In this manuscript, we study the influence of various parameters on the dynamics of a semiconductor laser with phase-conjugate feedback. We report the chaos bandwidth of its chaotic states, and simultaneously the frequency of its self-pulsing modes. We demonstrate that both indicators are unaffected by the delay length at any given feedback strength. A higher pumping current enhances both indicators, as does an increase of the carrier lifetime. We further investigate the influence of the linewidth enhancement factor (α-factor): restabilization occurs for higher values of feedback strength, thereby enhancing the system's limit of attaining higher values of the chaos bandwidth. The effective bandwidth is observed to follow the general trend of the chaos bandwidth with an exception of transition dynamical solutions. We show that the PCF system is able to generate high-frequency and broadband chaos without any additional active optical element. Because of the high quality of chaos induced by the PCF system, delayed laser systems are strong candidate to generate high-performance chaotic signals.