Ebang International Holdings Stock Alpha and Beta Analysis
| EBON Stock | USD 8.00 0.63 8.55% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ebang International Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ebang International over a specified time horizon. Remember, high Ebang International'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 Ebang International's market risk premium analysis include:
Beta 2.04 | Alpha 0.15 | Risk 5.32 | Sharpe Ratio 0.0818 | Expected Return 0.44 |
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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.
Ebang |
Ebang International Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ebang International market risk premium is the additional return an investor will receive from holding Ebang International 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 Ebang International. 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 Ebang International's performance over market.| α | 0.15 | β | 2.04 |
Ebang International 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 Ebang International's Buy-and-hold return. Our buy-and-hold chart shows how Ebang International performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Ebang International Market Price Analysis
Market price analysis indicators help investors to evaluate how Ebang International stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Ebang International shares will generate the highest return on investment. By understating and applying Ebang International stock market price indicators, traders can identify Ebang International position entry and exit signals to maximize returns.
Ebang International Return and Market Media
The median price of Ebang International for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 6.09 with a coefficient of variation of 12.24. The daily time series for the period is distributed with a sample standard deviation of 0.78, arithmetic mean of 6.34, and mean deviation of 0.55. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Trading Advice - Stock Traders Daily | 09/18/2024 |
2 | EBON Stock Plummets Over 5 percent Amid Earnings Concerns | 10/21/2024 |
3 | EBON Surges by 5.09 percent Amid Industry Decline | 11/12/2024 |
About Ebang International 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 Ebang or other stocks. Alpha measures the amount that position in Ebang International 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.0346 | 0.0364 | Price To Sales Ratio | 19.77 | 18.79 |
Ebang International Upcoming Company Events
As portrayed in its financial statements, the presentation of Ebang International's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Ebang International's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Ebang International's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Ebang International. Please utilize our Beneish M Score to check the likelihood of Ebang International's management manipulating its earnings.
| 26th of April 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Ebang International
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Check out Ebang International Backtesting, Ebang International Valuation, Ebang International Correlation, Ebang International Hype Analysis, Ebang International Volatility, Ebang International History and analyze Ebang International Performance. You can also try the Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
Ebang International 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.