Eastgroup Properties Stock Alpha and Beta Analysis
| EGP Stock | USD 171.98 2.70 1.59% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as EastGroup Properties. It also helps investors analyze the systematic and unsystematic risks associated with investing in EastGroup Properties over a specified time horizon. Remember, high EastGroup Properties' 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 EastGroup Properties' market risk premium analysis include:
Beta 0.63 | Alpha (0.18) | Risk 1.11 | Sharpe Ratio (0.1) | Expected Return (0.11) |
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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.
EastGroup |
EastGroup Properties Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. EastGroup Properties market risk premium is the additional return an investor will receive from holding EastGroup Properties 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 EastGroup Properties. 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 EastGroup Properties' performance over market.| α | -0.18 | β | 0.63 |
EastGroup Properties 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 EastGroup Properties' Buy-and-hold return. Our buy-and-hold chart shows how EastGroup Properties performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.EastGroup Properties Market Price Analysis
Market price analysis indicators help investors to evaluate how EastGroup Properties stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading EastGroup Properties shares will generate the highest return on investment. By understating and applying EastGroup Properties stock market price indicators, traders can identify EastGroup Properties position entry and exit signals to maximize returns.
EastGroup Properties Return and Market Media
The median price of EastGroup Properties for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 181.21 with a coefficient of variation of 3.19. The daily time series for the period is distributed with a sample standard deviation of 5.75, arithmetic mean of 180.21, and mean deviation of 5.01. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 350 shares by Marshall Loeb of EastGroup Properties subject to Rule 16b-3 | 09/04/2024 |
2 | Disposition of 1434 shares by Ryan Collins of EastGroup Properties at 183.54 subject to Rule 16b-3 | 09/06/2024 |
3 | Acquisition by R Dunbar of 2110 shares of EastGroup Properties subject to Rule 16b-3 | 09/10/2024 |
4 | Disposition of 400 shares by Marshall Loeb of EastGroup Properties subject to Rule 16b-3 | 09/12/2024 |
5 | Insider Sale Senior Vice President Richard Dunbar Sells Shares of EastGroup Properties Inc | 09/16/2024 |
6 | EastGroup Properties PT Raised to 205.00 | 10/09/2024 |
7 | Barclays Lowers EastGroup Properties Price Target to 193.00 | 10/14/2024 |
| EastGroup Properties dividend paid on 15th of October 2024 | 10/15/2024 |
8 | Eastgroup Properties Q3 2024 Earnings Preview | 10/22/2024 |
9 | EastGroup Properties Inc Reports Q3 2024 EPS of 1.13 and FFO of 2. ... | 10/23/2024 |
10 | Earnings call EastGroup Properties Q3 2024 results show growth amid market challenges | 10/24/2024 |
11 | Q3 2024 Eastgroup Properties Inc Earnings Call Transcript | 10/25/2024 |
12 | Chris Davis Adjusts Portfolio in Q3 2024, Major Reduction in Amazon Holdings | 11/08/2024 |
13 | EastGroup Acquires Atlanta Property, Sees Healthy Leasing Activity | 11/15/2024 |
14 | PINE or EGP Which Is the Better Value Stock Right Now | 11/19/2024 |
About EastGroup Properties 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 EastGroup or other stocks. Alpha measures the amount that position in EastGroup Properties 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 | 0.0144 | 0.0307 | 0.0272 | 0.0258 | Price To Sales Ratio | 22.4 | 12.95 | 14.55 | 15.27 |
EastGroup Properties Upcoming Company Events
As portrayed in its financial statements, the presentation of EastGroup Properties' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, EastGroup Properties' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of EastGroup Properties' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of EastGroup Properties. Please utilize our Beneish M Score to check the likelihood of EastGroup Properties' management manipulating its earnings.
| 7th of February 2024 Upcoming Quarterly Report | View | |
| 23rd of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 7th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Additional Tools for EastGroup Stock Analysis
When running EastGroup Properties' price analysis, check to measure EastGroup Properties' 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 EastGroup Properties is operating at the current time. Most of EastGroup Properties' value examination focuses on studying past and present price action to predict the probability of EastGroup Properties' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move EastGroup Properties' price. Additionally, you may evaluate how the addition of EastGroup Properties to your portfolios can decrease your overall portfolio volatility.