Enterprise Financial Services Stock Alpha and Beta Analysis
| EFSC Stock | USD 37.95 0.08 0.21% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Enterprise Financial Services. It also helps investors analyze the systematic and unsystematic risks associated with investing in Enterprise Financial over a specified time horizon. Remember, high Enterprise Financial'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 Financial's market risk premium analysis include:
Beta 1.59 | Alpha (0.26) | Risk 1.86 | Sharpe Ratio (0.09) | Expected Return (0.17) |
Enterprise Value |
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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.
Enterprise |
Enterprise Financial Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Enterprise Financial market risk premium is the additional return an investor will receive from holding Enterprise Financial 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 Financial. 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 Financial's performance over market.| α | -0.26 | β | 1.59 |
Enterprise Financial 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 Financial's Buy-and-hold return. Our buy-and-hold chart shows how Enterprise Financial performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Enterprise Financial Market Price Analysis
Market price analysis indicators help investors to evaluate how Enterprise Financial 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 Financial shares will generate the highest return on investment. By understating and applying Enterprise Financial stock market price indicators, traders can identify Enterprise Financial position entry and exit signals to maximize returns.
Enterprise Financial Return and Market Media
The median price of Enterprise Financial for the period between Fri, Jan 19, 2024 and Thu, Apr 18, 2024 is 39.45 with a coefficient of variation of 3.74. The daily time series for the period is distributed with a sample standard deviation of 1.49, arithmetic mean of 39.92, and mean deviation of 1.18. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Enterprise Financial Services Corp Sees Significant Growth in Short Interest | 02/13/2024 |
2 | Disposition of 329 shares by Troy Dumlao of Enterprise Financial subject to Rule 16b-3 | 02/23/2024 |
3 | Acquisition by James Lally of 5857 shares of Enterprise Financial subject to Rule 16b-3 | 02/28/2024 |
4 | Endeavour Capital Advisors Inc. Makes New 1.87 Million Investment in Enterprise Financial Services Corp | 03/04/2024 |
5 | Mercer Global Advisors Inc. ADV Has 31.03 Million Stock Position in Eaton Co. plc | 03/07/2024 |
6 | PayPal appoints new Chief Enterprise Services Officer By Investing.com - Investing.com | 03/13/2024 |
7 | Disposition of 1325 shares by James Lally of Enterprise Financial at .52 subject to Rule 16b-3 | 03/20/2024 |
8 | Food delivery company MealPro buys Rancho Cordova office building | 03/25/2024 |
9 | Enterprise Financial Services Stock Passes Above 200 Day Moving Average of .90 - MarketBeat | 04/02/2024 |
10 | Insights Into Enterprise Financial Services Q1 Wall Street Projections for Key Metrics | 04/17/2024 |
About Enterprise Financial 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 Financial 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 | 0.0161 | 0.0206 | 0.0246 | 0.0259 | Price To Sales Ratio | 3.79 | 3.88 | 24.28 | 25.49 |
Enterprise Financial Upcoming Company Events
As portrayed in its financial statements, the presentation of Enterprise Financial's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Enterprise Financial's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Enterprise Financial's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Enterprise Financial. Please utilize our Beneish M Score to check the likelihood of Enterprise Financial's management manipulating its earnings.
| 22nd of April 2024 Upcoming Quarterly Report | View | |
| 22nd of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 27th of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
Build Portfolio with Enterprise Financial
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
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Check out Enterprise Financial Backtesting, Enterprise Financial Valuation, Enterprise Financial Correlation, Enterprise Financial Hype Analysis, Enterprise Financial Volatility, Enterprise Financial History and analyze Enterprise Financial Performance. You can also try the Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.
Complementary Tools for Enterprise Stock analysis
When running Enterprise Financial's price analysis, check to measure Enterprise Financial'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 Financial is operating at the current time. Most of Enterprise Financial's value examination focuses on studying past and present price action to predict the probability of Enterprise Financial'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 Financial's price. Additionally, you may evaluate how the addition of Enterprise Financial to your portfolios can decrease your overall portfolio volatility.
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Enterprise Financial 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.