Eaton Vance Special Alpha and Beta Analysis
| EVSEXDelisted Fund | USD 23.30 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Eaton Vance Special. It also helps investors analyze the systematic and unsystematic risks associated with investing in Eaton Vance over a specified time horizon. Remember, high Eaton Vance'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 Eaton Vance's market risk premium analysis include:
Beta (0.15) | Alpha (0.09) | Risk 0.0 | Sharpe Ratio 0.0 | Expected Return 0.0 |
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.
Eaton |
Eaton Vance Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Eaton Vance market risk premium is the additional return an investor will receive from holding Eaton Vance 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 Eaton Vance. 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 Eaton Vance's performance over market.| α | -0.09 | β | -0.15 |
Eaton Vance Fundamentals Vs Peers
Comparing Eaton Vance's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze Eaton Vance's direct or indirect competition across all of the common fundamentals between Eaton Vance and the related equities. This way, we can detect undervalued stocks with similar characteristics as Eaton Vance or determine the mutual funds which would be an excellent addition to an existing portfolio. Peer analysis of Eaton Vance's fundamental indicators could also be used in its relative valuation, which is a method of valuing Eaton Vance by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Eaton Vance to competition |
| Fundamentals | Eaton Vance | Peer Average |
| Price To Earning | 23.86 X | 6.53 X |
| Price To Book | 2.52 X | 0.74 X |
| Price To Sales | 2.01 X | 0.61 X |
| One Year Return | (2.13) % | 4.15 % |
| Three Year Return | 5.89 % | 3.60 % |
| Five Year Return | 5.20 % | 3.24 % |
| Ten Year Return | 8.80 % | 1.79 % |
Eaton Vance Opportunities
Eaton Vance Return and Market Media
The Fund received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | The Demand Project prepares to walk against child sex trafficking - KOKI FOX 23 TULSA | 07/28/2023 |
2 | World Bank Halts New Funding to Uganda Over Anti-LGBTQ Laws - Bloomberg | 08/09/2023 |
3 | Former politician at centre of charity cash for sex probe as hes accused of stealing 100k to fund lavis... - The Irish Sun | 08/28/2023 |
4 | Sorry, Not Sorry Demi Lovato Says She Feels the Most Confident During Sex - Billboard | 09/20/2023 |
5 | The gay tax facing same-sex couples starting a family - BBC | 10/13/2023 |
About Eaton Vance 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 Eaton or other funds. Alpha measures the amount that position in Eaton Vance Special 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 Eaton Vance 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, Eaton Vance's short interest history, or implied volatility extrapolated from Eaton Vance options trading.
Build Portfolio with Eaton Vance
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 Investing Opportunities to better understand how to build diversified portfolios. Also, note that the market value of any mutual fund could be tightly coupled with the direction of predictive economic indicators such as signals in income. Note that the Eaton Vance Special information on this page should be used as a complementary analysis to other Eaton Vance'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 Sign In To Macroaxis module to sign in to explore Macroaxis' wealth optimization platform and fintech modules.
Other Consideration for investing in Eaton Mutual Fund
If you are still planning to invest in Eaton Vance Special check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the Eaton Vance's history and understand the potential risks before investing.
| Stocks Directory Find actively traded stocks across global markets | |
| Idea Analyzer Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas | |
| 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 | |
| Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings | |
| My Watchlist Analysis Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like | |
| Crypto Correlations Use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins | |
| Instant Ratings Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
| Funds Screener Find actively-traded funds from around the world traded on over 30 global exchanges |