Espey Mfg Electronics Stock Alpha and Beta Analysis
| ESP Stock | USD 30.02 0.37 1.22% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Espey Mfg Electronics. It also helps investors analyze the systematic and unsystematic risks associated with investing in Espey Mfg over a specified time horizon. Remember, high Espey Mfg'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 Espey Mfg's market risk premium analysis include:
Beta 0.8 | Alpha 0.44 | Risk 3.63 | Sharpe Ratio 0.13 | Expected Return 0.48 |
Espey Mfg Quarterly Cash And Equivalents |
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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.
Espey |
Espey Mfg Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Espey Mfg market risk premium is the additional return an investor will receive from holding Espey Mfg 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 Espey Mfg. 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 Espey Mfg's performance over market.| α | 0.44 | β | 0.80 |
Espey Mfg 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 Espey Mfg's Buy-and-hold return. Our buy-and-hold chart shows how Espey Mfg performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Espey Mfg Market Price Analysis
Market price analysis indicators help investors to evaluate how Espey Mfg stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Espey Mfg shares will generate the highest return on investment. By understating and applying Espey Mfg stock market price indicators, traders can identify Espey Mfg position entry and exit signals to maximize returns.
Espey Mfg Return and Market Media
The median price of Espey Mfg for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 30.01 with a coefficient of variation of 12.35. The daily time series for the period is distributed with a sample standard deviation of 3.48, arithmetic mean of 28.2, and mean deviation of 3.16. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 2500 shares by Jennifer Pickering of Espey Mfg at 24.26 subject to Rule 16b-3 | 09/20/2024 |
| Espey Mfg dividend paid on 27th of September 2024 | 09/27/2024 |
2 | Disposition of tradable shares by Peggy Murphy of Espey Mfg at 30.305 subject to Rule 16b-3 | 10/08/2024 |
3 | Disposition of 1018 shares by Peggy Murphy of Espey Mfg at 27.21 subject to Rule 16b-3 | 10/09/2024 |
4 | Disposition of 664 shares by Peggy Murphy of Espey Mfg at 29.49 subject to Rule 16b-3 | 10/10/2024 |
5 | Espey Mfg. Electronics Corp. reports first quarter results | 11/13/2024 |
6 | Espey Mfg. Electronics reports FQ1 results | 11/14/2024 |
7 | Espey Shares Down Despite Solid YY Q1 Earnings Growth | 11/15/2024 |
About Espey Mfg 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 Espey or other stocks. Alpha measures the amount that position in Espey Mfg Electronics 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 | 2023 | 2024 (projected) | Dividend Yield | 0.0119 | 0.0314 | 0.0398 | Price To Sales Ratio | 1.08 | 1.38 | 1.2 |
Espey Mfg Upcoming Company Events
As portrayed in its financial statements, the presentation of Espey Mfg's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Espey Mfg's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Espey Mfg's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Espey Mfg. Please utilize our Beneish M Score to check the likelihood of Espey Mfg's management manipulating its earnings.
| 12th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Additional Tools for Espey Stock Analysis
When running Espey Mfg's price analysis, check to measure Espey Mfg'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 Espey Mfg is operating at the current time. Most of Espey Mfg's value examination focuses on studying past and present price action to predict the probability of Espey Mfg's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Espey Mfg's price. Additionally, you may evaluate how the addition of Espey Mfg to your portfolios can decrease your overall portfolio volatility.