Earthworks Industries Stock Alpha and Beta Analysis
| EAATF Stock | USD 0.14 0.04 22.22% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Earthworks Industries. It also helps investors analyze the systematic and unsystematic risks associated with investing in Earthworks Industries over a specified time horizon. Remember, high Earthworks Industries' 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 Earthworks Industries' market risk premium analysis include:
Beta 0.92 | Alpha (0.77) | Risk 4.18 | Sharpe Ratio (0.18) | Expected Return (0.75) |
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.
Earthworks |
Earthworks Industries Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Earthworks Industries market risk premium is the additional return an investor will receive from holding Earthworks Industries 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 Earthworks Industries. 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 Earthworks Industries' performance over market.| α | -0.77 | β | 0.92 |
Earthworks Industries 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 Earthworks Industries' Buy-and-hold return. Our buy-and-hold chart shows how Earthworks Industries performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Earthworks Industries Market Price Analysis
Market price analysis indicators help investors to evaluate how Earthworks Industries pink sheet reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Earthworks Industries shares will generate the highest return on investment. By understating and applying Earthworks Industries pink sheet market price indicators, traders can identify Earthworks Industries position entry and exit signals to maximize returns.
Earthworks Industries Return and Market Media
The median price of Earthworks Industries for the period between Fri, Jan 19, 2024 and Thu, Apr 18, 2024 is 0.24 with a coefficient of variation of 15.09. The daily time series for the period is distributed with a sample standard deviation of 0.03, arithmetic mean of 0.22, and mean deviation of 0.03. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Earthworks Industries 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 Earthworks or other pink sheets. Alpha measures the amount that position in Earthworks Industries 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.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Earthworks Industries in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Earthworks Industries' short interest history, or implied volatility extrapolated from Earthworks Industries options trading.
Build Portfolio with Earthworks Industries
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 Earthworks Industries Backtesting, Earthworks Industries Valuation, Earthworks Industries Correlation, Earthworks Industries Hype Analysis, Earthworks Industries Volatility, Earthworks Industries History and analyze Earthworks Industries Performance. You can also try the Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
Complementary Tools for Earthworks Pink Sheet analysis
When running Earthworks Industries' price analysis, check to measure Earthworks Industries' 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 Earthworks Industries is operating at the current time. Most of Earthworks Industries' value examination focuses on studying past and present price action to predict the probability of Earthworks Industries' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Earthworks Industries' price. Additionally, you may evaluate how the addition of Earthworks Industries to your portfolios can decrease your overall portfolio volatility.
| Portfolio Suggestion Get suggestions outside of your existing asset allocation including your own model portfolios | |
| Equity Analysis Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities | |
| ETFs Find actively traded Exchange Traded Funds (ETF) from around the world | |
| Technical Analysis Check basic technical indicators and analysis based on most latest market data | |
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
| Positions Ratings Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments | |
| Balance Of Power Check stock momentum by analyzing Balance Of Power indicator and other technical ratios |
Earthworks Industries technical pink sheet 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, pink sheet market cycles, or different charting patterns.