Essential Stock Alpha and Beta Analysis


USD 23.26  0.19  0.82%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Essential Properties Realty. It also helps investors analyze the systematic and unsystematic risks associated with investing in Essential Properties over a specified time horizon. Remember, high Essential Properties' 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 Essential Properties Backtesting, Essential Properties Valuation, Essential Properties Correlation, Essential Properties Hype Analysis, Essential Properties Volatility, Essential Properties History and analyze Essential Properties Performance.
Please note that although Essential Properties 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, Essential Properties did 0.02624  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 Essential Properties Realty stock's relative risk over its benchmark. Essential Properties has a beta of 0.99  . Let's try to break down what Essential's beta means in this case. Essential Properties returns are very sensitive to returns on the market. As the market goes up or down, Essential Properties is expected to follow.
Essential Properties Enterprise Value over EBIT is comparatively stable at the moment as compared to the past year. Essential Properties reported Enterprise Value over EBIT of 35.00 in 2021. Enterprise Value over EBITDA is likely to gain to 23.67 in 2022, whereas Tangible Asset Value is likely to drop slightly above 2.9 B in 2022.
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

3.96 Billion

Essential Properties Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Essential Properties market risk premium is the additional return an investor will receive from holding Essential Properties 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 Essential Properties. 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 Essential Properties' performance over market.
α0.02624   β0.99
90 days against NYA

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

Essential Properties Market Price Analysis

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

Essential Properties Return and Market Media

The median price of Essential Properties for the period between Thu, Sep 8, 2022 and Wed, Dec 7, 2022 is 21.5 with a coefficient of variation of 6.34. The daily time series for the period is distributed with a sample standard deviation of 1.35, arithmetic mean of 21.26, and mean deviation of 1.17. The Stock received substential amount of media coverage during this period.
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About Essential Properties 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 Essential or other stocks. Alpha measures the amount that position in Essential Properties 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 Equity0.610.520.570.59
Interest Coverage2.622.33.733.02

Essential Properties Upcoming Company Events

As portrayed in its financial statements, the presentation of Essential Properties' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Essential Properties' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Essential Properties' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Essential Properties. Please utilize our Beneish M Score to check the likelihood of Essential Properties' management manipulating its earnings.
Upcoming Quarterly Report22nd of February 2022
Next Financial Report2nd of May 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End22nd of February 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with Essential Properties

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 Essential Properties Backtesting, Essential Properties Valuation, Essential Properties Correlation, Essential Properties Hype Analysis, Essential Properties Volatility, Essential Properties History and analyze Essential Properties Performance. You can also try Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.

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