EBay Stock Alpha and Beta Analysis

EBAY -  USA Stock  

USD 74.72  2.25  3.10%

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as EBay Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in EBay over a specified time horizon. Remember, high EBay'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 EBay Backtesting, EBay Valuation, EBay Correlation, EBay Hype Analysis, EBay Volatility, EBay History and analyze EBay Performance.

EBay Beta 

 
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Please note that although EBay 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., DOW index.) So in this particular case, EBay did 0.14  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 EBay Inc stock's relative risk over its benchmark. EBay Inc has a beta of 0.81  . Let's try to break down what EBay's beta means in this case. As returns on the market increase, EBay returns are expected to increase less than the market. However, during the bear market, the loss on holding EBay will be expected to be smaller as well.
EBay Book Value per Share is fairly stable at the moment as compared to the past year. EBay reported Book Value per Share of 5.01 in 2020. Enterprise Value over EBIT is likely to rise to 6.16 in 2021, whereas Price to Book Value is likely to drop 7.84 in 2021.
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.

EBay Quarterly Book Value per Share

16.917Share

EBay Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. EBay market risk premium is the additional return an investor will receive from holding EBay 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 EBay. 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 EBay's performance over market.
α0.14   β0.81
90 days against DJI

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

EBay Market Price Analysis

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

EBay Return and Market Media

The median price of EBay for the period between Fri, Dec 4, 2020 and Mon, Nov 29, 2021 is 62.77 with a coefficient of variation of 13.78. The daily time series for the period is distributed with a sample standard deviation of 8.77, arithmetic mean of 63.61, and mean deviation of 7.55. The Stock received a lot of media exposure during the period.
 Price Growth (%)  
      Timeline 
1
Sale by Thompson Pete of 2094 shares of EBay11/23/2020
2
Sale by Doerger Brian J of 3251 shares of EBay11/27/2020
3
Exercise or conversion by Cring Andrew John of 3125 shares o...12/15/2020
4
Exercise or conversion by Cring Andrew John of 4469 shares o...12/17/2020
5
Sale by Thompson Pete of 853 shares of EBay12/21/2020
6
EPS Estimate12/31/2020
7
Exercise or conversion by Cring Andrew John of 4924 shares o...01/19/2021
8
Financial Statements01/20/2021
9
Sale by Cring Andrew John of 9512 shares of EBay01/21/2021
10
Payment of 1292 shares by Thompson Pete of EBay subject to R...01/27/2021
11
Unclassified Event01/29/2021
12
EPS Reported02/03/2021
13
Sale by Cring Andrew John of 10355 shares of EBay02/10/2021
14
EBay exotic insider transaction detected02/11/2021
15
Payment of 2286 shares by Thompson Pete of EBay subject to R...02/12/2021
16
Exercise or conversion by Thompson Pete of 6222 shares of EB...02/17/2021
17
Sale by Thompson Pete of 2718 shares of EBay02/19/2021
18
Acquisition by Boone Cornelius of 27066 shares of EBay subje...03/17/2021
19
Sale by Thompson Pete of 23625 shares of EBay03/19/2021
20
Financial Statements03/24/2021
21
EPS Estimate03/31/2021
22
Acquisition by Cring Andrew John of 54211 shares of EBay sub...04/05/2021
23
Acquisition by Doerger Brian J of 27106 shares of EBay subje...04/06/2021
24
Exercise or conversion by Cring Andrew John of 4924 shares o...04/19/2021
25
EPS Reported04/28/2021
26
Acquisition by Perry Traquina of 596 shares of EBay subject ...05/04/2021
27
Financial Statements05/10/2021
28
Exercise or conversion by Iannone Jamie of 82242 shares of E...05/11/2021
29
Sale by Marie Huber of 28777 shares of EBay05/12/2021
30
Financial Statements05/17/2021
31
Sale by Thompson Pete of 2100 shares of EBay05/20/2021
32
Financial Statements06/21/2021
33
Sale by Thompson Pete of 856 shares of EBay06/22/2021
34
Financial Statements06/24/2021
35
Financial Statements06/25/2021
36
EPS Estimate06/30/2021
37
Financial Statements07/13/2021
38
Financial Statements07/14/2021
39
EBay Inc. gains 0.16 percent for July 15 - Equities.com07/15/2021
40
Acquisition by Perry Traquina of 472 shares of EBay subject ...07/29/2021
41
Acquisition by Perry Traquina of 472 shares of EBay subject ...08/03/2021
42
Payment of 60 shares by Iannone Jamie of EBay subject to Rul...08/04/2021
43
Other08/09/2021
44
EPS Reported08/11/2021
45
Sale by Doerger Brian J of 12616 shares of EBay08/18/2021
46
Sale by Thompson Pete of 2098 shares of EBay08/19/2021
47
Sale by Robert Swan of 40000 shares of EBay08/23/2021
48
EBay exotic insider transaction detected08/27/2021
49
Financial Statements08/31/2021
50
Sale by Doerger Brian J of 2862 shares of EBay09/01/2021
51
Equities Analysts Issue Forecasts for eBay Inc.s Q2 2022 Ear...09/10/2021
52
Exercise or conversion by Thompson Pete of 2258 shares of EB...09/17/2021
53
Sale by Thompson Pete of 1394 shares of EBay09/21/2021
54
EPS Estimate09/30/2021
55
EBay gains 1.19 percent for October 8 - Equities.com10/08/2021
56
Sale by Robert Swan of 20000 shares of EBay10/12/2021
57
EBay gains 0.30 percent for October 15 - Equities.com10/15/2021
58
Exercise or conversion by Marie Huber of 2462 shares of EBay...10/19/2021
59
EBay gains 5.75 percent in Active Trading on October 22 - Eq...10/22/2021
60
Sale by Robert Swan of 20000 shares of EBay10/26/2021
61
EPS Reported10/27/2021
62
Global supply chain shortages could be a good thing for eBay...11/02/2021
63
Acquisition by Perry Traquina of 354 shares of EBay subject ...11/03/2021
64
Sale by Logan Green of tradable shares of EBay11/05/2021
65
Purchase by Logan Green of tradable shares of EBay11/08/2021
66
Sale by Marie Huber of 8412 shares of EBay11/10/2021
67
Sale by Doerger Brian J of 14584 shares of EBay11/11/2021
68
Financial Statements11/15/2021
69
eBay 7 Questions with Tracy Lewis of Santas Ornament Shoppe ...11/18/2021
70
Sale by Kathleen Mitic of 4171 shares of EBay11/24/2021

About EBay 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in EBay Inc 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.
 2018 2019 2020 2021 (projected)
Long Term Debt to Equity1.222.352.172.34
Interest Coverage13.3111.969.19.34

EBay Upcoming Company Events

As portrayed in its financial statements, the presentation of EBay's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, EBay's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of EBay's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of EBay. Please utilize our Beneish M Score to check the likelihood of EBay's management manipulating its earnings.
Upcoming Quarterly Report2nd of February 2022
Next Earnings Report27th of April 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End2nd of February 2022
Last Quarter Report30th of September 2021
Last Earning Announcement31st of December 2020

Build Portfolio with EBay

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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Continue to EBay Backtesting, EBay Valuation, EBay Correlation, EBay Hype Analysis, EBay Volatility, EBay History and analyze EBay Performance. Note that the EBay Inc information on this page should be used as a complementary analysis to other EBay'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 Piotroski F Score module to get Piotroski F Score based on binary analysis strategy of nine different fundamentals.

Complementary Tools for EBay Stock analysis

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