Erhc Energy Stock Alpha and Beta Analysis
| ERHE Stock | USD 0 0 130.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ERHC Energy. It also helps investors analyze the systematic and unsystematic risks associated with investing in ERHC Energy over a specified time horizon. Remember, high ERHC 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 ERHC Energy's market risk premium analysis include:
Beta 11.67 | Alpha 16.27 | Risk 116.59 | Sharpe Ratio 0.15 | Expected Return 17.96 |
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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.
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ERHC Energy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ERHC Energy market risk premium is the additional return an investor will receive from holding ERHC 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 ERHC 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 ERHC Energy's performance over market.| α | 16.27 | β | 11.67 |
ERHC 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 ERHC Energy's Buy-and-hold return. Our buy-and-hold chart shows how ERHC Energy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.ERHC Energy Market Price Analysis
Market price analysis indicators help investors to evaluate how ERHC 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 ERHC Energy shares will generate the highest return on investment. By understating and applying ERHC Energy stock market price indicators, traders can identify ERHC Energy position entry and exit signals to maximize returns.
ERHC Energy Return and Market Media
The median price of ERHC Energy for the period between Mon, Aug 26, 2024 and Sun, Nov 24, 2024 is 6.0E-4 with a coefficient of variation of 63.36. The daily time series for the period is distributed with a sample standard deviation of 0.0, arithmetic mean of 0.0, and mean deviation of 0.0. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About ERHC 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 ERHC or other stocks. Alpha measures the amount that position in ERHC 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.
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 ERHC Energy 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, ERHC Energy's short interest history, or implied volatility extrapolated from ERHC Energy options trading.
Build Portfolio with ERHC 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 ERHC Energy Backtesting, ERHC Energy Valuation, ERHC Energy Correlation, ERHC Energy Hype Analysis, ERHC Energy Volatility, ERHC Energy History and analyze ERHC Energy Performance. For information on how to trade ERHC Stock refer to our How to Trade ERHC Stock guide.You can also try the Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.
ERHC 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.