Electro Sensors Stock Alpha and Beta Analysis
| ELSE Stock | USD 4.34 0.12 2.84% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Electro Sensors. It also helps investors analyze the systematic and unsystematic risks associated with investing in Electro Sensors over a specified time horizon. Remember, high Electro Sensors' 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 Electro Sensors' market risk premium analysis include:
Beta 0.26 | Alpha 0.14 | Risk 2.19 | Sharpe Ratio 0.0679 | Expected Return 0.15 |
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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.
Electro |
Electro Sensors Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Electro Sensors market risk premium is the additional return an investor will receive from holding Electro Sensors 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 Electro Sensors. 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 Electro Sensors' performance over market.| α | 0.14 | β | 0.26 |
Electro Sensors 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 Electro Sensors' Buy-and-hold return. Our buy-and-hold chart shows how Electro Sensors performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Electro Sensors Market Price Analysis
Market price analysis indicators help investors to evaluate how Electro Sensors stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Electro Sensors shares will generate the highest return on investment. By understating and applying Electro Sensors stock market price indicators, traders can identify Electro Sensors position entry and exit signals to maximize returns.
Electro Sensors Return and Market Media
The median price of Electro Sensors for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 3.92 with a coefficient of variation of 2.92. The daily time series for the period is distributed with a sample standard deviation of 0.12, arithmetic mean of 3.95, and mean deviation of 0.09. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by Zipoy Michael C. of 2500 shares of Electro Sensors at 4.15 subject to Rule 16b-3 | 09/09/2024 |
2 | Disposition of tradable shares by Estate Of Nancy P. Peterson of Electro Sensors subject to Rule 16b-3 | 09/12/2024 |
3 | Acquisition by Zipoy Michael C. of 5000 shares of Electro Sensors at 3.917 subject to Rule 16b-3 | 09/13/2024 |
4 | Acquisition by Swenson Nicholas John of 25254 shares of Electro Sensors at 4.0298 subject to Rule 16b-3 | 09/27/2024 |
5 | ELSE Stock Surges 5.13 percent Amid Financial Performance Highlights | 10/07/2024 |
About Electro Sensors 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 Electro or other stocks. Alpha measures the amount that position in Electro Sensors 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 | 0.018 | 0.0171 | Price To Sales Ratio | 1.52 | 1.41 |
Electro Sensors Upcoming Company Events
As portrayed in its financial statements, the presentation of Electro Sensors' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Electro Sensors' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Electro Sensors' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Electro Sensors. Please utilize our Beneish M Score to check the likelihood of Electro Sensors' management manipulating its earnings.
| 15th of March 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Electro Sensors
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Check out Electro Sensors Backtesting, Electro Sensors Valuation, Electro Sensors Correlation, Electro Sensors Hype Analysis, Electro Sensors Volatility, Electro Sensors History and analyze Electro Sensors Performance. For information on how to trade Electro Stock refer to our How to Trade Electro Stock guide.You can also try the Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
Electro Sensors 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.