Empire State Realty Stock Alpha and Beta Analysis
| ESBA Stock | USD 10.88 0.23 2.07% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Empire State Realty. It also helps investors analyze the systematic and unsystematic risks associated with investing in Empire State over a specified time horizon. Remember, high Empire State'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 Empire State's market risk premium analysis include:
Beta (0.27) | Alpha 0.16 | Risk 2.76 | Sharpe Ratio 0.07 | Expected Return 0.19 |
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.
Empire |
Empire State Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Empire State market risk premium is the additional return an investor will receive from holding Empire State 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 Empire State. 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 Empire State's performance over market.| α | 0.16 | β | -0.27 |
Empire State 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 Empire State's Buy-and-hold return. Our buy-and-hold chart shows how Empire State performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Empire State Market Price Analysis
Market price analysis indicators help investors to evaluate how Empire State stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Empire State shares will generate the highest return on investment. By understating and applying Empire State stock market price indicators, traders can identify Empire State position entry and exit signals to maximize returns.
Empire State Return and Market Media
The median price of Empire State for the period between Thu, Sep 12, 2024 and Wed, Dec 11, 2024 is 10.66 with a coefficient of variation of 3.07. The daily time series for the period is distributed with a sample standard deviation of 0.33, arithmetic mean of 10.67, and mean deviation of 0.26. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | PayPal Enables U.S. Business Accounts to Buy, Hold and Sell Crypto | 09/25/2024 |
| Empire State dividend paid on 30th of September 2024 | 09/30/2024 |
2 | Should you retire in New York It ranks as the second-worst state for retirees, heres why | 10/07/2024 |
3 | Kathy Hochul must continue to nix those costly public employee sweeteners | 10/17/2024 |
4 | Migrant stabbed during dispute outside NYC shelter sources | 10/23/2024 |
5 | NYC Comptroller Brad Lander belatedly raises alarms on Trump presidency as NY Dems mull post-election shift | 11/13/2024 |
6 | Trump Completes Cabinet Picks In Fast Moving Process Young... Some Females | 11/27/2024 |
7 | Empire State Realty Trust Announces Dividend for Fourth Quarter 2024 - Yahoo Finance | 12/06/2024 |
About Empire State 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 Empire or other stocks. Alpha measures the amount that position in Empire State Realty 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0145 | 0.0246 | 0.0172 | 0.0164 | Price To Sales Ratio | 2.46 | 1.53 | 2.11 | 3.98 |
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 Empire State 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, Empire State's short interest history, or implied volatility extrapolated from Empire State options trading.
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Check out Empire State Backtesting, Empire State Valuation, Empire State Correlation, Empire State Hype Analysis, Empire State Volatility, Empire State History and analyze Empire State Performance. You can also try the Stock Screener module to find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook..
Empire State 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.