Enviri Stock Alpha and Beta Analysis
| NVRI Stock | 7.45 0.09 1.22% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Enviri. It also helps investors analyze the systematic and unsystematic risks associated with investing in Enviri over a specified time horizon. Remember, high Enviri'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 Enviri's market risk premium analysis include:
Beta 2.99 | Alpha (0.94) | Risk 4.2 | Sharpe Ratio (0.13) | Expected Return (0.55) |
Enviri 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.
Enviri |
Enviri Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Enviri market risk premium is the additional return an investor will receive from holding Enviri 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 Enviri. 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 Enviri's performance over market.| α | -0.94 | β | 2.99 |
Enviri 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 Enviri's Buy-and-hold return. Our buy-and-hold chart shows how Enviri performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Enviri Market Price Analysis
Market price analysis indicators help investors to evaluate how Enviri stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Enviri shares will generate the highest return on investment. By understating and applying Enviri stock market price indicators, traders can identify Enviri position entry and exit signals to maximize returns.
Enviri Return and Market Media
The median price of Enviri for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 10.15 with a coefficient of variation of 16.33. The daily time series for the period is distributed with a sample standard deviation of 1.56, arithmetic mean of 9.54, and mean deviation of 1.31. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Dimensional Fund Advisors LP Increases Stock Holdings in Enviri Co. - MarketBeat | 10/02/2024 |
2 | Acquisition by Quinn John S of 16025 shares of Enviri subject to Rule 16b-3 | 10/11/2024 |
3 | Disposition of 13426 shares by Earl James F of Enviri subject to Rule 16b-3 | 10/25/2024 |
4 | Dimensional Fund Advisors LP Expands Stake in Enviri Corp | 10/31/2024 |
5 | Enviri Third Quarter 2024 Earnings Misses Expectations | 11/01/2024 |
6 | Acquisition by Everitt David C of 13426 shares of Enviri subject to Rule 16b-3 | 11/06/2024 |
7 | Disposition of 38924 shares by Vadaketh Tom George of Enviri at 7.09 subject to Rule 16b-3 | 11/07/2024 |
8 | Acquisition by Vadaketh Tom George of 13343 shares of Enviri at 7.12 subject to Rule 16b-3 | 11/12/2024 |
9 | Insider Buying SVP and CFO Tom Vadaketh Acquires 35,299 Shares of Enviri Corp | 11/13/2024 |
10 | Enviri Corporation Analysts Are Bullish on This Waste Management Stock | 11/22/2024 |
About Enviri 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 Enviri or other stocks. Alpha measures the amount that position in Enviri 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 | 0.003382 | 0.003213 | Price To Sales Ratio | 0.35 | 0.63 |
Enviri Upcoming Company Events
As portrayed in its financial statements, the presentation of Enviri's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Enviri's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Enviri's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Enviri. Please utilize our Beneish M Score to check the likelihood of Enviri's management manipulating its earnings.
| 29th of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 29th of February 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 Enviri
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
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Check out Enviri Backtesting, Enviri Valuation, Enviri Correlation, Enviri Hype Analysis, Enviri Volatility, Enviri History and analyze Enviri Performance. For more detail on how to invest in Enviri Stock please use our How to Invest in Enviri guide.You can also try the Bonds Directory module to find actively traded corporate debentures issued by US companies.
Enviri 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.