E2open Parent Holdings Stock Alpha and Beta Analysis
| ETWO Stock | USD 3.06 0.04 1.29% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as E2open Parent Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in E2open Parent over a specified time horizon. Remember, high E2open Parent'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 E2open Parent's market risk premium analysis include:
Beta (0.26) | Alpha (0.41) | Risk 3.73 | Sharpe Ratio (0.14) | Expected Return (0.52) |
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.
E2open |
E2open Parent Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. E2open Parent market risk premium is the additional return an investor will receive from holding E2open Parent 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 E2open Parent. 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 E2open Parent's performance over market.| α | -0.41 | β | -0.26 |
E2open Parent 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 E2open Parent's Buy-and-hold return. Our buy-and-hold chart shows how E2open Parent performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.E2open Parent Market Price Analysis
Market price analysis indicators help investors to evaluate how E2open Parent stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading E2open Parent shares will generate the highest return on investment. By understating and applying E2open Parent stock market price indicators, traders can identify E2open Parent position entry and exit signals to maximize returns.
E2open Parent Return and Market Media
The median price of E2open Parent for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 3.41 with a coefficient of variation of 16.41. The daily time series for the period is distributed with a sample standard deviation of 0.6, arithmetic mean of 3.67, and mean deviation of 0.58. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | E2open Releases 2024 Forecasting and Inventory Benchmark Study Lessons from the Pandemic for Future Resilience | 10/02/2024 |
2 | E2open Parent Holdings, Inc.s Intrinsic Value Is Potentially 23 percent Below Its Share Price | 10/08/2024 |
3 | E2open shares plunge 24 percent as guidance disappoints, revenue falls short of estimates | 10/09/2024 |
4 | E2open stock price plunges after earnings report strategic review ongoing | 10/10/2024 |
5 | E2open Parent Holdings Second Quarter 2025 Earnings Misses Expectations | 10/11/2024 |
6 | E2open Parent Holdings Long-Term Growth Outlook Remains Intact - Seeking Alpha | 10/21/2024 |
7 | Disposition of 11261 shares by Marje Armstrong of E2open Parent subject to Rule 16b-3 | 11/01/2024 |
8 | Disposition of 6674 shares by Gregory Randolph of E2open Parent subject to Rule 16b-3 | 11/04/2024 |
9 | Vanguard Groups Strategic Acquisition of E2open Parent Holdings Shares | 11/05/2024 |
10 | Morgan Stanleys Strategic Reduction in E2open Parent Holdings Inc | 11/08/2024 |
11 | Disposition of 1209 shares by Andrew Appel of E2open Parent at 3.37 subject to Rule 16b-3 | 11/11/2024 |
12 | Disposition of 63450 shares by Susan Bennett of E2open Parent at 3.07 subject to Rule 16b-3 | 11/14/2024 |
13 | Disposition of 20786 shares by Pawan Joshi of E2open Parent at 4.86 subject to Rule 16b-3 | 11/19/2024 |
14 | FREIGHTOS AND E2OPEN COLLABORATE TO SIMPLIFY AIR CARGO BOOKINGS | 11/21/2024 |
About E2open Parent 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 E2open or other stocks. Alpha measures the amount that position in E2open Parent 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.
| 2010 | 2020 | 2022 | 2023 (projected) | Days Sales Outstanding | 137.13 | 137.38 | 100.41 | 95.67 | PTB Ratio | 0.69 | 1.03 | 0.75 | 0.87 |
E2open Parent Upcoming Company Events
As portrayed in its financial statements, the presentation of E2open Parent's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, E2open Parent's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of E2open Parent's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of E2open Parent. Please utilize our Beneish M Score to check the likelihood of E2open Parent's management manipulating its earnings.
| 6th of May 2024 Upcoming Quarterly Report | View | |
| 8th of July 2024 Next Financial Report | View | |
| 29th of February 2024 Next Fiscal Quarter End | View | |
| 6th of May 2024 Next Fiscal Year End | View | |
| 30th of November 2023 Last Quarter Report | View | |
| 28th of February 2023 Last Financial Announcement | View |
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Check out E2open Parent Backtesting, E2open Parent Valuation, E2open Parent Correlation, E2open Parent Hype Analysis, E2open Parent Volatility, E2open Parent History and analyze E2open Parent Performance. You can also try the Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.
E2open Parent 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.