Establishment Labs Holdings Stock Alpha and Beta Analysis
| ESTA Stock | USD 49.50 1.11 2.19% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Establishment Labs Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Establishment Labs over a specified time horizon. Remember, high Establishment Labs' 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 Establishment Labs' market risk premium analysis include:
Beta 1.66 | Alpha 0.4 | Risk 4.05 | Sharpe Ratio 0.14 | Expected Return 0.57 |
Enterprise Value |
|
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.
Establishment |
Establishment Labs Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Establishment Labs market risk premium is the additional return an investor will receive from holding Establishment Labs 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 Establishment Labs. 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 Establishment Labs' performance over market.| α | 0.40 | β | 1.66 |
Establishment Labs 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 Establishment Labs' Buy-and-hold return. Our buy-and-hold chart shows how Establishment Labs performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Establishment Labs Market Price Analysis
Market price analysis indicators help investors to evaluate how Establishment Labs stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Establishment Labs shares will generate the highest return on investment. By understating and applying Establishment Labs stock market price indicators, traders can identify Establishment Labs position entry and exit signals to maximize returns.
Establishment Labs Return and Market Media
The median price of Establishment Labs for the period between Sat, Feb 3, 2024 and Fri, May 3, 2024 is 48.8 with a coefficient of variation of 12.88. The daily time series for the period is distributed with a sample standard deviation of 5.95, arithmetic mean of 46.2, and mean deviation of 5.27. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Technical Pivots with Risk Controls - Stock Traders Daily | 02/09/2024 |
2 | Establishment Labs Holdings Inc. Q4 2023 Earnings Call Transcript | 02/29/2024 |
3 | Establishment Labs PT Raised to 53.00 | 03/04/2024 |
4 | Disposition of 309 shares by Denhoy Raj of Establishment Labs at 49.25 subject to Rule 16b-3 | 03/06/2024 |
5 | Stocks Showing Market Leadership Establishment Labs Hldgs Earns 92 RS Rating - Investors Business Daily | 03/19/2024 |
6 | Acquisition by Mansbach Samuel Ross of 5406 shares of Establishment Labs subject to Rule 16b-3 | 03/22/2024 |
7 | Establishment Labs Trading 5 percent Higher - MarketBeat | 03/26/2024 |
8 | Acquisition by Custin Ann of 380 shares of Establishment Labs at 50.9 subject to Rule 16b-3 | 03/28/2024 |
9 | Establishment Labs Given New 60.00 Price Target at Citigroup - MarketBeat | 04/03/2024 |
10 | Disposition of 314 shares by Denhoy Raj of Establishment Labs at 53.19 subject to Rule 16b-3 | 04/10/2024 |
11 | Establishment Labs Notes Presentation of 4-Year Results from Motiva U.S. IDE Study at The Aesthetic Meeting 2024 | 05/02/2024 |
About Establishment Labs 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 Establishment or other stocks. Alpha measures the amount that position in Establishment Labs 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) | Dividend Yield | 0.0875 | 0.0778 | Price To Sales Ratio | 4.01 | 3.81 |
Establishment Labs Upcoming Company Events
As portrayed in its financial statements, the presentation of Establishment Labs' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Establishment Labs' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Establishment Labs' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Establishment Labs. Please utilize our Beneish M Score to check the likelihood of Establishment Labs' management manipulating its earnings.
| 26th of February 2024 Upcoming Quarterly Report | View | |
| 13th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 26th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Establishment Labs
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 Establishment Labs Backtesting, Establishment Labs Valuation, Establishment Labs Correlation, Establishment Labs Hype Analysis, Establishment Labs Volatility, Establishment Labs History and analyze Establishment Labs Performance. You can also try the Premium Stories module to follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.
Complementary Tools for Establishment Stock analysis
When running Establishment Labs' price analysis, check to measure Establishment Labs' 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 Establishment Labs is operating at the current time. Most of Establishment Labs' value examination focuses on studying past and present price action to predict the probability of Establishment Labs' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Establishment Labs' price. Additionally, you may evaluate how the addition of Establishment Labs to your portfolios can decrease your overall portfolio volatility.
| Analyst Advice Analyst recommendations and target price estimates broken down by several categories | |
| Economic Indicators Top statistical indicators that provide insights into how an economy is performing | |
| Cryptocurrency Center Build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Options Analysis Analyze and evaluate options and option chains as a potential hedge for your portfolios | |
| Portfolio Dashboard Portfolio dashboard that provides centralized access to all your investments | |
| FinTech Suite Use AI to screen and filter profitable investment opportunities | |
| Idea Analyzer Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas | |
| Fundamental Analysis View fundamental data based on most recent published financial statements | |
| Content Syndication Quickly integrate customizable finance content to your own investment portal | |
| Piotroski F Score Get Piotroski F Score based on the binary analysis strategy of nine different fundamentals | |
| Idea Optimizer Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio |
Establishment Labs 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.