Empire State Realty Stock Alpha and Beta Analysis
| OGCP Stock | USD 8.10 0.02 0.25% |
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 (0.06) | Alpha (0.46) | Risk 2.31 | Sharpe Ratio (0.22) | Expected Return (0.50) |
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 | -0.46 | β | -0.06 |
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 Sat, Dec 14, 2024 and Fri, Mar 14, 2025 is 9.5 with a coefficient of variation of 6.53. The daily time series for the period is distributed with a sample standard deviation of 0.63, arithmetic mean of 9.69, and mean deviation of 0.48. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | NY accused of offering NJ drivers measly 3 break on hated congestion toll in secret doomed talks | 01/06/2025 |
2 | LI principal breaks down top college admission tips from the pros in new book | 01/22/2025 |
3 | Cowardly New York AG slams Louisiana indictment of doctor who prescribed abortion medication to mom of pregnant minor | 01/31/2025 |
4 | Canadian toll deadbeats cost NY, NJ millions as Port Authority sees overall loss of 1.53B in 4 years | 02/03/2025 |
5 | New York doctor is fined in Texas, charged in Louisiana over abortion pills in tests of shield laws | 02/14/2025 |
6 | Empire State Realty Trust Releases FY 2025 Earnings Guidance | 02/19/2025 |
7 | New Yorkers flock to Palm Beach, driving up home prices and pushing out locals | 02/24/2025 |
8 | Empire State Realty Trust Announces Dividend for First Quarter 2025 - Business Wire | 02/28/2025 |
9 | Bard Associates Inc. Buys Shares of 28,778 Empire State Realty OP, L.P. | 03/04/2025 |
10 | Trump border czar Tom Homan heads to Albany to call out NY Dems over pro-illegal immigration policies | 03/12/2025 |
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 | 2024 | 2025 (projected) | Dividend Yield | 0.0246 | 0.0172 | 0.0161 | 0.0153 | Price To Sales Ratio | 1.53 | 2.11 | 2.22 | 3.88 |
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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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.