Enterprise Bancorp Stock Alpha and Beta Analysis
EBTC Stock | USD 25.97 0.10 0.39% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Enterprise Bancorp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Enterprise Bancorp over a specified time horizon. Remember, high Enterprise Bancorp'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 Enterprise Bancorp's market risk premium analysis include:
Beta 2.08 | Alpha (0.62) | Risk 1.88 | Sharpe Ratio (0.18) | Expected Return (0.34) |
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.
Enterprise |
Enterprise Bancorp Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Enterprise Bancorp market risk premium is the additional return an investor will receive from holding Enterprise Bancorp 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 Enterprise Bancorp. 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 Enterprise Bancorp's performance over market.α | -0.62 | β | 2.08 |
Enterprise Bancorp 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 Enterprise Bancorp's Buy-and-hold return. Our buy-and-hold chart shows how Enterprise Bancorp performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Enterprise Bancorp Market Price Analysis
Market price analysis indicators help investors to evaluate how Enterprise Bancorp stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Enterprise Bancorp shares will generate the highest return on investment. By understating and applying Enterprise Bancorp stock market price indicators, traders can identify Enterprise Bancorp position entry and exit signals to maximize returns.
Enterprise Bancorp Return and Market Media
The median price of Enterprise Bancorp for the period between Sat, Dec 30, 2023 and Fri, Mar 29, 2024 is 27.51 with a coefficient of variation of 8.05. The daily time series for the period is distributed with a sample standard deviation of 2.25, arithmetic mean of 27.95, and mean deviation of 1.79. The Stock received substential amount of media coverage during this period. Price Growth (%) |
Timeline |
1 | Payment of 140 shares by Chester Szablak of Enterprise Bancorp subject to Rule 16b-3 | 01/29/2024 |
2 | Disposition of 3117 shares by George Duncan of Enterprise Bancorp at 20.29 subject to Rule 16b-3 | 02/15/2024 |
3 | Disposition of 78 shares by Richard Main of Enterprise Bancorp subject to Rule 16b-3 | 02/20/2024 |
4 | Disposition of 3476 shares by John Clancy of Enterprise Bancorp at 20.29 subject to Rule 16b-3 | 02/26/2024 |
5 | Disposition of 120000 shares by Ken Ansin of Enterprise Bancorp at 25.25 subject to Rule 16b-3 | 02/27/2024 |
6 | Acquisition by Joseph Lussier of 1320 shares of Enterprise Bancorp at 26.49 subject to Rule 16b-3 | 02/28/2024 |
7 | Disposition of 1203 shares by Brian Bullock of Enterprise Bancorp at 20.29 subject to Rule 16b-3 | 02/29/2024 |
Enterprise Bancorp dividend paid on 1st of March 2024 | 03/01/2024 |
8 | Disposition of 1203 shares by Steven Larochelle of Enterprise Bancorp at 20.29 subject to Rule 16b-3 | 03/05/2024 |
9 | Disposition of 1203 shares by Chester Szablak of Enterprise Bancorp at 20.29 subject to Rule 16b-3 | 03/07/2024 |
10 | Disposition of 1083 shares by Stephen Irish of Enterprise Bancorp at 20.29 subject to Rule 16b-3 | 03/08/2024 |
11 | Acquisition by Brian Bullock of 2209 shares of Enterprise Bancorp subject to Rule 16b-3 | 03/19/2024 |
12 | Trading With Integrated Risk Controls - Stock Traders Daily | 03/21/2024 |
13 | Enterprise Bancorp Director Steps Down, Board Size Reduced - TipRanks.com - TipRanks | 03/26/2024 |
About Enterprise Bancorp 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 Enterprise or other stocks. Alpha measures the amount that position in Enterprise Bancorp 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) | Price Earnings Ratio | 12.79 | 10.0 | 10.36 | 9.84 | Short Term Coverage Ratios | 15.82 | 1.97 | 2.67 | 1.51 |
Enterprise Bancorp Upcoming Company Events
As portrayed in its financial statements, the presentation of Enterprise Bancorp's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Enterprise Bancorp's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Enterprise Bancorp's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Enterprise Bancorp. Please utilize our Beneish M Score to check the likelihood of Enterprise Bancorp's management manipulating its earnings.
23rd of April 2024 Upcoming Quarterly Report | View | |
31st of March 2024 Next Fiscal Quarter End | View |
Build Portfolio with Enterprise Bancorp
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 Enterprise Bancorp Backtesting, Enterprise Bancorp Valuation, Enterprise Bancorp Correlation, Enterprise Bancorp Hype Analysis, Enterprise Bancorp Volatility, Enterprise Bancorp History and analyze Enterprise Bancorp Performance. For information on how to trade Enterprise Stock refer to our How to Trade Enterprise Stock guide.You can also try the Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.
Complementary Tools for Enterprise Stock analysis
When running Enterprise Bancorp's price analysis, check to measure Enterprise Bancorp'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 Enterprise Bancorp is operating at the current time. Most of Enterprise Bancorp's value examination focuses on studying past and present price action to predict the probability of Enterprise Bancorp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Enterprise Bancorp's price. Additionally, you may evaluate how the addition of Enterprise Bancorp to your portfolios can decrease your overall portfolio volatility.
Economic Indicators Top statistical indicators that provide insights into how an economy is performing | |
ETF Categories List of ETF categories grouped based on various criteria, such as the investment strategy or type of investments | |
Equity Search Search for actively traded equities including funds and ETFs from over 30 global markets | |
Portfolio Comparator Compare the composition, asset allocations and performance of any two portfolios in your account | |
Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. | |
Portfolio Suggestion Get suggestions outside of your existing asset allocation including your own model portfolios | |
Fundamentals Comparison Compare fundamentals across multiple equities to find investing opportunities | |
Portfolio Analyzer Portfolio analysis module that provides access to portfolio diagnostics and optimization engine | |
Sectors List of equity sectors categorizing publicly traded companies based on their primary business activities | |
Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon | |
Sync Your Broker Sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors. |
Enterprise Bancorp 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.