Emerson Stock Alpha and Beta Analysis


USD 0.59  0.04  6.35%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Emerson Radio Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Emerson Radio over a specified time horizon. Remember, high Emerson Radio'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.
Additionally, see Emerson Radio Backtesting, Emerson Radio Valuation, Emerson Radio Correlation, Emerson Radio Hype Analysis, Emerson Radio Volatility, Emerson Radio History and analyze Emerson Radio Performance.
Please note that although Emerson Radio 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, Emerson Radio did 0.07  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 Emerson Radio Corp stock's relative risk over its benchmark. Emerson Radio Corp has a beta of 0.16  . Let's try to break down what Emerson's beta means in this case. As returns on the market increase, Emerson Radio returns are expected to increase less than the market. However, during the bear market, the loss on holding Emerson Radio will be expected to be smaller as well.
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.

Emerson Radio Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Emerson Radio market risk premium is the additional return an investor will receive from holding Emerson Radio 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 Emerson Radio. 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 Emerson Radio's performance over market.
α-0.07   β0.16
90 days against DJI

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

Emerson Radio Market Price Analysis

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

Emerson Radio Return and Market Media

The median price of Emerson Radio for the period between Mon, Jun 27, 2022 and Sun, Sep 25, 2022 is 0.65 with a coefficient of variation of 4.06. The daily time series for the period is distributed with a sample standard deviation of 0.03, arithmetic mean of 0.66, and mean deviation of 0.02. The Stock received substential amount of media coverage during this period.
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About Emerson Radio 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 Emerson or other stocks. Alpha measures the amount that position in Emerson Radio Corp 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.

Emerson Radio Upcoming Company Events

As portrayed in its financial statements, the presentation of Emerson Radio's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Emerson Radio's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Emerson Radio's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Emerson Radio. Please utilize our Beneish M Score to check the likelihood of Emerson Radio's management manipulating its earnings.
Upcoming Quarterly Report15th of February 2022
Next Fiscal Quarter End31st of December 2021

Build Portfolio with Emerson Radio

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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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
Additionally, see Emerson Radio Backtesting, Emerson Radio Valuation, Emerson Radio Correlation, Emerson Radio Hype Analysis, Emerson Radio Volatility, Emerson Radio History and analyze Emerson Radio Performance. You can also try Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.

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Emerson Radio 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 Emerson Radio technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Emerson Radio 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...