Entertainment OTC Stock Alpha and Beta Analysis

EARI -  USA Stock  

USD 0.12  0.01  7.69%

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Entertainment Arts Research. It also helps investors analyze the systematic and unsystematic risks associated with investing in Entertainment Arts over a specified time horizon. Remember, high Entertainment Arts' 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.
Continue to Entertainment Arts Backtesting, Entertainment Arts Valuation, Entertainment Arts Correlation, Entertainment Arts Hype Analysis, Entertainment Arts Volatility, Entertainment Arts History and analyze Entertainment Arts Performance.

Entertainment Beta 

 
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Please note that although Entertainment Arts 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., DOW index.) So in this particular case, Entertainment Arts did 2.87  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 Entertainment Arts Research stock's relative risk over its benchmark. Entertainment Arts has a beta of 9.07  . Let's try to break down what Entertainment's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Entertainment Arts will likely underperform.
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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.

Entertainment Arts Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Entertainment Arts market risk premium is the additional return an investor will receive from holding Entertainment Arts 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 Entertainment Arts. 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 Entertainment Arts' performance over market.
α2.87   β9.07
90 days against DJI

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

Entertainment Arts Market Price Analysis

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

Entertainment Arts Return and Market Media

The median price of Entertainment Arts for the period between Sat, Jul 24, 2021 and Fri, Oct 22, 2021 is 0.12 with a coefficient of variation of 20.78. The daily time series for the period is distributed with a sample standard deviation of 0.03, arithmetic mean of 0.12, and mean deviation of 0.02. The Stock received some media coverage during the period.
 Price Growth (%)  
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About Entertainment Arts 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in Entertainment Arts 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.

Entertainment Arts Investors Sentiment

The influence of Entertainment Arts' investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Entertainment. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.

Current Sentiment - EARI

Entertainment Arts Investor Sentiment

Macroaxis portfolio users are insensible in their opinion about investing in Entertainment Arts Research. What is your opinion about investing in Entertainment Arts Research? Are you bullish or bearish?
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Continue to Entertainment Arts Backtesting, Entertainment Arts Valuation, Entertainment Arts Correlation, Entertainment Arts Hype Analysis, Entertainment Arts Volatility, Entertainment Arts History and analyze Entertainment Arts Performance. Note that the Entertainment Arts information on this page should be used as a complementary analysis to other Entertainment Arts' 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 Volatility Analysis module to get historical volatility and risk analysis based on latest market data.

Complementary Tools for Entertainment OTC Stock analysis

When running Entertainment Arts price analysis, check to measure Entertainment Arts' 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 Entertainment Arts is operating at the current time. Most of Entertainment Arts' value examination focuses on studying past and present price action to predict the probability of Entertainment Arts' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Entertainment Arts' price. Additionally, you may evaluate how the addition of Entertainment Arts to your portfolios can decrease your overall portfolio volatility.
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Entertainment Arts technical otc 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 Entertainment Arts technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Entertainment Arts 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...