Enerpac Stock Alpha and Beta Analysis

EPAC
 Stock
  

USD 25.12  0.15  0.60%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Enerpac Tool Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Enerpac Tool over a specified time horizon. Remember, high Enerpac Tool'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.
Continue to Enerpac Tool Backtesting, Enerpac Tool Valuation, Enerpac Tool Correlation, Enerpac Tool Hype Analysis, Enerpac Tool Volatility, Enerpac Tool History and analyze Enerpac Tool Performance.
  
Please note that although Enerpac Tool alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, Enerpac Tool did 0.33  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Enerpac Tool Group stock's relative risk over its benchmark. Enerpac Tool Group has a beta of 0.85  . Let's try to break down what Enerpac's beta means in this case. Enerpac Tool returns are very sensitive to returns on the market. As the market goes up or down, Enerpac Tool is expected to follow.
Enerpac Tool Book Value per Share is projected to drop based on the last few years of reporting. The past year's Book Value per Share was at 6.18. The current year Enterprise Value over EBITDA is expected to grow to 28.41, whereas Enterprise Value over EBIT is forecasted to decline to 33.12.
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.

Enterprise Value

1.59 Billion

Enerpac Tool Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Enerpac Tool market risk premium is the additional return an investor will receive from holding Enerpac Tool 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 Enerpac Tool. 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 Enerpac Tool's performance over market.
α0.33   β0.85
90 days against NYA

Enerpac Tool 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 Enerpac Tool's Buy-and-hold return. Our buy-and-hold chart shows how Enerpac Tool performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Enerpac Tool Market Price Analysis

Market price analysis indicators help investors to evaluate how Enerpac Tool stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Enerpac Tool shares will generate the highest return on investment. By understating and applying Enerpac Tool stock market price indicators, traders can identify Enerpac Tool position entry and exit signals to maximize returns.

Enerpac Tool Return and Market Media

The median price of Enerpac Tool for the period between Sun, Sep 4, 2022 and Sat, Dec 3, 2022 is 22.6 with a coefficient of variation of 15.74. The daily time series for the period is distributed with a sample standard deviation of 3.46, arithmetic mean of 21.97, and mean deviation of 3.17. The Stock received some media coverage during the period.
 Price Growth (%)  
       Timeline  
1
Financial Statements09/15/2022
2
Actuant Corp exotic insider transaction detected09/23/2022
3
Sale by Limberger Markus of 3000 shares of Actuant Corp09/27/2022
4
EPS Reported09/28/2022
5
Payment of 21897 shares by Paul Sternlieb of Actuant Corp su...10/12/2022
6
Enerpac Tool Group Corp.s Stock Is Going Strong Have Financi...11/11/2022

About Enerpac Tool 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 Enerpac or other stocks. Alpha measures the amount that position in Enerpac Tool Group 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.
 2019 2020 2021 2022 (projected)
Long Term Debt to Equity0.710.420.630.64
Interest Coverage3.166.684.014.11

Enerpac Tool Upcoming Company Events

As portrayed in its financial statements, the presentation of Enerpac Tool's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Enerpac Tool's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Enerpac Tool's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Enerpac Tool. Please utilize our Beneish M Score to check the likelihood of Enerpac Tool's management manipulating its earnings.
Upcoming Quarterly Report23rd of March 2022
Next Financial Report5th of July 2022
Next Fiscal Quarter End28th of February 2022
Next Fiscal Year End5th of October 2022
Last Quarter Report30th of November 2021
Last Financial Announcement28th of February 2021

Build Portfolio with Enerpac Tool

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

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Align your risk with return expectations

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Continue to Enerpac Tool Backtesting, Enerpac Tool Valuation, Enerpac Tool Correlation, Enerpac Tool Hype Analysis, Enerpac Tool Volatility, Enerpac Tool History and analyze Enerpac Tool Performance. Note that the Enerpac Tool Group information on this page should be used as a complementary analysis to other Enerpac Tool's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.

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When running Enerpac Tool Group price analysis, check to measure Enerpac Tool'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 Enerpac Tool is operating at the current time. Most of Enerpac Tool's value examination focuses on studying past and present price action to predict the probability of Enerpac Tool's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Enerpac Tool's price. Additionally, you may evaluate how the addition of Enerpac Tool to your portfolios can decrease your overall portfolio volatility.
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Enerpac Tool 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.
A focus of Enerpac Tool technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Enerpac Tool trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...