Eos Energy Enterprises Stock Alpha and Beta Analysis
| EOSE Stock | USD 2.79 0.09 3.33% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Eos Energy Enterprises. It also helps investors analyze the systematic and unsystematic risks associated with investing in Eos Energy over a specified time horizon. Remember, high Eos 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 Eos Energy's market risk premium analysis include:
Beta (0.1) | Alpha 0.37 | Risk 6.62 | Sharpe Ratio 0.0697 | Expected Return 0.46 |
Enterprise Value |
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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.
Eos |
Eos Energy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Eos Energy market risk premium is the additional return an investor will receive from holding Eos 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 Eos 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 Eos Energy's performance over market.| α | 0.37 | β | -0.1 |
Eos 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 Eos Energy's Buy-and-hold return. Our buy-and-hold chart shows how Eos Energy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Eos Energy Market Price Analysis
Market price analysis indicators help investors to evaluate how Eos 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 Eos Energy shares will generate the highest return on investment. By understating and applying Eos Energy stock market price indicators, traders can identify Eos Energy position entry and exit signals to maximize returns.
Eos Energy Return and Market Media
The median price of Eos Energy for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 2.67 with a coefficient of variation of 14.44. The daily time series for the period is distributed with a sample standard deviation of 0.4, arithmetic mean of 2.75, and mean deviation of 0.35. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Eos Energy Enterprises, Inc. A Hot Penny Stock On The Move | 09/04/2024 |
2 | Disposition of 18786 shares by Sumeet Puri of Eos Energy at 2.33 subject to Rule 16b-3 | 09/05/2024 |
3 | Acquisition by Mcneil Jeff of 36232 shares of Eos Energy subject to Rule 16b-3 | 09/06/2024 |
4 | Disposition of tradable shares by Cerberus Capital Management Ii, L.p. of Eos Energy subject to Rule 16b-3 | 09/10/2024 |
5 | Disposition of 254304 shares by Mastrangelo Joe of Eos Energy subject to Rule 16b-3 | 10/10/2024 |
6 | Eos Energy Enterprises Announces Date for Third Quarter 2024 Financial Results | 10/22/2024 |
7 | Acquisition by Cerberus Capital Management Ii, L.p. of tradable shares of Eos Energy subject to Rule 16b-3 | 10/31/2024 |
8 | Eos Energy Enterprises Inc Q3 2024 Earnings Report Preview What To Expect | 11/04/2024 |
9 | Eos Energy Enterprises Inc Reports Q3 2024 Revenue of 0.9 Million and EPS of 1. ... | 11/05/2024 |
10 | Eos Energy Enterprises stock falls sharply after disappointing financials | 11/06/2024 |
11 | Eos Energy Enterprises Third Quarter 2024 Earnings Misses Expectations | 11/07/2024 |
12 | News Flash 5 Analysts Think Eos Energy Enterprises, Inc. Earnings Are Under Threat | 11/08/2024 |
13 | EOSEW PS Ratio - GuruFocus.com | 11/21/2024 |
About Eos 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 Eos or other stocks. Alpha measures the amount that position in Eos Energy Enterprises 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 | 3.39 | 4.42 | 4.37 | 4.59 | Days Of Inventory On Hand | 101.87 | 55.4 | 69.38 | 43.62 |
Eos Energy Upcoming Company Events
As portrayed in its financial statements, the presentation of Eos Energy's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Eos Energy's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Eos Energy's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Eos Energy. Please utilize our Beneish M Score to check the likelihood of Eos Energy's management manipulating its earnings.
| 27th of February 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 27th 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 Eos 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 Eos Energy Backtesting, Eos Energy Valuation, Eos Energy Correlation, Eos Energy Hype Analysis, Eos Energy Volatility, Eos Energy History and analyze Eos Energy Performance. You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
Eos 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.