Etsy Stock Alpha and Beta Analysis

ETSY -  USA Stock  

USD 86.62  5.46  5.93%

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Etsy Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Etsy over a specified time horizon. Remember, high Etsy'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 Etsy Backtesting, Etsy Valuation, Etsy Correlation, Etsy Hype Analysis, Etsy Volatility, Etsy History and analyze Etsy Performance.
  
Refresh
Please note that although Etsy 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, Etsy did 0.18  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 Etsy Inc stock's relative risk over its benchmark. Etsy Inc has a beta of 3.05  . Let's try to break down what Etsy'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, Etsy will likely underperform.
Etsy Enterprise Value over EBIT is fairly stable at the moment as compared to the past year. Etsy reported Enterprise Value over EBIT of 61.00 in 2021. Price to Book Value is likely to rise to 47.64 in 2022, whereas Book Value per Share is likely to drop 4.51 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.

Etsy Quarterly Book Value per Share

5.323

Share

Etsy Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Etsy market risk premium is the additional return an investor will receive from holding Etsy 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 Etsy. 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 Etsy's performance over market.
α-0.18   β3.05
90 days against DJI

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

Etsy Market Price Analysis

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

Etsy Return and Market Media

The median price of Etsy for the period between Wed, Feb 16, 2022 and Tue, May 17, 2022 is 125.47 with a coefficient of variation of 17.69. The daily time series for the period is distributed with a sample standard deviation of 21.75, arithmetic mean of 122.96, and mean deviation of 18.37. The Stock received a lot of media exposure during the period.
 Price Growth (%)  
      Timeline 
1
CF Industries Holdings Takes Over 3 Spot From Etsy - Nasdaq02/22/2022
2
EPS Reported02/24/2022
3
Exercise or conversion by Josh Silverman of 38300 shares of ...03/03/2022
4
Sale by Rachel Glaser of 203 shares of Etsy03/17/2022
5
Tesla in Right Place at Right Time as Investors Look Past Ri...03/22/2022
6
2 Top Growth Stocks to Buy Today - The Motley Fool Canada03/30/2022
7
EPS Estimate03/31/2022
8
Exercise or conversion by Buckley Merilee of 155 shares of E...04/05/2022
9
Why Peter Lynch Would Love Etsy - The Motley Fool04/07/2022
10
The Zacks Analyst Blog Highlights Amazon, Target, Walmart, E...04/12/2022
11
3 Struggling Stocks to Buy at a Discount - Nasdaq04/19/2022
12
Etsy Fantastic Business But Not A Fantastic Investment - See...04/26/2022
13
Exercise or conversion by Josh Silverman of 20850 shares of ...04/29/2022
14
Amazons rout spotlights gloomy forecast for e-commerce stock...05/02/2022
15
EPS Reported05/04/2022
16
US stocks fall as Fed quagmire grips investors - Al Jazeera ...05/05/2022
17
Exercise or conversion by Josh Silverman of 20850 shares of ...05/13/2022
18
Etsy, Inc. CEO Josh Silverman Presents at Needhams 17th Annu...05/16/2022

About Etsy 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 Etsy 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.
 2019 2020 2021 2022 (projected)
Long Term Debt to Equity2.061.491.341.45
Interest Coverage7.9812.1410.9311.79

Etsy Upcoming Company Events

As portrayed in its financial statements, the presentation of Etsy's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Etsy's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Etsy's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Etsy. Please utilize our Beneish M Score to check the likelihood of Etsy's management manipulating its earnings.
Upcoming Quarterly Report24th of February 2022
Next Financial Report4th of May 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End24th of February 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with Etsy

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 Etsy Backtesting, Etsy Valuation, Etsy Correlation, Etsy Hype Analysis, Etsy Volatility, Etsy History and analyze Etsy Performance. Note that the Etsy Inc information on this page should be used as a complementary analysis to other Etsy'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 Pattern Recognition module to use different Pattern Recognition models to time the market across multiple global exchanges.

Complementary Tools for Etsy Stock analysis

When running Etsy Inc price analysis, check to measure Etsy'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 Etsy is operating at the current time. Most of Etsy's value examination focuses on studying past and present price action to predict the probability of Etsy's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Etsy's price. Additionally, you may evaluate how the addition of Etsy to your portfolios can decrease your overall portfolio volatility.
Portfolio Volatility
Check portfolio volatility and analyze historical return density to properly model market risk
Go
Portfolio Suggestion
Get suggestions outside of your existing asset allocation including your own model portfolios
Go
Portfolio Optimization
Compute new portfolio that will generate highest expected return given your specified tolerance for risk
Go
Aroon Oscillator
Analyze current equity momentum using Aroon Oscillator and other momentum ratios
Go
ETF Directory
Find actively traded Exchange Traded Funds (ETF) from around the world
Go
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
Shere Portfolio
Track or share privately all of your investments from the convenience of any device
Go
Etsy 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 Etsy technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Etsy 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...