Enerpac Tool Group Stock Alpha and Beta Analysis
| EPAC Stock | USD 47.89 0.37 0.78% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Enerpac Tool Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Enerpac Tool over a specified time horizon. Remember, high Enerpac Tool'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 Enerpac Tool's market risk premium analysis include:
Beta 1.55 | Alpha 0.14 | Risk 1.78 | Sharpe Ratio 0.15 | Expected Return 0.27 |
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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.
Enerpac |
Enerpac Tool Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Enerpac Tool market risk premium is the additional return an investor will receive from holding Enerpac Tool 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 Enerpac Tool. 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 Enerpac Tool's performance over market.| α | 0.14 | β | 1.55 |
Enerpac Tool 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 Enerpac Tool's Buy-and-hold return. Our buy-and-hold chart shows how Enerpac Tool performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Enerpac Tool Market Price Analysis
Market price analysis indicators help investors to evaluate how Enerpac Tool stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Enerpac Tool shares will generate the highest return on investment. By understating and applying Enerpac Tool stock market price indicators, traders can identify Enerpac Tool position entry and exit signals to maximize returns.
Enerpac Tool Return and Market Media
The median price of Enerpac Tool for the period between Fri, Aug 23, 2024 and Thu, Nov 21, 2024 is 42.47 with a coefficient of variation of 7.34. The daily time series for the period is distributed with a sample standard deviation of 3.18, arithmetic mean of 43.27, and mean deviation of 2.49. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 24468 shares by Paul Sternlieb of Enerpac Tool at 41.24 subject to Rule 16b-3 | 08/30/2024 |
2 | Disposition of 449 shares by Denis James of Enerpac Tool at 25.12 subject to Rule 16b-3 | 09/06/2024 |
3 | Acquisition by Eric Chack of 5945 shares of Enerpac Tool subject to Rule 16b-3 | 09/13/2024 |
4 | Acquisition by Denis James of 3543 shares of Enerpac Tool subject to Rule 16b-3 | 09/26/2024 |
5 | Disposition of 22060 shares by Paul Sternlieb of Enerpac Tool at 42.29 subject to Rule 16b-3 | 10/08/2024 |
6 | Acquisition by J Clarkson of 3785 shares of Enerpac Tool subject to Rule 16b-3 | 10/11/2024 |
7 | Enerpac Tool Non-GAAP EPS of 0.50 misses by 0.03, revenue of 159M beats by 2.3M | 10/15/2024 |
8 | Q4 2024 Enerpac Tool Group Corp Earnings Call Transcript | 10/17/2024 |
| Enerpac Tool dividend paid on 18th of October 2024 | 10/18/2024 |
9 | Disposition of 1938 shares by E Ferland of Enerpac Tool at 22.98 subject to Rule 16b-3 | 10/22/2024 |
10 | Disposition of 379 shares by Denis James of Enerpac Tool at 43.74 subject to Rule 16b-3 | 10/24/2024 |
11 | Enerpac Tool Groups Earnings Offer More Than Meets The Eye | 10/28/2024 |
12 | Acquisition by Eric Chack of 2962 shares of Enerpac Tool subject to Rule 16b-3 | 11/07/2024 |
13 | Rep. Josh Gottheimer Purchases Shares of Techtronic Industries Company Limited | 11/08/2024 |
14 | Earnings Tell The Story For Enerpac Tool Group Corp. | 11/12/2024 |
15 | Disposition of tradable shares by Patrick Dawson of Enerpac Tool at 48.11 subject to Rule 16b-3 | 11/14/2024 |
About Enerpac Tool 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 Enerpac or other stocks. Alpha measures the amount that position in Enerpac Tool Group 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 | 0.002086 | 0.001531 | 9.72E-4 | 9.23E-4 | Price To Sales Ratio | 2.02 | 2.48 | 3.8 | 3.99 |
Enerpac Tool Upcoming Company Events
As portrayed in its financial statements, the presentation of Enerpac Tool's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Enerpac Tool's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Enerpac Tool's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Enerpac Tool. Please utilize our Beneish M Score to check the likelihood of Enerpac Tool's management manipulating its earnings.
| 19th of March 2024 Upcoming Quarterly Report | View | |
| 19th of June 2024 Next Financial Report | View | |
| 29th of February 2024 Next Fiscal Quarter End | View | |
| 21st of October 2024 Next Fiscal Year End | View | |
| 30th of November 2023 Last Quarter Report | View | |
| 31st of August 2023 Last Financial Announcement | View |
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Check out Enerpac Tool Backtesting, Enerpac Tool Valuation, Enerpac Tool Correlation, Enerpac Tool Hype Analysis, Enerpac Tool Volatility, Enerpac Tool History and analyze Enerpac Tool Performance. You can also try the Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
Enerpac Tool 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.