Emerson Radio Stock Alpha and Beta Analysis
| MSN Stock | USD 0.46 0.01 2.22% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Emerson Radio. It also helps investors analyze the systematic and unsystematic risks associated with investing in Emerson Radio over a specified time horizon. Remember, high Emerson Radio'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 Emerson Radio's market risk premium analysis include:
Beta 0.43 | Alpha 0.0468 | Risk 3.52 | Sharpe Ratio 0.037 | Expected Return 0.13 |
Emerson Radio 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.
Emerson |
Emerson Radio Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Emerson Radio market risk premium is the additional return an investor will receive from holding Emerson Radio 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 Emerson Radio. 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 Emerson Radio's performance over market.| α | 0.05 | β | 0.43 |
Emerson Radio 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 Emerson Radio's Buy-and-hold return. Our buy-and-hold chart shows how Emerson Radio performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Emerson Radio Market Price Analysis
Market price analysis indicators help investors to evaluate how Emerson Radio stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Emerson Radio shares will generate the highest return on investment. By understating and applying Emerson Radio stock market price indicators, traders can identify Emerson Radio position entry and exit signals to maximize returns.
Emerson Radio Return and Market Media
The median price of Emerson Radio for the period between Fri, Aug 23, 2024 and Thu, Nov 21, 2024 is 0.5 with a coefficient of variation of 5.17. The daily time series for the period is distributed with a sample standard deviation of 0.03, arithmetic mean of 0.49, and mean deviation of 0.02. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Cruz, Allred in virtual dead heat in Texas Senate race Poll | 10/23/2024 |
2 | Emerson Pollster Matt Taglia Delves Into New Nevada And Michigan Polls, Early Vote Data | 11/01/2024 |
3 | Emerson proposes to acquire remaining shares of AspenTech at 240 apiece | 11/05/2024 |
4 | Emerson Electric Stock Price Expected to Rise, Robert W. Baird Analyst Says | 11/07/2024 |
5 | Emerson Electrics Dividend Will Be Increased To 0.5275 | 11/08/2024 |
6 | Take Two Interactives chief legal officer sells 818,545 in stock | 11/12/2024 |
7 | Decoding Emerson Electric Co A Strategic SWOT Insight | 11/13/2024 |
8 | Emerson Electric Full Year 2024 Earnings EPS Beats Expectations | 11/14/2024 |
9 | Earnings call Peyto maintains stability amid market fluctuations | 11/18/2024 |
10 | Investors Can Find Comfort In Emerson Electrics Earnings Quality | 11/20/2024 |
About Emerson Radio 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 Emerson or other stocks. Alpha measures the amount that position in Emerson Radio 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 | 0.48 | 0.5 | Price To Sales Ratio | 1.3 | 1.36 |
Emerson Radio Upcoming Company Events
As portrayed in its financial statements, the presentation of Emerson Radio's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Emerson Radio's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Emerson Radio's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Emerson Radio. Please utilize our Beneish M Score to check the likelihood of Emerson Radio's management manipulating its earnings.
| 13th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Emerson Radio
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 Emerson Radio Backtesting, Emerson Radio Valuation, Emerson Radio Correlation, Emerson Radio Hype Analysis, Emerson Radio Volatility, Emerson Radio History and analyze Emerson Radio Performance. To learn how to invest in Emerson Stock, please use our How to Invest in Emerson Radio guide.You can also try the Companies Directory module to evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals.
Emerson Radio 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.