Embraer Sa Adr Stock Alpha and Beta Analysis
| ERJ Stock | USD 52.33 1.33 2.61% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Embraer SA ADR. It also helps investors analyze the systematic and unsystematic risks associated with investing in Embraer SA over a specified time horizon. Remember, high Embraer SA'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 Embraer SA's market risk premium analysis include:
Beta 0.58 | Alpha 0.58 | Risk 3.13 | Sharpe Ratio 0.21 | Expected Return 0.65 |
Embraer SA 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.
Embraer |
Embraer SA Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Embraer SA market risk premium is the additional return an investor will receive from holding Embraer SA 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 Embraer SA. 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 Embraer SA's performance over market.| α | 0.58 | β | 0.58 |
Embraer SA 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 Embraer SA's Buy-and-hold return. Our buy-and-hold chart shows how Embraer SA performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Embraer SA Market Price Analysis
Market price analysis indicators help investors to evaluate how Embraer SA stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Embraer SA shares will generate the highest return on investment. By understating and applying Embraer SA stock market price indicators, traders can identify Embraer SA position entry and exit signals to maximize returns.
Embraer SA Return and Market Media
The median price of Embraer SA for the period between Sat, Dec 14, 2024 and Fri, Mar 14, 2025 is 40.71 with a coefficient of variation of 11.63. The daily time series for the period is distributed with a sample standard deviation of 4.8, arithmetic mean of 41.23, and mean deviation of 3.69. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Sierra Nevada beats Beechcraft for LAS contract | 02/12/2025 |
2 | RRJ-Led Group Is Said Close to Buying VistaJet Preference Shares | 02/24/2025 |
3 | Embraer Reports Q4 Earnings What Key Metrics Have to Say | 02/27/2025 |
4 | Why Embraer S.A. Went Up on Thursday | 02/28/2025 |
5 | Falcon Plans to Invest USD 100 Million to Upgrade Its Facilities at Al Maktoum International Airport in Dubai | 03/03/2025 |
6 | Why Embraer S.A. Is Gaining This Week | 03/05/2025 |
7 | RTXs Pratt Whitney and Collins Aerospace to lead engine integration and supply power units and nacelles for JetZero blended wing aircraft | 03/06/2025 |
8 | Boeing Secures a Contract to Aid FA-18 Jet Program for the Navy | 03/07/2025 |
9 | Falcon Adds Embraer and Bombardier Private Jets to Its Fleet | 03/10/2025 |
10 | Embraer eyes Poland as possible location for final assembly of KC-390 | 03/11/2025 |
11 | American Airlines Group Stock Drops 18 percent Amid Economic Policy Concerns | 03/13/2025 |
About Embraer SA 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 Embraer or other stocks. Alpha measures the amount that position in Embraer SA ADR 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.
| 2024 | 2025 (projected) | Dividend Yield | 9.53E-4 | 9.05E-4 | Price To Sales Ratio | 2.76 | 2.18 |
Embraer SA Upcoming Company Events
As portrayed in its financial statements, the presentation of Embraer SA's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Embraer SA's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Embraer SA's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Embraer SA. Please utilize our Beneish M Score to check the likelihood of Embraer SA's management manipulating its earnings.
| 8th of March 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 8th 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 Embraer SA
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Check out Embraer SA Backtesting, Embraer SA Valuation, Embraer SA Correlation, Embraer SA Hype Analysis, Embraer SA Volatility, Embraer SA History and analyze Embraer SA Performance. You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
Embraer SA 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.