Ecoark Stock Alpha and Beta Analysis

ZEST -  USA Stock  

USD 4.16  0.03  0.73%

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

Ecoark Beta 

 
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Please note that although Ecoark Holdings 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, Ecoark Holdings did 0.30  worse 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 Ecoark Holdings stock's relative risk over its benchmark. Ecoark Holdings has a beta of 1.07  . Let's try to break down what Ecoark's beta means in this case. Ecoark Holdings returns are very sensitive to returns on the market. As the market goes up or down, Ecoark Holdings is expected to follow.
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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.

Ecoark Holdings Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ecoark Holdings market risk premium is the additional return an investor will receive from holding Ecoark Holdings 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 Ecoark Holdings. 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 Ecoark Holdings' performance over market.
α-0.3   β1.07
90 days against DJI

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

Ecoark Holdings Market Price Analysis

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

Ecoark Holdings Return and Market Media

The median price of Ecoark Holdings for the period between Mon, Jul 26, 2021 and Sun, Oct 24, 2021 is 4.7 with a coefficient of variation of 10.01. The daily time series for the period is distributed with a sample standard deviation of 0.48, arithmetic mean of 4.76, and mean deviation of 0.39. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Disposition of 672499 shares by Peter Mehring of Ecoark Hold...08/09/2021
2
Acquisition or disposition of Ecoark Holdings securities by ...09/02/2021
3
Ecoark and Zest Labs File Complaint Against Deloitte to Reco...09/21/2021
4
Acquisition by Gary Metzger of 8298 shares of Ecoark Holding...10/04/2021
5
Acquisition by Peter Mehring of 63996 shares of Ecoark Holdi...10/12/2021
6
Nepsis, Inc. Buys Ecoark Holdi - GuruFocus.com10/13/2021

About Ecoark Holdings 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 Ecoark Holdings 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.

Ecoark Holdings Investors Sentiment

The influence of Ecoark Holdings' 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 Ecoark. 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 - ZEST

Ecoark Holdings Investor Sentiment

Macroaxis portfolio users are unemotional in their take regarding investing in Ecoark Holdings. What is your opinion about investing in Ecoark Holdings? Are you bullish or bearish?
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Check out Ecoark Holdings Backtesting, Ecoark Holdings Valuation, Ecoark Holdings Correlation, Ecoark Holdings Hype Analysis, Ecoark Holdings Volatility, Ecoark Holdings History and analyze Ecoark Holdings Performance. Note that the Ecoark Holdings information on this page should be used as a complementary analysis to other Ecoark Holdings' 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 Focused Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.

Complementary Tools for Ecoark Stock analysis

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