Enghouse Systems Stock Alpha and Beta Analysis
| ENGH Stock | CAD 29.10 0.17 0.58% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Enghouse Systems. It also helps investors analyze the systematic and unsystematic risks associated with investing in Enghouse Systems over a specified time horizon. Remember, high Enghouse Systems' 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 Enghouse Systems' market risk premium analysis include:
Beta 0.37 | Alpha (0.07) | Risk 1.55 | Sharpe Ratio 0.0202 | Expected Return 0.0312 |
Enghouse Systems Quarterly Cash And Equivalents |
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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.
Enghouse |
Enghouse Systems Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Enghouse Systems market risk premium is the additional return an investor will receive from holding Enghouse Systems 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 Enghouse Systems. 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 Enghouse Systems' performance over market.| α | -0.07 | β | 0.37 |
Enghouse Systems 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 Enghouse Systems' Buy-and-hold return. Our buy-and-hold chart shows how Enghouse Systems performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Enghouse Systems Market Price Analysis
Market price analysis indicators help investors to evaluate how Enghouse Systems stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Enghouse Systems shares will generate the highest return on investment. By understating and applying Enghouse Systems stock market price indicators, traders can identify Enghouse Systems position entry and exit signals to maximize returns.
Enghouse Systems Return and Market Media
The median price of Enghouse Systems for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 30.57 with a coefficient of variation of 4.21. The daily time series for the period is distributed with a sample standard deviation of 1.29, arithmetic mean of 30.63, and mean deviation of 0.98. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Enghouse Systems dividend paid on 30th of August 2024 | 08/30/2024 |
1 | Enghouse Systems Reports Strong Q3 Growth - TipRanks | 09/05/2024 |
2 | Enghouse Systems Share Price Passes Above Fifty Day Moving Average of 30.14 - MarketBeat | 09/19/2024 |
3 | Enghouse Systems President Vince Mifsud Resigns - MarketWatch | 10/04/2024 |
4 | Enghouse Systems initiated with a Neutral at UBS - TipRanks | 11/21/2024 |
About Enghouse Systems 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 Enghouse or other stocks. Alpha measures the amount that position in Enghouse Systems 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 | 0.0228 | 0.0249 | 0.0224 | 0.012 | Price To Sales Ratio | 3.93 | 3.96 | 3.57 | 3.43 |
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 Enghouse Systems 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, Enghouse Systems' short interest history, or implied volatility extrapolated from Enghouse Systems options trading.
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Other Information on Investing in Enghouse Stock
Enghouse Systems financial ratios help investors to determine whether Enghouse Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Enghouse with respect to the benefits of owning Enghouse Systems security.