Equity Commonwealth Preferred Stock Alpha and Beta Analysis
| EQC-PD Preferred Stock | USD 25.06 0.02 0.08% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Equity Commonwealth. It also helps investors analyze the systematic and unsystematic risks associated with investing in Equity Commonwealth over a specified time horizon. Remember, high Equity Commonwealth'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 Equity Commonwealth's market risk premium analysis include:
Beta 0.12 | Alpha (0) | Risk 0.44 | Sharpe Ratio 0.0079 | Expected Return 0.0035 |
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.
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Equity Commonwealth Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Equity Commonwealth market risk premium is the additional return an investor will receive from holding Equity Commonwealth 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 Commonwealth. 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 Commonwealth's performance over market.| α | -0.0031 | β | 0.12 |
Equity Commonwealth 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 Commonwealth's Buy-and-hold return. Our buy-and-hold chart shows how Equity Commonwealth performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Equity Commonwealth Market Price Analysis
Market price analysis indicators help investors to evaluate how Equity Commonwealth preferred 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 Commonwealth shares will generate the highest return on investment. By understating and applying Equity Commonwealth preferred stock market price indicators, traders can identify Equity Commonwealth position entry and exit signals to maximize returns.
Equity Commonwealth Return and Market Media
The median price of Equity Commonwealth for the period between Thu, Jan 25, 2024 and Wed, Apr 24, 2024 is 25.13 with a coefficient of variation of 0.46. The daily time series for the period is distributed with a sample standard deviation of 0.11, arithmetic mean of 25.14, and mean deviation of 0.08. The Preferred Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Equity Commonwealth 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 preferred stocks. Alpha measures the amount that position in Equity Commonwealth 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 Equity Commonwealth 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, Equity Commonwealth's short interest history, or implied volatility extrapolated from Equity Commonwealth options trading.
Build Portfolio with Equity Commonwealth
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 Equity Commonwealth Backtesting, Equity Commonwealth Valuation, Equity Commonwealth Correlation, Equity Commonwealth Hype Analysis, Equity Commonwealth Volatility, Equity Commonwealth History and analyze Equity Commonwealth Performance. For information on how to trade Equity Preferred Stock refer to our How to Trade Equity Preferred Stock guide.Note that the Equity Commonwealth information on this page should be used as a complementary analysis to other Equity Commonwealth'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 Insider Screener module to find insiders across different sectors to evaluate their impact on performance.
Complementary Tools for Equity Preferred Stock analysis
When running Equity Commonwealth's price analysis, check to measure Equity Commonwealth'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 Commonwealth is operating at the current time. Most of Equity Commonwealth's value examination focuses on studying past and present price action to predict the probability of Equity Commonwealth'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 Commonwealth's price. Additionally, you may evaluate how the addition of Equity Commonwealth to your portfolios can decrease your overall portfolio volatility.
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Equity Commonwealth technical preferred 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, preferred stock market cycles, or different charting patterns.