Energy Recovery Stock Alpha and Beta Analysis
| ERII Stock | USD 15.63 0.13 0.84% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Energy Recovery. It also helps investors analyze the systematic and unsystematic risks associated with investing in Energy Recovery over a specified time horizon. Remember, high Energy Recovery'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 Energy Recovery's market risk premium analysis include:
Beta 1.36 | Alpha (0.25) | Risk 3.67 | Sharpe Ratio (0.04) | 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.
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Energy Recovery Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Energy Recovery market risk premium is the additional return an investor will receive from holding Energy Recovery 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 Energy Recovery. 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 Energy Recovery's performance over market.| α | -0.25 | β | 1.36 |
Energy Recovery 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 Energy Recovery's Buy-and-hold return. Our buy-and-hold chart shows how Energy Recovery performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Energy Recovery Market Price Analysis
Market price analysis indicators help investors to evaluate how Energy Recovery stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Energy Recovery shares will generate the highest return on investment. By understating and applying Energy Recovery stock market price indicators, traders can identify Energy Recovery position entry and exit signals to maximize returns.
Energy Recovery Return and Market Media
The median price of Energy Recovery for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 17.74 with a coefficient of variation of 7.74. The daily time series for the period is distributed with a sample standard deviation of 1.35, arithmetic mean of 17.46, and mean deviation of 1.08. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Wall Street SWOT Dragonfly Energy stock faces headwinds but eyes recovery - Investing.com | 09/27/2024 |
2 | Disposition of 26662 shares by Mao Robert Yu Lang of Energy Recovery at 7.79 subject to Rule 16b-3 | 09/30/2024 |
3 | Insider Selling Energy Recovery, Inc. CTO Sells 10,526 Shares of Stock | 10/31/2024 |
4 | Energy Recovery Third Quarter 2024 Earnings EPS Beats Expectations, Revenues Lag | 11/01/2024 |
5 | Mueller Water Products To Report Earnings Tomorrow Here Is What To Expect | 11/05/2024 |
6 | Disposition of 19618 shares by Rodney Clemente of Energy Recovery at 20.0 subject to Rule 16b-3 | 11/07/2024 |
7 | Disposition of 2550 shares by David Moon of Energy Recovery at 17.974 subject to Rule 16b-3 | 11/08/2024 |
8 | Disposition of 4207 shares by Rodney Clemente of Energy Recovery at 20.06 subject to Rule 16b-3 | 11/11/2024 |
9 | FMR LLCs Strategic Reduction in Energy Recovery Inc Shares | 11/13/2024 |
10 | Sargent Investment Group LLC Acquires 14,410 Shares of Energy Recovery, Inc. | 11/14/2024 |
11 | Energy Recovery announces 50M share repurchase program | 11/18/2024 |
12 | Energy Recovery Inc Stock Price Up 3.92 percent on Nov 19 | 11/19/2024 |
About Energy Recovery 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 Energy or other stocks. Alpha measures the amount that position in Energy Recovery 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) | Days Sales Outstanding | 74.15 | 103.99 | 136.82 | 126.29 | PTB Ratio | 6.85 | 6.22 | 4.84 | 4.6 |
Energy Recovery Upcoming Company Events
As portrayed in its financial statements, the presentation of Energy Recovery's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Energy Recovery's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Energy Recovery's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Energy Recovery. Please utilize our Beneish M Score to check the likelihood of Energy Recovery's management manipulating its earnings.
| 21st of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 21st 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 Energy Recovery
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 Energy Recovery Backtesting, Energy Recovery Valuation, Energy Recovery Correlation, Energy Recovery Hype Analysis, Energy Recovery Volatility, Energy Recovery History and analyze Energy Recovery Performance. For more detail on how to invest in Energy Stock please use our How to Invest in Energy Recovery guide.You can also try the Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
Energy Recovery technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.