Esgl Holdings Limited Stock Alpha and Beta Analysis
| ESGLW Stock | 0.08 0.01 11.29% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ESGL Holdings Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in ESGL Holdings over a specified time horizon. Remember, high ESGL Holdings' 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 ESGL Holdings' market risk premium analysis include:
Beta 0.12 | Alpha 0.96 | Risk 10.95 | Sharpe Ratio (0.08) | Expected Return (0.87) |
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.
Check out Investing Opportunities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors. ESGL Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ESGL Holdings market risk premium is the additional return an investor will receive from holding ESGL Holdings 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 ESGL Holdings. 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 ESGL Holdings' performance over market.| α | 0.96 | β | 0.12 |
ESGL Holdings Fundamentals Vs Peers
Comparing ESGL Holdings' fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze ESGL Holdings' direct or indirect competition across all of the common fundamentals between ESGL Holdings and the related equities. This way, we can detect undervalued stocks with similar characteristics as ESGL Holdings or determine the stocks which would be an excellent addition to an existing portfolio. Peer analysis of ESGL Holdings' fundamental indicators could also be used in its relative valuation, which is a method of valuing ESGL Holdings by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare ESGL Holdings to competition |
| Fundamentals | ESGL Holdings | Peer Average |
| Return On Equity | -0.23 | -0.31 |
| Return On Asset | -0.0787 | -0.14 |
| Profit Margin | (0.51) % | (1.27) % |
| Operating Margin | (1.02) % | (5.51) % |
| Number Of Shares Shorted | 1 K | 4.71 M |
| Revenue | 6.1 M | 9.43 B |
| Gross Profit | 2.83 M | 27.38 B |
ESGL Holdings Opportunities
ESGL Holdings Return and Market Media
The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Resistance Check Is ESGL Holdings Limited forming a bullish divergence - July 2025 Price Swings Real-Time Volume Analysis - | 09/15/2025 |
2 | South West Pinnacle Exploration - Quarterly Earnings Review Target Triple-Digit Stock Opportunities - bollywoodhelpline.com | 12/29/2025 |
3 | ESGL Extends De Tomaso Acquisition Deadline to January 31, 2026 - TipRanks | 01/08/2026 |
4 | ESGL and STMicroelectronics Singapore Create Worlds First Sustainable Bricks Made from Semiconductor Waste - Intellectia AI | 01/14/2026 |
5 | Risks Report What is the earnings history of ESGL Holdings Limited Equity Warrant - 2025 Volume Leaders Safe Capital Investment Plans - baoquankhu1.vn | 01/27/2026 |
6 | ESGL Highlights Jury Win for De Tomaso as Merger Progresses - TipRanks | 02/10/2026 |
7 | Is ESGL Holdings Limited stock forming a cup and handle - 2025 Investor Takeaways Low Risk Growth Stock Ideas - mfd.ru | 02/19/2026 |
About ESGL Holdings 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 ESGL or other stocks. Alpha measures the amount that position in ESGL Holdings Limited 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 ESGL Holdings 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, ESGL Holdings' short interest history, or implied volatility extrapolated from ESGL Holdings options trading.
Build Portfolio with ESGL Holdings
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Additional Tools for ESGL Stock Analysis
When running ESGL Holdings' price analysis, check to measure ESGL Holdings' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy ESGL Holdings is operating at the current time. Most of ESGL Holdings' value examination focuses on studying past and present price action to predict the probability of ESGL Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ESGL Holdings' price. Additionally, you may evaluate how the addition of ESGL Holdings to your portfolios can decrease your overall portfolio volatility.