Enpro Industries Stock Alpha and Beta Analysis
| NPO Stock | USD 189.87 5.37 2.75% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Enpro Industries. It also helps investors analyze the systematic and unsystematic risks associated with investing in Enpro Industries over a specified time horizon. Remember, high Enpro Industries' 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 Enpro Industries' market risk premium analysis include:
Beta 1.01 | Alpha 0.19 | Risk 1.82 | Sharpe Ratio 0.0402 | Expected Return 0.0732 |
Enpro Industries Quarterly Cash And Equivalents |
|
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.
Enpro |
Enpro Industries Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Enpro Industries market risk premium is the additional return an investor will receive from holding Enpro Industries 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 Enpro Industries. 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 Enpro Industries' performance over market.| α | 0.19 | β | 1.01 |
Enpro Industries 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 Enpro Industries' Buy-and-hold return. Our buy-and-hold chart shows how Enpro Industries performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Enpro Industries Market Price Analysis
Market price analysis indicators help investors to evaluate how Enpro Industries stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Enpro Industries shares will generate the highest return on investment. By understating and applying Enpro Industries stock market price indicators, traders can identify Enpro Industries position entry and exit signals to maximize returns.
Enpro Industries Return and Market Media
The median price of Enpro Industries for the period between Fri, Nov 29, 2024 and Thu, Feb 27, 2025 is 185.7 with a coefficient of variation of 5.88. The daily time series for the period is distributed with a sample standard deviation of 10.77, arithmetic mean of 183.26, and mean deviation of 9.21. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 500 shares by David Hauser of Enpro Industries subject to Rule 16b-3 | 12/05/2024 |
2 | Enpro Stock Price Expected to Rise, KeyCorp Analyst Says | 12/12/2024 |
| Enpro Industries dividend paid on 18th of December 2024 | 12/18/2024 |
3 | Acquisition by Robert McLean of 771 shares of Enpro Industries subject to Rule 16b-3 | 12/27/2024 |
4 | Disposition of 342 shares by Steven Bower of Enpro Industries subject to Rule 16b-3 | 01/02/2025 |
5 | Acquisition by Thomas Botts of tradable shares of Enpro Industries subject to Rule 16b-3 | 01/08/2025 |
6 | Acquisition by John Humphrey of tradable shares of Enpro Industries subject to Rule 16b-3 | 01/13/2025 |
7 | Enpro Inc. How Dividends Contribute to Total Return | 01/17/2025 |
8 | Insider Trading | 01/21/2025 |
9 | Disposition of 636 shares by Robert McLean of Enpro Industries subject to Rule 16b-3 | 01/24/2025 |
10 | Acquisition by Abbey William of 171 shares of Enpro Industries subject to Rule 16b-3 | 02/07/2025 |
11 | Enpro Inc Announces 3.3 percent Increase in Quarterly Dividend | 02/13/2025 |
12 | Disposition of 294 shares by Steven Bower of Enpro Industries subject to Rule 16b-3 | 02/14/2025 |
13 | Enpro Inc Q4 2024 Earnings Report Preview What to Expect | 02/19/2025 |
14 | Enpro Inc Q4 2024 Earnings Call Highlights Strong EBITDA Growth Amid Market Challenges | 02/20/2025 |
15 | Enpro Full Year 2024 Earnings EPS Misses Expectations | 02/21/2025 |
16 | Enpro to Present at Gabelli Funds 35th Annual Pump, Valve Water Systems Symposium | 02/24/2025 |
17 | Acquisition by Robert McLean of 2780 shares of Enpro Industries at 199.78 subject to Rule 16b-3 | 02/26/2025 |
About Enpro Industries 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 Enpro or other stocks. Alpha measures the amount that position in Enpro Industries 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.
| 2022 | 2023 | 2024 | 2025 (projected) | Dividend Yield | 0.0104 | 0.007418 | 0.008531 | 0.0139 | Price To Sales Ratio | 2.06 | 3.09 | 3.45 | 3.63 |
Enpro Industries Upcoming Company Events
As portrayed in its financial statements, the presentation of Enpro Industries' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Enpro Industries' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Enpro Industries' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Enpro Industries. Please utilize our Beneish M Score to check the likelihood of Enpro Industries' management manipulating its earnings.
| 20th of February 2024 Upcoming Quarterly Report | View | |
| 7th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 20th 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 Enpro Industries
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 Enpro Industries Backtesting, Enpro Industries Valuation, Enpro Industries Correlation, Enpro Industries Hype Analysis, Enpro Industries Volatility, Enpro Industries History and analyze Enpro Industries Performance. To learn how to invest in Enpro Stock, please use our How to Invest in Enpro Industries guide.You can also try the Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.
Enpro Industries 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.