Endeavor Group Holdings Stock Alpha and Beta Analysis
| EDR Stock | USD 30.37 0.03 0.1% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Endeavor Group Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Endeavor Group over a specified time horizon. Remember, high Endeavor Group'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 Endeavor Group's market risk premium analysis include:
Beta 0.13 | Alpha 0.13 | Risk 0.57 | Sharpe Ratio 0.28 | Expected Return 0.16 |
Endeavor Group 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.
Endeavor |
Endeavor Group Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Endeavor Group market risk premium is the additional return an investor will receive from holding Endeavor Group 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 Endeavor Group. 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 Endeavor Group's performance over market.| α | 0.13 | β | 0.13 |
Endeavor Group 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 Endeavor Group's Buy-and-hold return. Our buy-and-hold chart shows how Endeavor Group performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Endeavor Group Market Price Analysis
Market price analysis indicators help investors to evaluate how Endeavor Group stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Endeavor Group shares will generate the highest return on investment. By understating and applying Endeavor Group stock market price indicators, traders can identify Endeavor Group position entry and exit signals to maximize returns.
Endeavor Group Return and Market Media
The median price of Endeavor Group for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 28.99 with a coefficient of variation of 2.89. The daily time series for the period is distributed with a sample standard deviation of 0.83, arithmetic mean of 28.71, and mean deviation of 0.7. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Egon Durban of 468105 shares of Endeavor Group subject to Rule 16b-3 | 09/06/2024 |
2 | Disposition of 27816 shares by Endeavor Executive Holdco, Llc of Endeavor Group subject to Rule 16b-3 | 09/20/2024 |
| Endeavor Group dividend paid on 30th of September 2024 | 09/30/2024 |
3 | Disposition of 48176 shares by Ariel Emanuel of Endeavor Group at 29.04 subject to Rule 16b-3 | 10/08/2024 |
4 | Sport Why bars and restaurants are shedding Sunday Ticket subscriptions | 10/17/2024 |
5 | 11/06/2024 |
6 | Compared to Estimates, Endeavor Q3 Earnings A Look at Key Metrics | 11/07/2024 |
7 | AMERIPRISE FINANCIAL INCs Strategic Reduction in Endeavor Group Holdings Inc | 11/14/2024 |
8 | LMR Partners LLP Acquires New Stake in Centurion Acquisition Corp | 11/15/2024 |
9 | Endeavor Group Now Covered by Analysts at StockNews.com | 11/18/2024 |
10 | Acquisition by Fawn Weaver of 6776 shares of Endeavor Group subject to Rule 16b-3 | 11/22/2024 |
11 | TKO Group Holdings to Participate in UBS Global Media Communications Conference | 11/25/2024 |
12 | fuboTV Q3 Earnings Leading The Media Pack | 11/29/2024 |
About Endeavor Group 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 Endeavor or other stocks. Alpha measures the amount that position in Endeavor Group Holdings 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 | 9.9E-4 | 0.005737 | 0.0176 | 0.00904 | Price To Sales Ratio | 1.82 | 1.2 | 1.19 | 1.13 |
Endeavor Group Upcoming Company Events
As portrayed in its financial statements, the presentation of Endeavor Group's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Endeavor Group's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Endeavor Group's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Endeavor Group. Please utilize our Beneish M Score to check the likelihood of Endeavor Group's management manipulating its earnings.
| 27th of February 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 27th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Additional Tools for Endeavor Stock Analysis
When running Endeavor Group's price analysis, check to measure Endeavor Group's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Endeavor Group is operating at the current time. Most of Endeavor Group's value examination focuses on studying past and present price action to predict the probability of Endeavor Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Endeavor Group's price. Additionally, you may evaluate how the addition of Endeavor Group to your portfolios can decrease your overall portfolio volatility.