Envela Corp (Germany) Alpha and Beta Analysis
| DGS Stock | EUR 6.70 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Envela Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Envela Corp over a specified time horizon. Remember, high Envela Corp'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 Envela Corp's market risk premium analysis include:
Beta (0.11) | Alpha 0.61 | Risk 2.2 | Sharpe Ratio 0.24 | Expected Return 0.54 |
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.
Envela |
Envela Corp Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Envela Corp market risk premium is the additional return an investor will receive from holding Envela Corp 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 Envela Corp. 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 Envela Corp's performance over market.| α | 0.61 | β | -0.11 |
Envela Corp 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 Envela Corp's Buy-and-hold return. Our buy-and-hold chart shows how Envela Corp performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Envela Corp Market Price Analysis
Market price analysis indicators help investors to evaluate how Envela Corp stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Envela Corp shares will generate the highest return on investment. By understating and applying Envela Corp stock market price indicators, traders can identify Envela Corp position entry and exit signals to maximize returns.
Envela Corp Return and Market Media
The median price of Envela Corp for the period between Mon, Sep 23, 2024 and Sun, Dec 22, 2024 is 4.78 with a coefficient of variation of 13.41. The daily time series for the period is distributed with a sample standard deviation of 0.69, arithmetic mean of 5.18, and mean deviation of 0.62. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Envela Corp 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 Envela or other stocks. Alpha measures the amount that position in Envela 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.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Envela Corp in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Envela Corp's short interest history, or implied volatility extrapolated from Envela Corp options trading.
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Additional Information and Resources on Investing in Envela Stock
When determining whether Envela Corp offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Envela Corp's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Envela Corp Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Envela Corp Stock:Check out Envela Corp Backtesting, Envela Corp Valuation, Envela Corp Correlation, Envela Corp Hype Analysis, Envela Corp Volatility, Envela Corp History and analyze Envela Corp Performance. For information on how to trade Envela Stock refer to our How to Trade Envela Stock guide.You can also try the Aroon Oscillator module to analyze current equity momentum using Aroon Oscillator and other momentum ratios.
Envela Corp 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.