Enterprise Group Stock Alpha and Beta Analysis
| E Stock | CAD 2.11 0.15 6.64% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Enterprise Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Eni SPA over a specified time horizon. Remember, high Eni SPA'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 Eni SPA's market risk premium analysis include:
Beta 1.12 | Alpha 0.67 | Risk 4.84 | Sharpe Ratio 0.13 | Expected Return 0.62 |
Eni SPA 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.
Eni |
Eni SPA Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Eni SPA market risk premium is the additional return an investor will receive from holding Eni SPA 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 Eni SPA. 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 Eni SPA's performance over market.| α | 0.67 | β | 1.12 |
Eni SPA 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 Eni SPA's Buy-and-hold return. Our buy-and-hold chart shows how Eni SPA performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Eni SPA Market Price Analysis
Market price analysis indicators help investors to evaluate how Eni SPA stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Eni SPA shares will generate the highest return on investment. By understating and applying Eni SPA stock market price indicators, traders can identify Eni SPA position entry and exit signals to maximize returns.
Eni SPA Return and Market Media
The median price of Eni SPA for the period between Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 2.07 with a coefficient of variation of 13.11. The daily time series for the period is distributed with a sample standard deviation of 0.26, arithmetic mean of 1.99, and mean deviation of 0.22. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Enterprise Group Sets New 52-Week High at 1.99 - MarketBeat | 09/23/2024 |
2 | Public Service Enterprise Group Incorporated is a favorite amongst institutional investors who own 75 percent - Yahoo Finance | 11/11/2024 |
3 | Public service enterprise group president sells 86,115 in stock - Investing.com | 11/21/2024 |
About Eni SPA 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 Eni or other stocks. Alpha measures the amount that position in Enterprise 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) | Days Sales Outstanding | 111.35 | 109.25 | 81.28 | 125.54 | PTB Ratio | 0.47 | 0.55 | 0.92 | 0.86 |
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 Eni SPA 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, Eni SPA's short interest history, or implied volatility extrapolated from Eni SPA options trading.
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Other Information on Investing in Eni Stock
Eni SPA financial ratios help investors to determine whether Eni Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Eni with respect to the benefits of owning Eni SPA security.