Evertec Stock Alpha and Beta Analysis
| EVTC Stock | USD 38.64 0.50 1.31% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Evertec. It also helps investors analyze the systematic and unsystematic risks associated with investing in Evertec over a specified time horizon. Remember, high Evertec'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 Evertec's market risk premium analysis include:
Beta 1.67 | Alpha (0.14) | Risk 2.07 | Sharpe Ratio (0.02) | Expected Return (0.04) |
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.
Evertec |
Evertec Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Evertec market risk premium is the additional return an investor will receive from holding Evertec 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 Evertec. 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 Evertec's performance over market.| α | -0.14 | β | 1.67 |
Evertec 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 Evertec's Buy-and-hold return. Our buy-and-hold chart shows how Evertec performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Evertec Market Price Analysis
Market price analysis indicators help investors to evaluate how Evertec stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Evertec shares will generate the highest return on investment. By understating and applying Evertec stock market price indicators, traders can identify Evertec position entry and exit signals to maximize returns.
Evertec Return and Market Media
The median price of Evertec for the period between Wed, Jan 24, 2024 and Tue, Apr 23, 2024 is 38.83 with a coefficient of variation of 4.12. The daily time series for the period is distributed with a sample standard deviation of 1.61, arithmetic mean of 39.1, and mean deviation of 1.45. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | What Analyst Projections for Key Metrics Reveal About Evertec Q4 Earnings | 02/26/2024 |
2 | EVERTEC Full Year 2023 Earnings EPS Misses Expectations | 03/01/2024 |
3 | In-Depth Analysis Visa Versus Competitors In Financial Services Industry | 03/05/2024 |
4 | Evertec Expands Buyback, Sets 70 Million Accelerated Repurchase | 03/06/2024 |
5 | Disposition of 1781 shares by Brignardello Daniel of Evertec at 36.92 subject to Rule 16b-3 | 03/08/2024 |
6 | Disposition of 16000 shares by Dangelo Frank G. of Evertec at 37.427 subject to Rule 16b-3 | 03/11/2024 |
7 | Evertec Inc President CEO Morgan Schuessler Sells 159,514 Shares | 03/12/2024 |
| Evertec dividend paid on 15th of March 2024 | 03/15/2024 |
8 | EVERTEC, INC Revenue Breakdown BIVAEVTCN TradingView - TradingView | 03/27/2024 |
9 | Disposition of tradable shares by Cruz Karla of Evertec subject to Rule 16b-3 | 04/05/2024 |
10 | Inquiry Into Mastercards Competitor Dynamics In Financial Services Industry | 04/15/2024 |
11 | EVERTEC declares 0.05 dividend | 04/18/2024 |
About Evertec 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 Evertec or other stocks. Alpha measures the amount that position in Evertec 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 | 0.004001 | 0.006191 | 0.0049 | 0.004655 | Price To Sales Ratio | 6.11 | 3.6 | 3.83 | 3.52 |
Evertec Upcoming Company Events
As portrayed in its financial statements, the presentation of Evertec's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Evertec's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Evertec's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Evertec. Please utilize our Beneish M Score to check the likelihood of Evertec's management manipulating its earnings.
| 28th of February 2024 Upcoming Quarterly Report | View | |
| 24th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 28th 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 Evertec
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 Evertec Backtesting, Evertec Valuation, Evertec Correlation, Evertec Hype Analysis, Evertec Volatility, Evertec History and analyze Evertec Performance. For information on how to trade Evertec Stock refer to our How to Trade Evertec Stock guide.You can also try the Aroon Oscillator module to analyze current equity momentum using Aroon Oscillator and other momentum ratios.
Complementary Tools for Evertec Stock analysis
When running Evertec's price analysis, check to measure Evertec'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 Evertec is operating at the current time. Most of Evertec's value examination focuses on studying past and present price action to predict the probability of Evertec's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Evertec's price. Additionally, you may evaluate how the addition of Evertec to your portfolios can decrease your overall portfolio volatility.
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Evertec 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.