Enstar Group Limited Stock Alpha and Beta Analysis
| ESGR Stock | USD 325.38 0.67 0.21% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Enstar Group Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Enstar Group over a specified time horizon. Remember, high Enstar Group'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 Enstar Group's market risk premium analysis include:
Beta 0.24 | Alpha (0.03) | Risk 0.37 | Sharpe Ratio (0.01) | Expected Return (0) |
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.
Enstar |
Enstar Group Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Enstar Group market risk premium is the additional return an investor will receive from holding Enstar Group 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 Enstar Group. 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 Enstar Group's performance over market.| α | -0.03 | β | 0.24 |
Enstar Group 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 Enstar Group's Buy-and-hold return. Our buy-and-hold chart shows how Enstar Group performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Enstar Group Market Price Analysis
Market price analysis indicators help investors to evaluate how Enstar Group stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Enstar Group shares will generate the highest return on investment. By understating and applying Enstar Group stock market price indicators, traders can identify Enstar Group position entry and exit signals to maximize returns.
Enstar Group Return and Market Media
The median price of Enstar Group for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 322.82 with a coefficient of variation of 0.65. The daily time series for the period is distributed with a sample standard deviation of 2.1, arithmetic mean of 322.64, and mean deviation of 1.79. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Enstar Completes Loss Portfolio Transfer With SiriusPoint | 10/01/2024 |
2 | Enstar Group Limited Shares Purchased by Oliver Luxxe Assets LLC | 10/14/2024 |
3 | Mraz Amerine Associates Inc. Sells 1,148 Shares of Enstar Group Limited | 10/25/2024 |
4 | Disposition of 973 shares by Laurence Plumb of Enstar Group at 310.76 subject to Rule 16b-3 | 10/28/2024 |
5 | Enstar Announces Changes to Executive Leadership Team | 10/29/2024 |
6 | Enstar Group Limited 7 percent DP RP PFD E declares 0.4375 dividend | 11/05/2024 |
7 | Enstar Shareholders Overwhelmingly Approve Sixth Street Acquisition | 11/06/2024 |
8 | Enstar Agrees ADC Agreement with James River | 11/11/2024 |
9 | RGA Announces Ruby Re Has Reached 480 Million in Total Funding with the Successful Close of Second Investment Round | 11/13/2024 |
10 | Meeder Asset Management Inc. Purchases Shares of 4,717 Enstar Group Limited | 11/20/2024 |
About Enstar Group 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 Enstar or other stocks. Alpha measures the amount that position in Enstar Group 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.
| 2021 | 2022 | 2023 | 2024 (projected) | PTB Ratio | 0.81 | 0.85 | 0.83 | 0.79 | Dividend Yield | 0.007336 | 0.009055 | 0.007824 | 0.007433 |
Enstar Group Upcoming Company Events
As portrayed in its financial statements, the presentation of Enstar Group's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Enstar Group's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Enstar Group's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Enstar Group. Please utilize our Beneish M Score to check the likelihood of Enstar Group's management manipulating its earnings.
| 6th of March 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Additional Tools for Enstar Stock Analysis
When running Enstar Group's price analysis, check to measure Enstar Group's 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 Enstar Group is operating at the current time. Most of Enstar Group's value examination focuses on studying past and present price action to predict the probability of Enstar Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Enstar Group's price. Additionally, you may evaluate how the addition of Enstar Group to your portfolios can decrease your overall portfolio volatility.