Ecovyst Stock Alpha and Beta Analysis
| ECVT Stock | USD 7.95 0.05 0.62% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ecovyst. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ecovyst over a specified time horizon. Remember, high Ecovyst'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 Ecovyst's market risk premium analysis include:
Beta 1.43 | Alpha 0.0791 | Risk 2.71 | Sharpe Ratio 0.1 | Expected Return 0.27 |
Enterprise Value |
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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.
Ecovyst |
Ecovyst Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ecovyst market risk premium is the additional return an investor will receive from holding Ecovyst 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 Ecovyst. 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 Ecovyst's performance over market.| α | 0.08 | β | 1.43 |
Ecovyst 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 Ecovyst's Buy-and-hold return. Our buy-and-hold chart shows how Ecovyst performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Ecovyst Market Price Analysis
Market price analysis indicators help investors to evaluate how Ecovyst stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Ecovyst shares will generate the highest return on investment. By understating and applying Ecovyst stock market price indicators, traders can identify Ecovyst position entry and exit signals to maximize returns.
Ecovyst Return and Market Media
The median price of Ecovyst for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 6.68 with a coefficient of variation of 9.88. The daily time series for the period is distributed with a sample standard deviation of 0.69, arithmetic mean of 7.02, and mean deviation of 0.6. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Shareholders in Ecovyst are in the red if they invested five years ago | 09/06/2024 |
2 | Ecovyst to Host Third Quarter 2024 Earnings Conference Call and Webcast on Thursday, October 31, 2024 at 1100 a.m. ET | 10/08/2024 |
3 | Ecovyst Expected to Beat Earnings Estimates Can the Stock Move Higher | 10/24/2024 |
4 | Ecovyst Lags Q3 Earnings and Revenue Estimates | 10/31/2024 |
5 | Q3 2024 Ecovyst Inc Earnings Call Transcript | 11/01/2024 |
6 | Ecovyst Inc. to Participate in the Bank of America 2024 Leveraged Finance Conference | 11/20/2024 |
About Ecovyst 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 Ecovyst or other stocks. Alpha measures the amount that position in Ecovyst 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.31 | 0.0591 | 0.0532 | 0.0796 | Price To Sales Ratio | 2.28 | 1.44 | 1.67 | 1.58 |
Ecovyst Upcoming Company Events
As portrayed in its financial statements, the presentation of Ecovyst's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Ecovyst's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Ecovyst's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Ecovyst. Please utilize our Beneish M Score to check the likelihood of Ecovyst's management manipulating its earnings.
| 27th of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 27th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Additional Tools for Ecovyst Stock Analysis
When running Ecovyst's price analysis, check to measure Ecovyst'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 Ecovyst is operating at the current time. Most of Ecovyst's value examination focuses on studying past and present price action to predict the probability of Ecovyst's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ecovyst's price. Additionally, you may evaluate how the addition of Ecovyst to your portfolios can decrease your overall portfolio volatility.