Enphase Energy Stock Alpha and Beta Analysis
| ENPH Stock | USD 66.29 2.72 4.28% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Enphase Energy. It also helps investors analyze the systematic and unsystematic risks associated with investing in Enphase Energy over a specified time horizon. Remember, high Enphase Energy'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 Enphase Energy's market risk premium analysis include:
Beta (0.24) | Alpha (0.72) | Risk 4.24 | Sharpe Ratio (0.20) | Expected Return (0.86) |
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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.
Enphase |
Enphase Energy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Enphase Energy market risk premium is the additional return an investor will receive from holding Enphase Energy 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 Enphase Energy. 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 Enphase Energy's performance over market.| α | -0.72 | β | -0.24 |
Enphase Energy 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 Enphase Energy's Buy-and-hold return. Our buy-and-hold chart shows how Enphase Energy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Enphase Energy Market Price Analysis
Market price analysis indicators help investors to evaluate how Enphase Energy stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Enphase Energy shares will generate the highest return on investment. By understating and applying Enphase Energy stock market price indicators, traders can identify Enphase Energy position entry and exit signals to maximize returns.
Enphase Energy Return and Market Media
The median price of Enphase Energy for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 104.17 with a coefficient of variation of 20.79. The daily time series for the period is distributed with a sample standard deviation of 20.09, arithmetic mean of 96.62, and mean deviation of 17.45. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 1323 shares by David Ranhoff of Enphase Energy at 129.66 subject to Rule 16b-3 | 09/13/2024 |
2 | Acquisition by Gomo Steven J of 2338 shares of Enphase Energy subject to Rule 16b-3 | 09/20/2024 |
3 | Market Futures, Bank Stocks, and Crypto Surge on Trump Election Victory | 11/06/2024 |
4 | Enphase lays off 17 percent of its workforce, shuts down Mexico production | 11/11/2024 |
5 | Enphase Energys Software Now Offers AI Upgrade Time to Buy the Stock | 11/15/2024 |
6 | Enphase Energy, Inc. Investigation Ongoing Contact Levi Korsinsky to Discuss Your Rights - ENPH | 11/18/2024 |
7 | Is Enphase Energy, Inc. the Most Profitable Renewable Energy Stock Now | 11/19/2024 |
8 | Why Is Enphase Energy Down 19.2 percent Since Last Earnings Report | 11/21/2024 |
9 | Enphase Energy price target lowered by 14 at RBC Capital, heres why ENPH | 11/22/2024 |
About Enphase Energy 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 Enphase or other stocks. Alpha measures the amount that position in Enphase Energy 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) | Payables Turnover | 7.27 | 10.84 | 10.61 | 10.43 | Days Of Inventory On Hand | 32.81 | 40.29 | 63.26 | 66.42 |
Enphase Energy Upcoming Company Events
As portrayed in its financial statements, the presentation of Enphase Energy's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Enphase Energy's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Enphase Energy's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Enphase Energy. Please utilize our Beneish M Score to check the likelihood of Enphase Energy's management manipulating its earnings.
| 6th of February 2024 Upcoming Quarterly Report | View | |
| 23rd of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 6th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Enphase Energy
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
Align your risk with return expectations
Check out Enphase Energy Backtesting, Enphase Energy Valuation, Enphase Energy Correlation, Enphase Energy Hype Analysis, Enphase Energy Volatility, Enphase Energy History and analyze Enphase Energy Performance. For more detail on how to invest in Enphase Stock please use our How to Invest in Enphase Energy guide.You can also try the Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
Enphase Energy 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.