Enfusion Stock Alpha and Beta Analysis
| ENFN Stock | USD 10.02 0.11 1.09% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Enfusion. It also helps investors analyze the systematic and unsystematic risks associated with investing in Enfusion over a specified time horizon. Remember, high Enfusion'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 Enfusion's market risk premium analysis include:
Beta 1.19 | Alpha 0.18 | Risk 2.01 | Sharpe Ratio 0.18 | Expected Return 0.37 |
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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.
Enfusion |
Enfusion Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Enfusion market risk premium is the additional return an investor will receive from holding Enfusion 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 Enfusion. 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 Enfusion's performance over market.| α | 0.18 | β | 1.19 |
Enfusion 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 Enfusion's Buy-and-hold return. Our buy-and-hold chart shows how Enfusion performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Enfusion Market Price Analysis
Market price analysis indicators help investors to evaluate how Enfusion stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Enfusion shares will generate the highest return on investment. By understating and applying Enfusion stock market price indicators, traders can identify Enfusion position entry and exit signals to maximize returns.
Enfusion Return and Market Media
The median price of Enfusion for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 8.98 with a coefficient of variation of 6.72. The daily time series for the period is distributed with a sample standard deviation of 0.61, arithmetic mean of 9.01, and mean deviation of 0.47. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 18241 shares by Bronwen Bastone of Enfusion at 8.11 subject to Rule 16b-3 | 09/06/2024 |
2 | Enfusion Inc May Have Violated Securities Regulations And The Schall Law Firm Encourages Investor Participation In An Inquiry | 09/20/2024 |
3 | Enfusion Announces Date of Third Quarter 2024 Results | 10/03/2024 |
4 | Disposition of tradable shares by Bronwen Bastone of Enfusion at 8.1 subject to Rule 16b-3 | 10/07/2024 |
5 | Enfusion Announces Key Leadership Team Additions to Drive Client Success and Fuel Innovation | 10/10/2024 |
6 | Enfusion, Inc.s Stock Has Shown Weakness Lately But Financial Prospects Look Decent Is The Market Wrong | 10/21/2024 |
7 | Disposition of 674 shares by Matthew Campobasso of Enfusion at 8.95 subject to Rule 16b-3 | 10/22/2024 |
8 | F5 Networks Surpasses Q4 Earnings and Revenue Estimates | 10/28/2024 |
9 | Enfusion Inc Q3 2024 Everything You Need to Know Ahead of Earnings | 11/01/2024 |
10 | Heres What Key Metrics Tell Us About Enfusion Q3 Earnings | 11/04/2024 |
11 | Enfusion Inc Q3 2024 Earnings Call Highlights Strong Revenue Growth and Strategic ... | 11/05/2024 |
12 | Enfusion Third Quarter 2024 Earnings Misses Expectations | 11/06/2024 |
About Enfusion 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 Enfusion or other stocks. Alpha measures the amount that position in Enfusion 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 | 2023 | 2024 (projected) | Dividend Yield | 0.002391 | 0.002749 | 0.003434 | Price To Sales Ratio | 12.29 | 4.9 | 4.66 |
Enfusion Upcoming Company Events
As portrayed in its financial statements, the presentation of Enfusion's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Enfusion's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Enfusion's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Enfusion. Please utilize our Beneish M Score to check the likelihood of Enfusion's management manipulating its earnings.
| 5th of March 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 5th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Enfusion
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
Check out Enfusion Backtesting, Enfusion Valuation, Enfusion Correlation, Enfusion Hype Analysis, Enfusion Volatility, Enfusion History and analyze Enfusion Performance. To learn how to invest in Enfusion Stock, please use our How to Invest in Enfusion guide.You can also try the Commodity Channel module to use Commodity Channel Index to analyze current equity momentum.
Enfusion 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.