Enhabit Stock Alpha and Beta Analysis
| EHAB Stock | USD 7.73 0.11 1.44% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Enhabit. It also helps investors analyze the systematic and unsystematic risks associated with investing in Enhabit over a specified time horizon. Remember, high Enhabit'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 Enhabit's market risk premium analysis include:
Beta 1.31 | Alpha (0.25) | Risk 2.58 | Sharpe Ratio (0.01) | Expected Return (0.04) |
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.
Enhabit |
Enhabit Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Enhabit market risk premium is the additional return an investor will receive from holding Enhabit 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 Enhabit. 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 Enhabit's performance over market.| α | -0.25 | β | 1.31 |
Enhabit 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 Enhabit's Buy-and-hold return. Our buy-and-hold chart shows how Enhabit performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Enhabit Market Price Analysis
Market price analysis indicators help investors to evaluate how Enhabit stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Enhabit shares will generate the highest return on investment. By understating and applying Enhabit stock market price indicators, traders can identify Enhabit position entry and exit signals to maximize returns.
Enhabit Return and Market Media
The median price of Enhabit for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 7.6 with a coefficient of variation of 5.28. The daily time series for the period is distributed with a sample standard deviation of 0.4, arithmetic mean of 7.6, and mean deviation of 0.34. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Dylan Black of 14942 shares of Enhabit at 8.81 subject to Rule 16b-3 | 09/13/2024 |
2 | Vanguard Group Incs Strategic Reduction in Enhabit Inc Shares | 10/04/2024 |
3 | Acquisition by Bolton Jeffrey of 5267 shares of Enhabit at 7.12 subject to Rule 16b-3 | 10/10/2024 |
4 | Enhabit Inc Q3 2024 Everything You Need to Know Ahead of Earnings | 11/05/2024 |
5 | What To Expect From Enhabit Inc Q3 2024 Earnings | 11/06/2024 |
6 | Enhabit Non-GAAP EPS of 0.03, revenue of 253.6M | 11/07/2024 |
7 | Enhabit Faces Challenges Post-Spinoff but Remains Attractive | 11/08/2024 |
8 | Enhabit director Bolton Jeffrey buys 77,177 in common stock | 11/12/2024 |
9 | Acquisition by Lamonica Susan of 12702 shares of Enhabit at 11.81 subject to Rule 16b-3 | 11/18/2024 |
10 | Acquisition by Elson Charles M of 12702 shares of Enhabit at 11.81 subject to Rule 16b-3 | 11/26/2024 |
About Enhabit 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 Enhabit or other stocks. Alpha measures the amount that position in Enhabit 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 | 1.58 | 0.99 | 0.89 | 0.82 | Price To Sales Ratio | 0.0881 | 0.61 | 0.5 | 0.52 |
Enhabit Upcoming Company Events
As portrayed in its financial statements, the presentation of Enhabit's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Enhabit's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Enhabit's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Enhabit. Please utilize our Beneish M Score to check the likelihood of Enhabit's management manipulating its earnings.
| 13th of February 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 13th of February 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 Enhabit
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
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Check out Enhabit Backtesting, Enhabit Valuation, Enhabit Correlation, Enhabit Hype Analysis, Enhabit Volatility, Enhabit History and analyze Enhabit Performance. For information on how to trade Enhabit Stock refer to our How to Trade Enhabit Stock guide.You can also try the Sectors module to list of equity sectors categorizing publicly traded companies based on their primary business activities.
Enhabit 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.