Equity Stock Alpha and Beta Analysis

EQR Stock  USD 64.80  0.87  1.36%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Equity Residential. It also helps investors analyze the systematic and unsystematic risks associated with investing in Equity Residential over a specified time horizon. Remember, high Equity Residential'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.
Check out Equity Residential Backtesting, Equity Residential Valuation, Equity Residential Correlation, Equity Residential Hype Analysis, Equity Residential Volatility, Equity Residential History and analyze Equity Residential Performance. To learn how to invest in Equity Stock, please use our How to Invest in Equity Residential guide.
Please note that although Equity Residential alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, Equity Residential did 0.09  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Equity Residential stock's relative risk over its benchmark. Equity Residential has a beta of 0.97  . Let's try to break down what Equity's beta means in this case. Equity Residential returns are very sensitive to returns on the market. As the market goes up or down, Equity Residential is expected to follow.
Equity Residential Book Value per Share is relatively stable at the moment as compared to the past year. Equity Residential reported last year Book Value per Share of 29.70. As of 06/08/2023, Enterprise Value over EBIT is likely to grow to 29.21, while Tangible Assets Book Value per Share are likely to drop 52.73.
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.

Equity Residential Quarterly Book Value per Share


Equity Residential Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Equity Residential market risk premium is the additional return an investor will receive from holding Equity Residential 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 Equity Residential. 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 Equity Residential's performance over market.
α0.09   β0.97
90 days against NYA

Equity Residential 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 Equity Residential's Buy-and-hold return. Our buy-and-hold chart shows how Equity Residential performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Equity Residential Market Price Analysis

Market price analysis indicators help investors to evaluate how Equity Residential stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Equity Residential shares will generate the highest return on investment. By understating and applying Equity Residential stock market price indicators, traders can identify Equity Residential position entry and exit signals to maximize returns.

Equity Residential Return and Market Media

The median price of Equity Residential for the period between Fri, Mar 10, 2023 and Thu, Jun 8, 2023 is 60.8 with a coefficient of variation of 3.69. The daily time series for the period is distributed with a sample standard deviation of 2.23, arithmetic mean of 60.46, and mean deviation of 1.75. The Stock received a lot of media exposure during the period.
 Price Growth (%)  

About Equity Residential 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 Equity or other stocks. Alpha measures the amount that position in Equity Residential 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.
 2020 2022 2023 (projected)
Long Term Debt to Equity0.760.660.96
Interest Coverage2.142.82.29

Equity Residential Upcoming Company Events

As portrayed in its financial statements, the presentation of Equity Residential's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Equity Residential's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Equity Residential's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Equity Residential. Please utilize our Beneish M Score to check the likelihood of Equity Residential's management manipulating its earnings.
25th of July 2023
Upcoming Quarterly Report
24th of October 2023
Next Financial Report
30th of June 2023
Next Fiscal Quarter End
8th of February 2024
Next Fiscal Year End
31st of March 2023
Last Quarter Report
31st of December 2022
Last Financial Announcement

Build Portfolio with Equity Residential

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.

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Check out Equity Residential Backtesting, Equity Residential Valuation, Equity Residential Correlation, Equity Residential Hype Analysis, Equity Residential Volatility, Equity Residential History and analyze Equity Residential Performance. To learn how to invest in Equity Stock, please use our How to Invest in Equity Residential guide. You can also try the Money Managers module to screen money managers from public funds and ETFs managed around the world.

Complementary Tools for Equity Stock analysis

When running Equity Residential's price analysis, check to measure Equity Residential'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 Equity Residential is operating at the current time. Most of Equity Residential's value examination focuses on studying past and present price action to predict the probability of Equity Residential's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Equity Residential's price. Additionally, you may evaluate how the addition of Equity Residential to your portfolios can decrease your overall portfolio volatility.
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Equity Residential 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.
A focus of Equity Residential technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Equity Residential trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...