EOG Resources (Brazil) Alpha and Beta Analysis
| E1OG34 Stock | BRL 378.86 8.02 2.07% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as EOG Resources. It also helps investors analyze the systematic and unsystematic risks associated with investing in EOG Resources over a specified time horizon. Remember, high EOG Resources' 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 EOG Resources' market risk premium analysis include:
Beta 0.13 | Alpha 0.16 | Risk 2.01 | Sharpe Ratio 0.0905 | Expected Return 0.18 |
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.
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EOG Resources Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. EOG Resources market risk premium is the additional return an investor will receive from holding EOG Resources 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 EOG Resources. 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 EOG Resources' performance over market.| α | 0.16 | β | 0.13 |
EOG Resources 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 EOG Resources' Buy-and-hold return. Our buy-and-hold chart shows how EOG Resources performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.EOG Resources Market Price Analysis
Market price analysis indicators help investors to evaluate how EOG Resources stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading EOG Resources shares will generate the highest return on investment. By understating and applying EOG Resources stock market price indicators, traders can identify EOG Resources position entry and exit signals to maximize returns.
EOG Resources Return and Market Media
The median price of EOG Resources for the period between Mon, Sep 23, 2024 and Sun, Dec 22, 2024 is 361.12 with a coefficient of variation of 5.66. The daily time series for the period is distributed with a sample standard deviation of 20.66, arithmetic mean of 365.35, and mean deviation of 16.13. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About EOG Resources 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 EOG or other stocks. Alpha measures the amount that position in EOG Resources 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 EOG Resources 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, EOG Resources' short interest history, or implied volatility extrapolated from EOG Resources options trading.
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Additional Information and Resources on Investing in EOG Stock
When determining whether EOG Resources is a strong investment it is important to analyze EOG Resources' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact EOG Resources' future performance. For an informed investment choice regarding EOG Stock, refer to the following important reports:Check out EOG Resources Backtesting, EOG Resources Valuation, EOG Resources Correlation, EOG Resources Hype Analysis, EOG Resources Volatility, EOG Resources History and analyze EOG Resources Performance. For information on how to trade EOG Stock refer to our How to Trade EOG Stock guide.You can also try the USA ETFs module to find actively traded Exchange Traded Funds (ETF) in USA.
EOG Resources 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.