Epsilon Energy Stock Alpha and Beta Analysis
| EPSN Stock | USD 6.61 0.13 2.01% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Epsilon Energy. It also helps investors analyze the systematic and unsystematic risks associated with investing in Epsilon Energy over a specified time horizon. Remember, high Epsilon 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 Epsilon Energy's market risk premium analysis include:
Beta (0.03) | Alpha 0.18 | Risk 2.34 | Sharpe Ratio 0.11 | Expected Return 0.25 |
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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.
Epsilon |
Epsilon Energy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Epsilon Energy market risk premium is the additional return an investor will receive from holding Epsilon 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 Epsilon 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 Epsilon Energy's performance over market.| α | 0.18 | β | -0.03 |
Epsilon 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 Epsilon Energy's Buy-and-hold return. Our buy-and-hold chart shows how Epsilon Energy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Epsilon Energy Market Price Analysis
Market price analysis indicators help investors to evaluate how Epsilon 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 Epsilon Energy shares will generate the highest return on investment. By understating and applying Epsilon Energy stock market price indicators, traders can identify Epsilon Energy position entry and exit signals to maximize returns.
Epsilon Energy Return and Market Media
The median price of Epsilon Energy for the period between Sun, Oct 20, 2024 and Sat, Jan 18, 2025 is 5.87 with a coefficient of variation of 4.48. The daily time series for the period is distributed with a sample standard deviation of 0.27, arithmetic mean of 5.93, and mean deviation of 0.2. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Epsilon Energy forms two joint ventures for Alberta oil exploration | 10/24/2024 |
2 | Acquisition by Jason Stabell of 6097 shares of Epsilon Energy subject to Rule 16b-3 | 10/25/2024 |
3 | Epsilon Energy Ltd. Short Interest Update | 10/31/2024 |
4 | Epsilon Reports Third Quarter 2024 Results | 11/06/2024 |
5 | Epsilon Energy Ltd Q3 2024 Earnings Call Highlights Strategic Expansion and Production ... | 11/08/2024 |
6 | Epsilon Energy declares 0.0625 dividend | 11/26/2024 |
7 | Why Epsilon Energy Is Among the Best Dividend Paying Debt Free Stocks to Invest in | 12/09/2024 |
8 | Acquisition by Andrew Williamson of 2541 shares of Epsilon Energy subject to Rule 16b-3 | 01/06/2025 |
9 | International Assets Investment Management LLC Reduces Stock Holdings in Epsilon Energy Ltd. - MarketBeat | 01/13/2025 |
About Epsilon 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 Epsilon or other stocks. Alpha measures the amount that position in Epsilon 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.
| 2023 | 2024 | 2025 (projected) | Dividend Yield | 0.049 | 0.0441 | 0.0348 | Price To Sales Ratio | 3.72 | 4.28 | 4.06 |
Epsilon Energy Upcoming Company Events
As portrayed in its financial statements, the presentation of Epsilon Energy's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Epsilon Energy's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Epsilon Energy's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Epsilon Energy. Please utilize our Beneish M Score to check the likelihood of Epsilon Energy's management manipulating its earnings.
| 28th of March 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Epsilon 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 Epsilon Energy Backtesting, Epsilon Energy Valuation, Epsilon Energy Correlation, Epsilon Energy Hype Analysis, Epsilon Energy Volatility, Epsilon Energy History and analyze Epsilon Energy Performance. To learn how to invest in Epsilon Stock, please use our How to Invest in Epsilon Energy guide.You can also try the Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
Epsilon 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.