Essential Properties Realty Stock Alpha and Beta Analysis
| EPRT Stock | USD 32.06 0.18 0.56% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Essential Properties Realty. It also helps investors analyze the systematic and unsystematic risks associated with investing in Essential Properties over a specified time horizon. Remember, high Essential Properties' 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 Essential Properties' market risk premium analysis include:
Beta (0.26) | Alpha (0.02) | Risk 1.39 | Sharpe Ratio (0.06) | Expected Return (0.08) |
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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.
Essential |
Essential Properties Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Essential Properties market risk premium is the additional return an investor will receive from holding Essential Properties 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 Essential Properties. 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 Essential Properties' performance over market.| α | -0.02 | β | -0.26 |
Essential Properties 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 Essential Properties' Buy-and-hold return. Our buy-and-hold chart shows how Essential Properties performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Essential Properties Market Price Analysis
Market price analysis indicators help investors to evaluate how Essential Properties stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Essential Properties shares will generate the highest return on investment. By understating and applying Essential Properties stock market price indicators, traders can identify Essential Properties position entry and exit signals to maximize returns.
Essential Properties Return and Market Media
The median price of Essential Properties for the period between Thu, Nov 28, 2024 and Wed, Feb 26, 2025 is 31.81 with a coefficient of variation of 2.67. The daily time series for the period is distributed with a sample standard deviation of 0.85, arithmetic mean of 31.95, and mean deviation of 0.69. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Truvestments Capital LLC Grows Holdings in Essential Properties Realty Trust, Inc. | 11/25/2024 |
2 | Acquisition by Scott Estes of 88 shares of Essential Properties subject to Rule 16b-3 | 01/06/2025 |
| Essential Properties dividend paid on 14th of January 2025 | 01/14/2025 |
3 | Disposition of 2377 shares by Jenkins Robert M of Essential Properties at 31.7 subject to Rule 16b-3 | 01/21/2025 |
4 | Essential Properties Realty Trust Inc Announces Tax Classification of 2024 Dividends | 01/22/2025 |
5 | Unlocking Q4 Potential of Essential Properties Exploring Wall Street Estimates for Key Metrics | 02/10/2025 |
6 | Essential Properties Realty Trust Inc Q4 2024 Earnings Report Preview What To Look For | 02/11/2025 |
7 | Essential Properties Realty Trust Inc Q4 2024 Earnings Report Preview What To Expect | 02/12/2025 |
8 | Essential Properties Realty Trust, Inc.s Stock Has Shown Weakness Lately But Financial Prospects Look Decent Is The Market Wrong | 02/13/2025 |
9 | Q4 2024 Essential Properties Realty Trust Inc Earnings Call Transcript | 02/14/2025 |
10 | Acquisition by A Peil of 7817 shares of Essential Properties subject to Rule 16b-3 | 02/20/2025 |
About Essential Properties 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 Essential or other stocks. Alpha measures the amount that position in Essential Properties 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 | 0.0447 | 0.0433 | 0.0367 | 0.0562 | Price To Sales Ratio | 11.05 | 10.81 | 12.1 | 15.24 |
Essential Properties Upcoming Company Events
As portrayed in its financial statements, the presentation of Essential Properties' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Essential Properties' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Essential Properties' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Essential Properties. Please utilize our Beneish M Score to check the likelihood of Essential Properties' management manipulating its earnings.
| 14th of February 2024 Upcoming Quarterly Report | View | |
| 24th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 14th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Additional Tools for Essential Stock Analysis
When running Essential Properties' price analysis, check to measure Essential Properties' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Essential Properties is operating at the current time. Most of Essential Properties' value examination focuses on studying past and present price action to predict the probability of Essential Properties' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Essential Properties' price. Additionally, you may evaluate how the addition of Essential Properties to your portfolios can decrease your overall portfolio volatility.