Ecolab Inc Stock Alpha and Beta Analysis
| ECL Stock | USD 233.36 0.44 0.19% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ecolab Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ecolab over a specified time horizon. Remember, high Ecolab'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 Ecolab's market risk premium analysis include:
Beta (0.13) | Alpha 0.25 | Risk 1.38 | Sharpe Ratio 0.17 | Expected Return 0.23 |
Ecolab 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.
Ecolab |
Ecolab Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ecolab market risk premium is the additional return an investor will receive from holding Ecolab 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 Ecolab. 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 Ecolab's performance over market.| α | 0.25 | β | -0.13 |
Ecolab 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 Ecolab's Buy-and-hold return. Our buy-and-hold chart shows how Ecolab performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Ecolab Market Price Analysis
Market price analysis indicators help investors to evaluate how Ecolab stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Ecolab shares will generate the highest return on investment. By understating and applying Ecolab stock market price indicators, traders can identify Ecolab position entry and exit signals to maximize returns.
Ecolab Return and Market Media
The median price of Ecolab for the period between Thu, Feb 8, 2024 and Wed, May 8, 2024 is 222.98 with a coefficient of variation of 3.75. The daily time series for the period is distributed with a sample standard deviation of 8.3, arithmetic mean of 221.17, and mean deviation of 5.79. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Air Liquide Expands Biomethane Production in U.S. | 04/12/2024 |
| Ecolab dividend paid on 15th of April 2024 | 04/15/2024 |
2 | Heres What Wall St. Experts Are Saying About These Automakers Ahead Of Earnings | 04/22/2024 |
3 | Philips Receives FDA Warning Letter Regarding CT Systems | 04/26/2024 |
4 | Ecolab sells surgical business for nearly 1 billion | 04/30/2024 |
5 | Heres Why Ecolab is a Strong Growth Stock | 05/01/2024 |
6 | Ecolab declares 0.57 dividend | 05/02/2024 |
7 | Heres Why Ecolab is a Strong Momentum Stock | 05/03/2024 |
8 | Should You Invest in the First Trust Water ETF | 05/06/2024 |
About Ecolab 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 Ecolab or other stocks. Alpha measures the amount that position in Ecolab Inc 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.
| 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0145 | 0.0109 | 0.0161 | Price To Sales Ratio | 2.93 | 3.69 | 3.87 |
Ecolab Upcoming Company Events
As portrayed in its financial statements, the presentation of Ecolab's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Ecolab's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Ecolab's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Ecolab. Please utilize our Beneish M Score to check the likelihood of Ecolab's management manipulating its earnings.
| 13th of February 2024 Upcoming Quarterly Report | View | |
| 7th 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 Ecolab
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 Ecolab Backtesting, Ecolab Valuation, Ecolab Correlation, Ecolab Hype Analysis, Ecolab Volatility, Ecolab History and analyze Ecolab Performance. Note that the Ecolab Inc information on this page should be used as a complementary analysis to other Ecolab's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Economic Indicators module to top statistical indicators that provide insights into how an economy is performing.
Complementary Tools for Ecolab Stock analysis
When running Ecolab's price analysis, check to measure Ecolab'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 Ecolab is operating at the current time. Most of Ecolab's value examination focuses on studying past and present price action to predict the probability of Ecolab's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ecolab's price. Additionally, you may evaluate how the addition of Ecolab to your portfolios can decrease your overall portfolio volatility.
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Ecolab 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.