Equity Stock Alpha and Beta Analysis

EQR
 Stock
  

USD 72.32  0.89  1.22%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Equity Residential. It also helps investors analyze the systematic and unsystematic risks associated with investing in Equity Residential over a specified time horizon. Remember, high Equity Residential'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 Equity Residential Backtesting, Equity Residential Valuation, Equity Residential Correlation, Equity Residential Hype Analysis, Equity Residential Volatility, Equity Residential History and analyze Equity Residential Performance.
  
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Please note that although Equity Residential 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, Equity Residential did 0.31  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 Equity Residential stock's relative risk over its benchmark. Equity Residential has a beta of 0.77  . Let's try to break down what Equity's beta means in this case. As returns on the market increase, Equity Residential returns are expected to increase less than the market. However, during the bear market, the loss on holding Equity Residential will be expected to be smaller as well.
Equity Residential Book Value per Share is relatively stable at the moment as compared to the past year. Equity Residential reported last year Book Value per Share of 29.30. As of 06/28/2022, Enterprise Value over EBIT is likely to grow to 27.68, while Tangible Assets Book Value per Share are likely to drop 54.36.
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.

Equity Residential Quarterly Book Value per Share

28.798

Share

Equity Residential Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Equity Residential market risk premium is the additional return an investor will receive from holding Equity Residential 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 Equity Residential. 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 Equity Residential's performance over market.
α-0.31   β0.77
90 days against DJI

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

Equity Residential Market Price Analysis

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

Equity Residential Return and Market Media

The median price of Equity Residential for the period between Fri, Apr 29, 2022 and Tue, Jun 28, 2022 is 74.32 with a coefficient of variation of 6.53. The daily time series for the period is distributed with a sample standard deviation of 4.91, arithmetic mean of 75.14, and mean deviation of 3.53. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Equity Residential raised to Buy at Mizuho on rent growth ac...05/17/2022
2
Equity Residential exotic insider transaction detected05/18/2022
3
Equity Residential Price Target Cut to 78.50 by Analysts at ...05/25/2022
4
Stock market got you down Texas homeowners can take solace i...06/10/2022
5
Acquisition by Tahsinul Huque of 2764 shares of Equity Resid...06/21/2022
6
EPS Estimate06/24/2022

About Equity Residential 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 Equity Residential 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)
Accounts Payable Turnover22.9928.99
Receivables Turnover3.04 K3.02 K

Equity Residential Upcoming Company Events

As portrayed in its financial statements, the presentation of Equity Residential's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Equity Residential's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Equity Residential's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Equity Residential. Please utilize our Beneish M Score to check the likelihood of Equity Residential's management manipulating its earnings.
Upcoming Quarterly Report1st of February 2022
Next Financial Report26th of April 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 Equity Residential

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Continue to Equity Residential Backtesting, Equity Residential Valuation, Equity Residential Correlation, Equity Residential Hype Analysis, Equity Residential Volatility, Equity Residential History and analyze Equity Residential Performance. Note that the Equity Residential information on this page should be used as a complementary analysis to other Equity Residential'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 Crypto Correlations module to use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins.

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