Endeavour Silver Corp Stock Alpha and Beta Analysis
| EDR Stock | CAD 3.61 0.30 7.67% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Endeavour Silver Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Endeavour Silver over a specified time horizon. Remember, high Endeavour Silver'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 Endeavour Silver's market risk premium analysis include:
Beta (0.23) | Alpha 0.96 | Risk 4.3 | Sharpe Ratio 0.22 | Expected Return 0.94 |
Endeavour Silver Quarterly Cash And Equivalents |
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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.
Endeavour |
Endeavour Silver Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Endeavour Silver market risk premium is the additional return an investor will receive from holding Endeavour Silver 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 Endeavour Silver. 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 Endeavour Silver's performance over market.| α | 0.96 | β | -0.23 |
Endeavour Silver 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 Endeavour Silver's Buy-and-hold return. Our buy-and-hold chart shows how Endeavour Silver performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Endeavour Silver Market Price Analysis
Market price analysis indicators help investors to evaluate how Endeavour Silver stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Endeavour Silver shares will generate the highest return on investment. By understating and applying Endeavour Silver stock market price indicators, traders can identify Endeavour Silver position entry and exit signals to maximize returns.
Endeavour Silver Return and Market Media
The median price of Endeavour Silver for the period between Wed, Feb 7, 2024 and Tue, May 7, 2024 is 2.91 with a coefficient of variation of 24.42. The daily time series for the period is distributed with a sample standard deviation of 0.71, arithmetic mean of 2.9, and mean deviation of 0.63. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Closing Bell Endeavour Silver Corp down on Wednesday - Barchart | 02/28/2024 |
2 | Endeavour Silver surges on Q4 earnings topper, cost discipline measures - Seeking Alpha | 03/11/2024 |
3 | ENDEAVOUR SILVER CORP. Trade Ideas HAMEJD TradingView - TradingView | 03/22/2024 |
4 | Endeavour Silver Shares Up 3.6 percent - MarketBeat | 04/02/2024 |
5 | Endeavour Silver Sees Strong Trading Volume - MarketBeat | 04/10/2024 |
6 | Endeavour Silver Shares Gap Down to 2.61 - MarketBeat | 04/22/2024 |
7 | Closing Bell Endeavour Silver Corp down on Thursday - The Globe and Mail | 05/02/2024 |
About Endeavour Silver 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 Endeavour or other stocks. Alpha measures the amount that position in Endeavour Silver Corp 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.
| 2023 | 2024 (projected) | PTB Ratio | 0.99 | 0.94 | Dividend Yield | 0.002372 | 0.00339 |
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 Endeavour Silver 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, Endeavour Silver's short interest history, or implied volatility extrapolated from Endeavour Silver options trading.
Build Portfolio with Endeavour Silver
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 Endeavour Silver Backtesting, Endeavour Silver Valuation, Endeavour Silver Correlation, Endeavour Silver Hype Analysis, Endeavour Silver Volatility, Endeavour Silver History and analyze Endeavour Silver Performance. You can also try the Portfolio Analyzer module to portfolio analysis module that provides access to portfolio diagnostics and optimization engine.
Complementary Tools for Endeavour Stock analysis
When running Endeavour Silver's price analysis, check to measure Endeavour Silver'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 Endeavour Silver is operating at the current time. Most of Endeavour Silver's value examination focuses on studying past and present price action to predict the probability of Endeavour Silver's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Endeavour Silver's price. Additionally, you may evaluate how the addition of Endeavour Silver to your portfolios can decrease your overall portfolio volatility.
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Endeavour Silver 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.