Eagle Point Credit Stock Alpha and Beta Analysis
| ECCX Stock | USD 24.76 0.14 0.56% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Eagle Point Credit. It also helps investors analyze the systematic and unsystematic risks associated with investing in Eagle Point over a specified time horizon. Remember, high Eagle Point'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 Point's market risk premium analysis include:
Beta (0.03) | Alpha 0.0275 | Risk 0.4 | Sharpe Ratio 0.0146 | Expected Return 0.0058 |
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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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Eagle Point Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Eagle Point market risk premium is the additional return an investor will receive from holding Eagle Point 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 Point. 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 Point's performance over market.| α | 0.03 | β | -0.03 |
Eagle Point 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 Point's Buy-and-hold return. Our buy-and-hold chart shows how Eagle Point performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Eagle Point Market Price Analysis
Market price analysis indicators help investors to evaluate how Eagle Point 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 Point shares will generate the highest return on investment. By understating and applying Eagle Point stock market price indicators, traders can identify Eagle Point position entry and exit signals to maximize returns.
Eagle Point Return and Market Media
The median price of Eagle Point for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 24.75 with a coefficient of variation of 0.45. The daily time series for the period is distributed with a sample standard deviation of 0.11, arithmetic mean of 24.73, and mean deviation of 0.09. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 271 shares by Oa Eagle Group Investors, Llc of Eagle Point at 14.0 subject to Rule 16b-3 | 09/10/2024 |
2 | Acquisition by Onorio Kenneth P. of 125 shares of Eagle Point at 14.1 subject to Rule 16b-3 | 09/18/2024 |
| Eagle Point dividend paid on 30th of September 2024 | 09/30/2024 |
3 | Acquisition by Appleby Scott W. of 5075 shares of Eagle Point at 6.07 subject to Rule 16b-3 | 10/21/2024 |
4 | Acquisition by Majewski Thomas P. of 5000 shares of Eagle Point at 6.55 subject to Rule 16b-3 | 10/22/2024 |
5 | Eagle Point Credit Q3 net investment income tops consensus effective yield, NAV decline - MSN | 11/20/2024 |
About Eagle Point 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 Point Credit 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) | PTB Ratio | 1.0 | 0.95 | 0.87 | Dividend Yield | 0.0746 | 0.22 | 0.23 |
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 Point 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 Point's short interest history, or implied volatility extrapolated from Eagle Point options trading.
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Additional Tools for Eagle Stock Analysis
When running Eagle Point's price analysis, check to measure Eagle Point'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 Eagle Point is operating at the current time. Most of Eagle Point's value examination focuses on studying past and present price action to predict the probability of Eagle Point's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Eagle Point's price. Additionally, you may evaluate how the addition of Eagle Point to your portfolios can decrease your overall portfolio volatility.