Edgewell Personal Care Stock Alpha and Beta Analysis
| EPC Stock | USD 35.86 0.85 2.43% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Edgewell Personal Care. It also helps investors analyze the systematic and unsystematic risks associated with investing in Edgewell Personal over a specified time horizon. Remember, high Edgewell Personal'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 Edgewell Personal's market risk premium analysis include:
Beta 0.81 | Alpha (0.25) | Risk 1.4 | Sharpe Ratio (0.13) | Expected Return (0.19) |
Edgewell Personal 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.
Edgewell |
Edgewell Personal Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Edgewell Personal market risk premium is the additional return an investor will receive from holding Edgewell Personal 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 Edgewell Personal. 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 Edgewell Personal's performance over market.| α | -0.25 | β | 0.81 |
Edgewell Personal 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 Edgewell Personal's Buy-and-hold return. Our buy-and-hold chart shows how Edgewell Personal performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Edgewell Personal Market Price Analysis
Market price analysis indicators help investors to evaluate how Edgewell Personal stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Edgewell Personal shares will generate the highest return on investment. By understating and applying Edgewell Personal stock market price indicators, traders can identify Edgewell Personal position entry and exit signals to maximize returns.
Edgewell Personal Return and Market Media
The median price of Edgewell Personal for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 35.99 with a coefficient of variation of 4.99. The daily time series for the period is distributed with a sample standard deviation of 1.81, arithmetic mean of 36.26, and mean deviation of 1.36. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Is Edgewell Personal Care a Great Value Stock Right Now | 09/12/2024 |
| Edgewell Personal dividend paid on 3rd of October 2024 | 10/03/2024 |
3 | Acquisition by Rod Little of 10588 shares of Edgewell Personal subject to Rule 16b-3 | 10/30/2024 |
4 | Insights Into Edgewell Personal Q4 Wall Street Projections for Key Metrics | 11/04/2024 |
5 | Edgewell Personal Reports Q4 Earnings What Key Metrics Have to Say | 11/07/2024 |
6 | Acquisition by Daniel Sullivan of 17700 shares of Edgewell Personal subject to Rule 16b-3 | 11/08/2024 |
7 | Disposition of 1635 shares by Paul Hibbert of Edgewell Personal subject to Rule 16b-3 | 11/11/2024 |
8 | Ormat Technologies to Construct 101MW Geothermal Plant in New Zealand | 11/13/2024 |
9 | Disposition of 2516 shares by Otoole Eric F of Edgewell Personal subject to Rule 16b-3 | 11/15/2024 |
10 | Banco Santander S.A. Sells 658,909 Shares of Edgewell Personal Care Co | 11/21/2024 |
About Edgewell Personal 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 Edgewell or other stocks. Alpha measures the amount that position in Edgewell Personal Care 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 (projected) | Dividend Yield | 0.0164 | 0.0166 | 0.017 | Price To Sales Ratio | 0.91 | 0.84 | 0.8 |
Edgewell Personal Upcoming Company Events
As portrayed in its financial statements, the presentation of Edgewell Personal's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Edgewell Personal's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Edgewell Personal's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Edgewell Personal. Please utilize our Beneish M Score to check the likelihood of Edgewell Personal's management manipulating its earnings.
| 7th of February 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 14th of November 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of September 2023 Last Financial Announcement | View |
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Check out Edgewell Personal Backtesting, Edgewell Personal Valuation, Edgewell Personal Correlation, Edgewell Personal Hype Analysis, Edgewell Personal Volatility, Edgewell Personal History and analyze Edgewell Personal Performance. You can also try the Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.
Edgewell Personal 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.