Ese Entertainment Stock Alpha and Beta Analysis
| ESE Stock | CAD 0.07 0.01 7.14% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ESE Entertainment. It also helps investors analyze the systematic and unsystematic risks associated with investing in ESE Entertainment over a specified time horizon. Remember, high ESE Entertainment'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 ESE Entertainment's market risk premium analysis include:
Beta (0.07) | Alpha 0.007737 | Risk 6.94 | Sharpe Ratio (0.01) | Expected Return (0.1) |
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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.
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ESE Entertainment Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ESE Entertainment market risk premium is the additional return an investor will receive from holding ESE Entertainment 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 ESE Entertainment. 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 ESE Entertainment's performance over market.| α | 0.01 | β | -0.07 |
ESE Entertainment 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 ESE Entertainment's Buy-and-hold return. Our buy-and-hold chart shows how ESE Entertainment performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.ESE Entertainment Market Price Analysis
Market price analysis indicators help investors to evaluate how ESE Entertainment stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ESE Entertainment shares will generate the highest return on investment. By understating and applying ESE Entertainment stock market price indicators, traders can identify ESE Entertainment position entry and exit signals to maximize returns.
ESE Entertainment Return and Market Media
The median price of ESE Entertainment for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 0.09 with a coefficient of variation of 17.32. The daily time series for the period is distributed with a sample standard deviation of 0.02, arithmetic mean of 0.09, and mean deviation of 0.01. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | ESE Entertainment Completes Acquisition of Gaming Production Company, Bombee Americas - PR Newswire | 10/22/2024 |
2 | ESE Entertainments Bombee Americas Boosts Growth - TipRanks | 10/31/2024 |
About ESE Entertainment 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 ESE or other stocks. Alpha measures the amount that position in ESE Entertainment 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 | 59.4 | 43.68 | 50.24 | 77.83 | PTB Ratio | 12.57 | 2.03 | 2.33 | 2.21 |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards ESE Entertainment in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, ESE Entertainment's short interest history, or implied volatility extrapolated from ESE Entertainment options trading.
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Additional Tools for ESE Stock Analysis
When running ESE Entertainment's price analysis, check to measure ESE Entertainment'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 ESE Entertainment is operating at the current time. Most of ESE Entertainment's value examination focuses on studying past and present price action to predict the probability of ESE Entertainment's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ESE Entertainment's price. Additionally, you may evaluate how the addition of ESE Entertainment to your portfolios can decrease your overall portfolio volatility.