Enphase Energy (Germany) Alpha and Beta Analysis
| E0P Stock | EUR 71.38 0.69 0.96% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Enphase Energy. It also helps investors analyze the systematic and unsystematic risks associated with investing in Enphase Energy over a specified time horizon. Remember, high Enphase Energy'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 Enphase Energy's market risk premium analysis include:
Beta (0.91) | Alpha (0.19) | Risk 4.35 | Sharpe Ratio (0.09) | Expected Return (0.40) |
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.
Enphase |
Enphase Energy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Enphase Energy market risk premium is the additional return an investor will receive from holding Enphase Energy 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 Enphase Energy. 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 Enphase Energy's performance over market.| α | -0.19 | β | -0.91 |
Enphase Energy 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 Enphase Energy's Buy-and-hold return. Our buy-and-hold chart shows how Enphase Energy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Enphase Energy Market Price Analysis
Market price analysis indicators help investors to evaluate how Enphase Energy stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Enphase Energy shares will generate the highest return on investment. By understating and applying Enphase Energy stock market price indicators, traders can identify Enphase Energy position entry and exit signals to maximize returns.
Enphase Energy Return and Market Media
The median price of Enphase Energy for the period between Thu, Sep 12, 2024 and Wed, Dec 11, 2024 is 80.34 with a coefficient of variation of 19.38. The daily time series for the period is distributed with a sample standard deviation of 15.79, arithmetic mean of 81.47, and mean deviation of 13.91. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Enphase Energy 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 Enphase or other stocks. Alpha measures the amount that position in Enphase Energy 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.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Enphase Energy in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Enphase Energy's short interest history, or implied volatility extrapolated from Enphase Energy options trading.
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Additional Information and Resources on Investing in Enphase Stock
When determining whether Enphase Energy offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Enphase Energy's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Enphase Energy Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Enphase Energy Stock:Check out Enphase Energy Backtesting, Enphase Energy Valuation, Enphase Energy Correlation, Enphase Energy Hype Analysis, Enphase Energy Volatility, Enphase Energy History and analyze Enphase Energy Performance. For more detail on how to invest in Enphase Stock please use our How to Invest in Enphase Energy guide.You can also try the Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.
Enphase Energy 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.