Equity Residential Stock Alpha and Beta Analysis
| EQR Stock | USD 75.79 0.74 0.99% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Equity Residential. It also helps investors analyze the systematic and unsystematic risks associated with investing in Equity Residential over a specified time horizon. Remember, high Equity Residential'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 Equity Residential's market risk premium analysis include:
Beta 0.3 | Alpha 0.0372 | Risk 1.26 | Sharpe Ratio 0.0647 | Expected Return 0.0818 |
Equity Residential 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.
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Equity Residential Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Equity Residential market risk premium is the additional return an investor will receive from holding Equity Residential 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 Equity Residential. 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 Equity Residential's performance over market.| α | 0.04 | β | 0.30 |
Equity Residential 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 Equity Residential's Buy-and-hold return. Our buy-and-hold chart shows how Equity Residential performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Equity Residential Market Price Analysis
Market price analysis indicators help investors to evaluate how Equity Residential stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Equity Residential shares will generate the highest return on investment. By understating and applying Equity Residential stock market price indicators, traders can identify Equity Residential position entry and exit signals to maximize returns.
Equity Residential Return and Market Media
The median price of Equity Residential for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 74.15 with a coefficient of variation of 2.26. The daily time series for the period is distributed with a sample standard deviation of 1.68, arithmetic mean of 74.06, and mean deviation of 1.28. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 1000 shares by Catherine Carraway of Equity Residential at 74.2 subject to Rule 16b-3 | 08/29/2024 |
2 | Disposition of 11212 shares by Alexander Brackenridge of Equity Residential at 72.52 subject to Rule 16b-3 | 10/01/2024 |
| Equity Residential dividend paid on 11th of October 2024 | 10/11/2024 |
3 | Compared to Estimates, Equity Residential Q3 Earnings A Look at Key Metrics | 10/30/2024 |
4 | Equity Residential Q3 2024 Earnings Call Transcript | 11/01/2024 |
5 | Equity Residential Makes It On UBS List Of Stocks For The AI, Growth Low Rates Era | 11/07/2024 |
6 | Stifel bullish on Equity Residential stock, citing valuation upside and FFO growth | 11/13/2024 |
7 | Acquisition by Ian Kaufman of tradable shares of Equity Residential at 62.11 subject to Rule 16b-3 | 11/14/2024 |
8 | APG Asset Management US Inc. Acquires New Stake in Vail Resorts Inc. | 11/15/2024 |
9 | EQRs blended rent growth is less than expected in Q3 | 11/18/2024 |
10 | Equity Residential Shares Bought by Baron Wealth Management LLC | 11/19/2024 |
11 | Lacklustre Performance Is Driving EQ Resources Limiteds Low PS | 11/21/2024 |
About Equity Residential 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 Equity or other stocks. Alpha measures the amount that position in Equity Residential 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 | 0.0267 | 0.0421 | 0.0429 | 0.0636 | Price To Sales Ratio | 13.73 | 8.12 | 8.06 | 5.21 |
Equity Residential Upcoming Company Events
As portrayed in its financial statements, the presentation of Equity Residential's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Equity Residential's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Equity Residential's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Equity Residential. Please utilize our Beneish M Score to check the likelihood of Equity Residential's management manipulating its earnings.
| 30th of January 2024 Upcoming Quarterly Report | View | |
| 23rd of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 30th of January 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 Equity Residential
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Additional Tools for Equity Stock Analysis
When running Equity Residential's price analysis, check to measure Equity Residential'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 Equity Residential is operating at the current time. Most of Equity Residential's value examination focuses on studying past and present price action to predict the probability of Equity Residential's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Equity Residential's price. Additionally, you may evaluate how the addition of Equity Residential to your portfolios can decrease your overall portfolio volatility.