Esco Technologies Stock Alpha and Beta Analysis
| ESE Stock | USD 109.08 0.92 0.85% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ESCO Technologies. It also helps investors analyze the systematic and unsystematic risks associated with investing in ESCO Technologies over a specified time horizon. Remember, high ESCO Technologies' 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 ESCO Technologies' market risk premium analysis include:
Beta 1.63 | Alpha (0.01) | Risk 1.6 | Sharpe Ratio 0.0705 | Expected Return 0.11 |
ESCO Technologies 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.
ESCO |
ESCO Technologies Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ESCO Technologies market risk premium is the additional return an investor will receive from holding ESCO Technologies 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 ESCO Technologies. 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 ESCO Technologies' performance over market.| α | -0.01 | β | 1.63 |
ESCO Technologies 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 ESCO Technologies' Buy-and-hold return. Our buy-and-hold chart shows how ESCO Technologies performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.ESCO Technologies Market Price Analysis
Market price analysis indicators help investors to evaluate how ESCO Technologies stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ESCO Technologies shares will generate the highest return on investment. By understating and applying ESCO Technologies stock market price indicators, traders can identify ESCO Technologies position entry and exit signals to maximize returns.
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ESCO Technologies Return and Market Media
The median price of ESCO Technologies for the period between Tue, Feb 20, 2024 and Mon, May 20, 2024 is 102.62 with a coefficient of variation of 2.89. The daily time series for the period is distributed with a sample standard deviation of 2.98, arithmetic mean of 103.04, and mean deviation of 2.37. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 900 shares by Leon Olivier of ESCO Technologies at 100.26 subject to Rule 16b-3 | 03/05/2024 |
2 | Shareholders Should Be Pleased With ESCO Technologies Inc.s Price | 03/06/2024 |
3 | Acquisition by Vinod Khilnani of 1805 shares of ESCO Technologies subject to Rule 16b-3 | 03/22/2024 |
| ESCO Technologies dividend paid on 1st of April 2024 | 04/01/2024 |
4 | Investing in ESCO Technologies five years ago would have delivered you a 48 percent gain | 04/09/2024 |
| ESCO Technologies dividend paid on 16th of April 2024 | 04/16/2024 |
5 | Acquisition by Robert Phillippy of tradable shares of ESCO Technologies subject to Rule 16b-3 | 04/17/2024 |
6 | Returns On Capital At ESCO Technologies Have Stalled | 04/24/2024 |
7 | Disposition of 5 shares by Gloria Valdez of ESCO Technologies subject to Rule 16b-3 | 04/30/2024 |
8 | Acquisition by Gloria Valdez of 5 shares of ESCO Technologies at 102.17 subject to Rule 16b-3 | 05/01/2024 |
9 | ESCO Technologies Non-GAAP EPS of 0.94 beats by 0.07, revenue of 249.1M misses by 1.37M | 05/09/2024 |
10 | ESCO Technologies declares 0.08 dividend | 05/10/2024 |
11 | Victory Capital Management Inc. Has 7.07 Million Position in ESCO Technologies Inc. - MarketBeat | 05/15/2024 |
About ESCO Technologies 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 ESCO or other stocks. Alpha measures the amount that position in ESCO Technologies 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 | 2024 (projected) | Dividend Yield | 0.004341 | 0.003062 | 0.003345 | Price To Sales Ratio | 2.22 | 2.82 | 2.66 |
ESCO Technologies Upcoming Company Events
As portrayed in its financial statements, the presentation of ESCO Technologies' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, ESCO Technologies' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of ESCO Technologies' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of ESCO Technologies. Please utilize our Beneish M Score to check the likelihood of ESCO Technologies' management manipulating its earnings.
| 8th of February 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 21st of November 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of September 2023 Last Financial Announcement | View |
Build Portfolio with ESCO Technologies
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 ESCO Technologies Backtesting, ESCO Technologies Valuation, ESCO Technologies Correlation, ESCO Technologies Hype Analysis, ESCO Technologies Volatility, ESCO Technologies History and analyze ESCO Technologies Performance. For information on how to trade ESCO Stock refer to our How to Trade ESCO Stock guide.You can also try the Portfolio Dashboard module to portfolio dashboard that provides centralized access to all your investments.
Complementary Tools for ESCO Stock analysis
When running ESCO Technologies' price analysis, check to measure ESCO Technologies' 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 ESCO Technologies is operating at the current time. Most of ESCO Technologies' value examination focuses on studying past and present price action to predict the probability of ESCO Technologies' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ESCO Technologies' price. Additionally, you may evaluate how the addition of ESCO Technologies to your portfolios can decrease your overall portfolio volatility.
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ESCO Technologies 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.