Estee Lauder Companies Stock Alpha and Beta Analysis
| EL Stock | USD 73.96 0.78 1.07% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Estee Lauder Companies. It also helps investors analyze the systematic and unsystematic risks associated with investing in Estee Lauder over a specified time horizon. Remember, high Estee Lauder'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. Key technical indicators related to Estee Lauder's market risk premium analysis include:
Beta 0.83 | Alpha (0.42) | Risk 3.59 | Sharpe Ratio (0.08) | Expected Return (0.27) |
Estee Lauder Quarterly Cash And Equivalents |
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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.
Estee |
Estee Lauder Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Estee Lauder market risk premium is the additional return an investor will receive from holding Estee Lauder 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 Estee Lauder. 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 Estee Lauder's performance over market.| α | -0.42 | β | 0.83 |
Estee Lauder 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 Estee Lauder's Buy-and-hold return. Our buy-and-hold chart shows how Estee Lauder performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Estee Lauder Market Price Analysis
Market price analysis indicators help investors to evaluate how Estee Lauder stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Estee Lauder shares will generate the highest return on investment. By understating and applying Estee Lauder stock market price indicators, traders can identify Estee Lauder position entry and exit signals to maximize returns.
Estee Lauder Return and Market Media
The median price of Estee Lauder for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 88.0 with a coefficient of variation of 14.29. The daily time series for the period is distributed with a sample standard deviation of 11.98, arithmetic mean of 83.82, and mean deviation of 10.15. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Estee Lauder dividend paid on 16th of September 2024 | 09/16/2024 |
1 | Insider Trading | 11/07/2024 |
2 | No Guidance, Poor Result, And Management Shake Up Is Scaring Away Estee Lauder Investors | 11/08/2024 |
3 | Decoding Estee Lauder Coss Options Activity Whats the Big Picture | 11/13/2024 |
4 | Acquisition by Paul Fribourg of 59859 shares of Estee Lauder at 64.76 subject to Rule 16b-3 | 11/18/2024 |
5 | SHAREHOLDER ALERT Pomerantz Law Firm Investigates Claims On Behalf of Investors of The Este Lauder Companies Inc. - EL | 11/19/2024 |
6 | Hedge Fund and Insider Trading News Ken Griffin, Izzy Englander, D.E. Shaw, Citadel Investment Group, Estee Lauder Companies Inc , Benchmark Electronics Inc , a... | 11/20/2024 |
7 | Elf Beauty Hits Back Short-Seller Allegations Dismissed Amid Cosmetics Market Triumphs | 11/21/2024 |
8 | Kohls early Black Friday sales start today shop now to save up to 50 percent off | 11/22/2024 |
About Estee Lauder 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 Estee or other stocks. Alpha measures the amount that position in Estee Lauder Companies 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 | 2023 | 2024 (projected) | Dividend Yield | 0.009162 | 0.0132 | 0.025 | 0.0263 | Price To Sales Ratio | 5.17 | 4.42 | 2.42 | 2.08 |
Estee Lauder Upcoming Company Events
As portrayed in its financial statements, the presentation of Estee Lauder's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Estee Lauder's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Estee Lauder's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Estee Lauder. Please utilize our Beneish M Score to check the likelihood of Estee Lauder's management manipulating its earnings.
| 5th of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 16th of August 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of June 2023 Last Financial Announcement | View |
Build Portfolio with Estee Lauder
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Check out Estee Lauder Backtesting, Estee Lauder Valuation, Estee Lauder Correlation, Estee Lauder Hype Analysis, Estee Lauder Volatility, Estee Lauder History and analyze Estee Lauder Performance. You can also try the Crypto Correlations module to use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins.
Estee Lauder 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.