CDU (LSE:CDU) Beta: N/A (As of Jun. 27, 2026)


What is CDU Beta?

Beta is the sensitivity of the expected excess asset returns to the expected excess market returns. As of today (2026-06-27), CDU's Beta is Not available.

CDU  (LSE:CDU) Beta Explanation

Beta is a measure of the volatility, or systematic risk, of a security or a portfolio in comparison to the market as a whole. We usually compare beta to 1. A beta of 1 indicates that the security's price will move with the market. A beta of less than 1 means that the security will be less volatile than the market. A beta of greater than 1 indicates that the security's price will be more volatile than the market.

Beta is primarily used in the Capital Asset Pricing Model (CAPM) to calculate the Cost of Equity, which can be used in the calculation of WACC %. The formula of Cost of Equity is:
Cost of Equity = Risk-Free Rate of Return + Beta of Asset * (Expected Return of the Market - Risk-Free Rate of Return)

CDU Beta Related Terms

CDU Beta Historical Data

* Premium members only.

The historical data trend for CDU's Beta can be seen below:

* For Operating Data section: All numbers are indicated by the unit behind each term and all currency related amount are in USD.
* For other sections: All numbers are in millions except for per share data, ratio, and percentage. All currency related amount are indicated in the company's associated stock exchange currency.

CDU Beta Chart

CDU Annual Data
Trend Sep99 Sep00 Sep01 Sep02 Sep04 Sep05 Sep06 Sep07 Sep08 Sep09
Beta
Get a 7-Day Free Trial Premium Member Only Premium Member Only 0.00 0.00 0.00 0.00 0.00

CDU Semi-Annual Data
Mar02 Sep02 Mar03 Sep03 Mar04 Sep04 Mar05 Sep05 Mar06 Sep06 Mar07 Sep07 Mar08 Sep08 Mar09 Sep09 Mar10
Beta Get a 7-Day Free Trial Premium Member Only Premium Member Only Premium Member Only Premium Member Only Premium Member Only Premium Member Only Premium Member Only Premium Member Only Premium Member Only 0.00 0.00 0.00 0.00 0.00

CDU Beta Calculation

Beta is the sensitivity of the expected excess asset returns to the expected excess market returns. A stock's beta can be calculated by dividing the product of the covariance of the individual stock's returns and the market's returns by the variance of the market's returns over a specified period. Basically, GuruFocus uses the returns calculated over three-year period.