Essex Property Trust Stock Alpha and Beta Analysis
| ESS Stock | USD 304.09 6.37 2.05% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Essex Property Trust. It also helps investors analyze the systematic and unsystematic risks associated with investing in Essex Property over a specified time horizon. Remember, high Essex Property'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 Essex Property's market risk premium analysis include:
Beta 0.56 | Alpha 0.0122 | Risk 1.34 | Sharpe Ratio 0.0458 | Expected Return 0.0616 |
Essex Property Quarterly Cash And Equivalents |
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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.
Essex |
Essex Property Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Essex Property market risk premium is the additional return an investor will receive from holding Essex Property 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 Essex Property. 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 Essex Property's performance over market.| α | 0.01 | β | 0.56 |
Essex Property 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 Essex Property's Buy-and-hold return. Our buy-and-hold chart shows how Essex Property performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Essex Property Market Price Analysis
Market price analysis indicators help investors to evaluate how Essex Property stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Essex Property shares will generate the highest return on investment. By understating and applying Essex Property stock market price indicators, traders can identify Essex Property position entry and exit signals to maximize returns.
Essex Property Return and Market Media
The median price of Essex Property for the period between Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 298.43 with a coefficient of variation of 2.69. The daily time series for the period is distributed with a sample standard deviation of 8.03, arithmetic mean of 298.28, and mean deviation of 6.55. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Essex Property dividend paid on 11th of October 2024 | 10/11/2024 |
1 | Freehold of Marsh Farm to be sold by Essex County Council | 11/18/2024 |
2 | Upside down rainbow spotted in Essex sky | 11/20/2024 |
3 | Daniel Sams Notts Outlaws sign Aussie all-rounder for T20 Blast | 11/25/2024 |
4 | Essex weather Warning issued over rain in Thurrock and Southend | 11/26/2024 |
5 | Marstek Launched Energycube AC Couple ESS A New Era of Home Microgrid Solutions | 11/27/2024 |
6 | Charli XCXs victory lap | 11/29/2024 |
About Essex Property 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 Essex or other stocks. Alpha measures the amount that position in Essex Property Trust 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 | 0.0237 | 0.041 | 0.0368 | 0.046 | Price To Sales Ratio | 15.91 | 8.58 | 9.54 | 6.34 |
Essex Property Upcoming Company Events
As portrayed in its financial statements, the presentation of Essex Property's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Essex Property's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Essex Property's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Essex Property. Please utilize our Beneish M Score to check the likelihood of Essex Property's management manipulating its earnings.
| 6th of February 2024 Upcoming Quarterly Report | View | |
| 25th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 6th 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 Essex Stock Analysis
When running Essex Property's price analysis, check to measure Essex Property'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 Essex Property is operating at the current time. Most of Essex Property's value examination focuses on studying past and present price action to predict the probability of Essex Property's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Essex Property's price. Additionally, you may evaluate how the addition of Essex Property to your portfolios can decrease your overall portfolio volatility.