Embraer SA (Germany) Alpha and Beta Analysis
| EMY Stock | EUR 59.20 0.60 1.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Embraer SA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Embraer SA over a specified time horizon. Remember, high Embraer SA'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 Embraer SA's market risk premium analysis include:
Beta 0.56 | Alpha 0.13 | Risk 2.81 | Sharpe Ratio 0.0725 | Expected Return 0.2 |
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.
Embraer |
Embraer SA Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Embraer SA market risk premium is the additional return an investor will receive from holding Embraer SA 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 Embraer SA. 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 Embraer SA's performance over market.| α | 0.13 | β | 0.56 |
Embraer SA 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 Embraer SA's Buy-and-hold return. Our buy-and-hold chart shows how Embraer SA performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Embraer SA Market Price Analysis
Market price analysis indicators help investors to evaluate how Embraer SA stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Embraer SA shares will generate the highest return on investment. By understating and applying Embraer SA stock market price indicators, traders can identify Embraer SA position entry and exit signals to maximize returns.
Embraer SA Return and Market Media
The median price of Embraer SA for the period between Mon, Nov 17, 2025 and Sun, Feb 15, 2026 is 56.1 with a coefficient of variation of 7.58. The daily time series for the period is distributed with a sample standard deviation of 4.32, arithmetic mean of 56.92, and mean deviation of 3.81. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Is Embraer S.A. stock attractive for dividend growth - 2025 Market Outlook Momentum Based Trading Ideas - newser.com | 11/18/2025 |
2 | What Wall Street predicts for Embraer S.A. Depositary Receipt stock price - Quarterly Performance Summary Daily Technical Stock Forecast Reports - B NI V | 11/26/2025 |
3 | Embraer-Empresa Brasileira de Aeronautica Given Average Rating of Moderate Buy by Analysts - MarketBeat | 01/05/2026 |
4 | Embraer S.A. Regional Jet Champion Tests New Altitude As Wall Street Turns Cautiously Optimistic - AD HOC NEWS | 01/16/2026 |
5 | Embraer Reshapes Audit, Risk and Ethics Committee After External Member Resigns - TipRanks | 01/26/2026 |
6 | We Think Embraer Can Stay On Top Of Its Debt - simplywall.st | 02/09/2026 |
About Embraer SA 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 Embraer or other stocks. Alpha measures the amount that position in Embraer SA 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 Embraer SA 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, Embraer SA's short interest history, or implied volatility extrapolated from Embraer SA options trading.
Build Portfolio with Embraer SA
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
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Check out Embraer SA Analysis, Embraer SA Valuation, Embraer SA Correlation, Embraer SA Hype Analysis, Embraer SA Volatility, Embraer SA Price History and analyze Embraer SA Performance. For more detail on how to invest in Embraer Stock please use our How to Invest in Embraer SA guide.You can also try the Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.
Embraer SA 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.