Endeavour Silver Corp Stock Alpha and Beta Analysis
| EXK Stock | USD 4.50 0.44 8.91% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Endeavour Silver Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Endeavour Silver over a specified time horizon. Remember, high Endeavour Silver'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 Endeavour Silver's market risk premium analysis include:
Beta (1.07) | Alpha 0.67 | Risk 4.29 | Sharpe Ratio 0.14 | Expected Return 0.61 |
Endeavour Silver Quarterly Cash And Equivalents |
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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.
Endeavour |
Endeavour Silver Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Endeavour Silver market risk premium is the additional return an investor will receive from holding Endeavour Silver 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 Endeavour Silver. 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 Endeavour Silver's performance over market.| α | 0.67 | β | -1.07 |
Endeavour Silver 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 Endeavour Silver's Buy-and-hold return. Our buy-and-hold chart shows how Endeavour Silver performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Endeavour Silver Market Price Analysis
Market price analysis indicators help investors to evaluate how Endeavour Silver stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Endeavour Silver shares will generate the highest return on investment. By understating and applying Endeavour Silver stock market price indicators, traders can identify Endeavour Silver position entry and exit signals to maximize returns.
Endeavour Silver Return and Market Media
The median price of Endeavour Silver for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 4.27 with a coefficient of variation of 18.73. The daily time series for the period is distributed with a sample standard deviation of 0.77, arithmetic mean of 4.14, and mean deviation of 0.65. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | The Schall Law Firm Is Looking Into Endeavour Silver Corp.s Possible Securities Law Violations And Investors Are Invited To Reach Out | 09/09/2024 |
2 | Fortuna Silvers Gold Equivalent Production Dips 14 percent YY in Q3 | 10/14/2024 |
3 | Endeavour Silver provides a Q3 2024 construction progress update on Terronera the surface construction progress has reached 77 percent completion | 10/21/2024 |
4 | Endeavour Silver Rises 6.6 percent Opportunities for Continued Growth | 10/23/2024 |
5 | Endeavour Silver Q3 2024 Earnings Preview | 11/04/2024 |
6 | Endeavour Silver Q3 Earnings Snapshot | 11/05/2024 |
7 | Earnings call Endeavour Silver reports Q3 challenges, optimistic outlook | 11/06/2024 |
8 | Endeavour Silver Corp Q3 2024 Earnings Call Highlights Revenue Growth Amid Operational ... | 11/07/2024 |
9 | Endeavour Silver Issues Quarterly Earnings Results, Beats Estimates By 0.02 EPS | 11/08/2024 |
10 | November 2024s Top Value Picks Trading Below Estimated Worth | 11/15/2024 |
About Endeavour Silver 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 Endeavour or other stocks. Alpha measures the amount that position in Endeavour Silver Corp 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 (projected) | Dividend Yield | 0.00236 | 0.003384 | Price To Sales Ratio | 1.85 | 1.76 |
Endeavour Silver Upcoming Company Events
As portrayed in its financial statements, the presentation of Endeavour Silver's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Endeavour Silver's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Endeavour Silver's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Endeavour Silver. Please utilize our Beneish M Score to check the likelihood of Endeavour Silver's management manipulating its earnings.
| 7th of March 2024 Upcoming Quarterly Report | View | |
| 8th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 7th of March 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 Endeavour Silver
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 Endeavour Silver Backtesting, Endeavour Silver Valuation, Endeavour Silver Correlation, Endeavour Silver Hype Analysis, Endeavour Silver Volatility, Endeavour Silver History and analyze Endeavour Silver Performance. You can also try the Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
Endeavour Silver 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.