EAGLE MATERIALS (Germany) Alpha and Beta Analysis
| E5M Stock | EUR 304.00 6.00 2.01% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as EAGLE MATERIALS. It also helps investors analyze the systematic and unsystematic risks associated with investing in EAGLE MATERIALS over a specified time horizon. Remember, high EAGLE MATERIALS'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 EAGLE MATERIALS's market risk premium analysis include:
Beta 1.52 | Alpha 0.18 | Risk 2.03 | Sharpe Ratio 0.23 | Expected Return 0.47 |
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.
EAGLE |
EAGLE MATERIALS Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. EAGLE MATERIALS market risk premium is the additional return an investor will receive from holding EAGLE MATERIALS 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 EAGLE MATERIALS. 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 EAGLE MATERIALS's performance over market.| α | 0.18 | β | 1.52 |
EAGLE MATERIALS 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 EAGLE MATERIALS's Buy-and-hold return. Our buy-and-hold chart shows how EAGLE MATERIALS performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.EAGLE MATERIALS Market Price Analysis
Market price analysis indicators help investors to evaluate how EAGLE MATERIALS stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading EAGLE MATERIALS shares will generate the highest return on investment. By understating and applying EAGLE MATERIALS stock market price indicators, traders can identify EAGLE MATERIALS position entry and exit signals to maximize returns.
EAGLE MATERIALS Return and Market Media
The median price of EAGLE MATERIALS for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 260.0 with a coefficient of variation of 8.61. The daily time series for the period is distributed with a sample standard deviation of 22.33, arithmetic mean of 259.43, and mean deviation of 17.5. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About EAGLE MATERIALS 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 EAGLE or other stocks. Alpha measures the amount that position in EAGLE MATERIALS 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.
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 EAGLE MATERIALS 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, EAGLE MATERIALS's short interest history, or implied volatility extrapolated from EAGLE MATERIALS options trading.
Build Portfolio with EAGLE MATERIALS
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Additional Information and Resources on Investing in EAGLE Stock
When determining whether EAGLE MATERIALS is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if EAGLE Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Eagle Materials Stock. Highlighted below are key reports to facilitate an investment decision about Eagle Materials Stock:Check out EAGLE MATERIALS Backtesting, EAGLE MATERIALS Valuation, EAGLE MATERIALS Correlation, EAGLE MATERIALS Hype Analysis, EAGLE MATERIALS Volatility, EAGLE MATERIALS History and analyze EAGLE MATERIALS Performance. For information on how to trade EAGLE Stock refer to our How to Trade EAGLE Stock guide.You can also try the AI Portfolio Architect module to use AI to generate optimal portfolios and find profitable investment opportunities.
EAGLE MATERIALS 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.