Empire State Realty Stock Alpha and Beta Analysis
| ESRT Stock | USD 9.11 0.05 0.55% |
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 (0.26) | Risk 1.68 | Sharpe Ratio (0.16) | Expected Return (0.28) |
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 | -0.26 | 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 Tue, Nov 19, 2024 and Mon, Feb 17, 2025 is 10.17 with a coefficient of variation of 6.46. The daily time series for the period is distributed with a sample standard deviation of 0.66, arithmetic mean of 10.21, and mean deviation of 0.59. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | IBD Rating Upgrades Empire State Realty Tr Shows Improved Relative Price Strength - Investors Business Daily | 12/10/2024 |
2 | Acquisition by Thomas Durels of 100000 shares of Empire State subject to Rule 16b-3 | 12/17/2024 |
3 | Disposition of 3193 shares by Thomas Durels of Empire State at 10.9 subject to Rule 16b-3 | 12/18/2024 |
4 | Should You Be Concerned About Empire State Realty Trust, Inc.s ROE | 12/24/2024 |
5 | JPMorgan Chase Co. Increases Stock Position in Empire State Realty Trust, Inc. - MarketBeat | 01/10/2025 |
6 | Empire State Realty Trust Inc Announces Fourth Quarter 2024 Earnings Release Date | 01/16/2025 |
7 | Empire State Realty Trust Announces 2024 Tax Treatment of Its Distributions | 01/27/2025 |
8 | Love is in the Air The Empire State Building Celebrates Valentines Day with NYCs Most ... | 01/28/2025 |
9 | Liebe liegt in der Luft Das Empire State Building feiert den Valentinstag mit dem extravagantesten Date von New York City Angebotspaket, Sleepless in Seattle-Fi... | 01/29/2025 |
10 | Acquisition by Anthony Malkin of 591599 shares of Empire State subject to Rule 16b-3 | 02/04/2025 |
11 | Acquisition by Christina Chiu of 162242 shares of Empire State subject to Rule 16b-3 | 02/06/2025 |
12 | Acquisition by Patricia Han of 16156 shares of Empire State subject to Rule 16b-3 | 02/07/2025 |
13 | AMERIPRISE FINANCIAL INCs Strategic Acquisition of Empire State Realty Trust Shares | 02/14/2025 |
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.
| 2022 | 2023 | 2025 (projected) | Dividend Yield | 0.0246 | 0.0172 | 0.0382 | Price To Sales Ratio | 1.53 | 2.11 | 3.98 |
Empire State Upcoming Company Events
As portrayed in its financial statements, the presentation of Empire State's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Empire State's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Empire State's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Empire State. Please utilize our Beneish M Score to check the likelihood of Empire State's management manipulating its earnings.
| 20th of February 2024 Upcoming Quarterly Report | View | |
| 24th of April 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 |
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Additional Tools for Empire Stock Analysis
When running Empire State's price analysis, check to measure Empire State's 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 Empire State is operating at the current time. Most of Empire State's value examination focuses on studying past and present price action to predict the probability of Empire State's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Empire State's price. Additionally, you may evaluate how the addition of Empire State to your portfolios can decrease your overall portfolio volatility.