Enterprise Stock Alpha and Beta Analysis

EPD
 Stock
  

USD 24.85  0.21  0.85%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Enterprise Products Partners. It also helps investors analyze the systematic and unsystematic risks associated with investing in Enterprise Products over a specified time horizon. Remember, high Enterprise Products' 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 Enterprise Products Backtesting, Enterprise Products Valuation, Enterprise Products Correlation, Enterprise Products Hype Analysis, Enterprise Products Volatility, Enterprise Products History and analyze Enterprise Products Performance.
  
Please note that although Enterprise Products 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, Enterprise Products did 0.12  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 Enterprise Products Partners stock's relative risk over its benchmark. Enterprise Products has a beta of 0.63  . Let's try to break down what Enterprise's beta means in this case. As returns on the market increase, Enterprise Products returns are expected to increase less than the market. However, during the bear market, the loss on holding Enterprise Products will be expected to be smaller as well.
Enterprise Products Enterprise Value over EBIT is projected to drop based on the last few years of reporting. The past year's Enterprise Value over EBIT was at 13.00. The current year Enterprise Value over EBITDA is expected to grow to 10.83, whereas Tangible Assets Book Value per Share are forecasted to decline to 26.52.
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

83.42 Billion

Enterprise Products Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Enterprise Products market risk premium is the additional return an investor will receive from holding Enterprise Products 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 Enterprise Products. 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 Enterprise Products' performance over market.
α-0.12   β0.63
90 days against NYA

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

Enterprise Products Market Price Analysis

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

Enterprise Products Return and Market Media

The median price of Enterprise Products for the period between Tue, Sep 6, 2022 and Mon, Dec 5, 2022 is 24.81 with a coefficient of variation of 3.08. The daily time series for the period is distributed with a sample standard deviation of 0.76, arithmetic mean of 24.79, and mean deviation of 0.53. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
The Zacks Analyst Blog Highlights Enterprise Products Partne...09/23/2022
2
Enterprise Products Partners L.P. Receives Consensus Rating ...09/29/2022
3
Enterprise Products Partners Buy For The 7.6 percent Yield, ...10/10/2022
4
Is a Beat in Store for Chesapeake Energy in Q3 Earnings - Na...10/26/2022
5
Enterprise Reports Results for Third Quarter 2022 - Marketsc...11/01/2022
6
Enterprise Products exotic insider transaction detected11/02/2022

About Enterprise Products 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 Enterprise or other stocks. Alpha measures the amount that position in Enterprise Products 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)
Book Value per Share11.3111.1311.6111.79
Asset Turnover0.550.430.620.66

Enterprise Products Upcoming Company Events

As portrayed in its financial statements, the presentation of Enterprise Products' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Enterprise Products' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Enterprise Products' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Enterprise Products. Please utilize our Beneish M Score to check the likelihood of Enterprise Products' management manipulating its earnings.
Upcoming Quarterly Report1st of February 2022
Next Financial Report2nd of May 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End1st of February 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with Enterprise Products

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.

Build Diversified Portfolios

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
Continue to Enterprise Products Backtesting, Enterprise Products Valuation, Enterprise Products Correlation, Enterprise Products Hype Analysis, Enterprise Products Volatility, Enterprise Products History and analyze Enterprise Products Performance. You can also try Focused Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.

Complementary Tools for analysis

When running Enterprise Products price analysis, check to measure Enterprise Products' 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 Enterprise Products is operating at the current time. Most of Enterprise Products' value examination focuses on studying past and present price action to predict the probability of Enterprise Products' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Enterprise Products' price. Additionally, you may evaluate how the addition of Enterprise Products to your portfolios can decrease your overall portfolio volatility.
Companies Directory
Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals
Go
Bollinger Bands
Use Bollinger Bands indicator to analyze target price for a given investing horizon
Go
Portfolio Rebalancing
Analyze risk-adjusted returns against different time horizons to find asset-allocation targets
Go
ETF Directory
Find actively traded Exchange Traded Funds (ETF) from around the world
Go
Efficient Frontier
Plot and analyze your portfolio and positions against risk-return landscape of the market.
Go
Stock Tickers
Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites
Go
Instant Ratings
Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance
Go
Probability Of Bankruptcy
Get analysis of equity chance of financial distress in the next 2 years
Go
CEO Directory
Screen CEOs from public companies around the world
Go
Enterprise Products 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 Enterprise Products technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Enterprise Products 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...