investors to evaluate how Cedar Fair stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Cedar Fair shares will generate the highest return on investment. By understating and applying Cedar Fair stock market price indicators, traders can identify Cedar Fair position entry and exit signals to maximize returns.
Cedar Fair Return and Market Media
The median price of Cedar Fair for the period between Wed, Feb 14, 2024 and Tue, May 14, 2024 is 41.05 with a coefficient of variation of 4.44. The daily time series for the period is distributed with a sample standard deviation of 1.81, arithmetic mean of 40.84, and mean deviation of 1.52. The Stock did not receive any noticable media coverage during the period.About Cedar Fair 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 Cedar or other stocks. Alpha measures the amount that position in Cedar Fair LP 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.
Cedar Fair Upcoming Company Events
As portrayed in its financial statements, the presentation of Cedar Fair's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Cedar Fair's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Cedar Fair's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Cedar Fair. Please utilize our Beneish M Score to check the likelihood of Cedar Fair's management manipulating its earnings.
| 15th of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 15th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Cedar Fair
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Cedar Fair Backtesting, Cedar Fair Valuation, Cedar Fair Correlation, Cedar Fair Hype Analysis, Cedar Fair Volatility, Cedar Fair History and analyze Cedar Fair Performance. You can also try the Bonds Directory module to find actively traded corporate debentures issued by US companies.
Complementary Tools for Cedar Stock analysis
When running Cedar Fair's price analysis, check to measure Cedar Fair'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 Cedar Fair is operating at the current time. Most of Cedar Fair's value examination focuses on studying past and present price action to predict the probability of Cedar Fair's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cedar Fair's price. Additionally, you may evaluate how the addition of Cedar Fair to your portfolios can decrease your overall portfolio volatility.
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