Advanced Stock Alpha and Beta Analysis

ADES
 Stock
  

USD 2.83  0.08  2.75%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Advanced Emissions Solutions. It also helps investors analyze the systematic and unsystematic risks associated with investing in Advanced Emissions over a specified time horizon. Remember, high Advanced Emissions' 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.
Please continue to Advanced Emissions Backtesting, Advanced Emissions Valuation, Advanced Emissions Correlation, Advanced Emissions Hype Analysis, Advanced Emissions Volatility, Advanced Emissions History and analyze Advanced Emissions Performance.
  
Please note that although Advanced Emissions 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, Advanced Emissions did 0.49  worse 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 Advanced Emissions Solutions stock's relative risk over its benchmark. Advanced Emissions has a beta of 1.26  . Let's try to break down what Advanced's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Advanced Emissions will likely underperform.
Advanced Emissions Book Value per Share is relatively stable at the moment as compared to the past year. Advanced Emissions reported last year Book Value per Share of 8.07. As of 12/05/2022, Enterprise Value over EBIT is likely to grow to 1.08, while Tangible Assets Book Value per Share are likely to drop 8.72.
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

58.69 Million

Advanced Emissions Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Advanced Emissions market risk premium is the additional return an investor will receive from holding Advanced Emissions 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 Advanced Emissions. 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 Advanced Emissions' performance over market.
α-0.49   β1.26
90 days against NYA

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

Advanced Emissions Market Price Analysis

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

Advanced Emissions Return and Market Media

The median price of Advanced Emissions for the period between Tue, Sep 6, 2022 and Mon, Dec 5, 2022 is 2.9 with a coefficient of variation of 9.39. The daily time series for the period is distributed with a sample standard deviation of 0.28, arithmetic mean of 3.01, and mean deviation of 0.23. The Stock received some media coverage during the period.
 Price Growth (%)  
       Timeline  
1
EPS Estimate09/30/2022
2
18.1 Million Available for Development of Innovative Nature-...10/12/2022
3
EPS Reported11/08/2022
4
New North Carolina Executive Order Aims to Increase Percenta...11/28/2022

About Advanced Emissions 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 Advanced or other stocks. Alpha measures the amount that position in Advanced Emissions 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 (projected)
Long Term Debt to Equity0.02140.0219
Interest Coverage2.122.21

Advanced Emissions Upcoming Company Events

As portrayed in its financial statements, the presentation of Advanced Emissions' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Advanced Emissions' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Advanced Emissions' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Advanced Emissions. Please utilize our Beneish M Score to check the likelihood of Advanced Emissions' management manipulating its earnings.
Upcoming Quarterly Report9th of March 2022
Next Fiscal Quarter End31st of December 2021

Build Portfolio with Advanced Emissions

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

Fix your portfolio
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
Please continue to Advanced Emissions Backtesting, Advanced Emissions Valuation, Advanced Emissions Correlation, Advanced Emissions Hype Analysis, Advanced Emissions Volatility, Advanced Emissions History and analyze Advanced Emissions Performance. Note that the Advanced Emissions information on this page should be used as a complementary analysis to other Advanced Emissions' 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 Instant Ratings module to determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.

Complementary Tools for Advanced Stock analysis

When running Advanced Emissions price analysis, check to measure Advanced Emissions' 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 Advanced Emissions is operating at the current time. Most of Advanced Emissions' value examination focuses on studying past and present price action to predict the probability of Advanced Emissions' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Advanced Emissions' price. Additionally, you may evaluate how the addition of Advanced Emissions to your portfolios can decrease your overall portfolio volatility.
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Advanced Emissions 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 Advanced Emissions technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Advanced Emissions 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...