Epr Properties Stock Alpha and Beta Analysis
| EPR Stock | USD 40.14 0.09 0.22% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as EPR Properties. It also helps investors analyze the systematic and unsystematic risks associated with investing in EPR Properties over a specified time horizon. Remember, high EPR Properties' 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 EPR Properties' market risk premium analysis include:
Beta 1.04 | Alpha (0.28) | Risk 1.2 | Sharpe Ratio (0.12) | Expected Return (0.15) |
EPR Properties Quarterly Cash And Equivalents |
|
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.
EPR |
EPR Properties Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. EPR Properties market risk premium is the additional return an investor will receive from holding EPR Properties 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 EPR Properties. 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 EPR Properties' performance over market.| α | -0.28 | β | 1.04 |
EPR Properties 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 EPR Properties' Buy-and-hold return. Our buy-and-hold chart shows how EPR Properties performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.EPR Properties Market Price Analysis
Market price analysis indicators help investors to evaluate how EPR Properties stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading EPR Properties shares will generate the highest return on investment. By understating and applying EPR Properties stock market price indicators, traders can identify EPR Properties position entry and exit signals to maximize returns.
EPR Properties Return and Market Media
The median price of EPR Properties for the period between Fri, Jan 19, 2024 and Thu, Apr 18, 2024 is 41.89 with a coefficient of variation of 3.33. The daily time series for the period is distributed with a sample standard deviation of 1.4, arithmetic mean of 42.17, and mean deviation of 1.04. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Jump Financial LLC Acquires Shares of 28050 EPR Properties - MarketBeat | 02/05/2024 |
| EPR Properties dividend paid on 15th of February 2024 | 02/15/2024 |
2 | Acquisition by Gregory Zimmerman of 49097 shares of EPR Properties subject to Rule 16b-3 | 02/23/2024 |
3 | EPR Properties turns in strong Q4 earnings, issues solid 2024 guidance | 02/28/2024 |
4 | EPR Properties Releases FY 2024 Earnings Guidance | 03/01/2024 |
5 | EPR Properties Q4 2023 Earnings Call Transcript | 03/05/2024 |
6 | These 2 Little-Known Stocks Could Be Long-Term Home Runs for Patient Investors | 03/07/2024 |
| EPR Properties dividend paid on 15th of March 2024 | 03/15/2024 |
7 | Experiential Investments These REITs Rides the Wave of Millennial and Gen Z Trends | 03/18/2024 |
8 | Cooper Financial Group Invests 219000 in EPR Properties - Defense World | 03/26/2024 |
9 | These High-Quality REITs Yield Up to 8.1 | 04/01/2024 |
10 | Interested In AGNC Investments Big-Time Monthly Dividend Check Out These Lower Risk Alternatives First. | 04/03/2024 |
11 | Georgias Vogtle Plant Could Be the Beginningor the Endof Americas New Nuclear Era | 04/09/2024 |
| EPR Properties dividend paid on 15th of April 2024 | 04/15/2024 |
12 | Arizona State Retirement System Sells 378 Shares of EPR Properties - Defense World | 04/16/2024 |
About EPR Properties 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 EPR or other stocks. Alpha measures the amount that position in EPR Properties 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0331 | 0.0939 | 0.0747 | 0.0881 | Price To Sales Ratio | 6.68 | 4.3 | 5.17 | 4.91 |
EPR Properties Upcoming Company Events
As portrayed in its financial statements, the presentation of EPR Properties' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, EPR Properties' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of EPR Properties' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of EPR Properties. Please utilize our Beneish M Score to check the likelihood of EPR Properties' management manipulating its earnings.
| 28th of February 2024 Upcoming Quarterly Report | View | |
| 24th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 28th 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 EPR Properties
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 EPR Properties Backtesting, EPR Properties Valuation, EPR Properties Correlation, EPR Properties Hype Analysis, EPR Properties Volatility, EPR Properties History and analyze EPR Properties Performance. To learn how to invest in EPR Stock, please use our How to Invest in EPR Properties guide.You can also try the Sync Your Broker module to sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors..
Complementary Tools for EPR Stock analysis
When running EPR Properties' price analysis, check to measure EPR Properties' 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 EPR Properties is operating at the current time. Most of EPR Properties' value examination focuses on studying past and present price action to predict the probability of EPR Properties' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move EPR Properties' price. Additionally, you may evaluate how the addition of EPR Properties to your portfolios can decrease your overall portfolio volatility.
| Price Exposure Probability Analyze equity upside and downside potential for a given time horizon across multiple markets | |
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
| FinTech Suite Use AI to screen and filter profitable investment opportunities | |
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm | |
| Idea Analyzer Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas |
EPR Properties 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.