Chord Energy Corp Stock Alpha and Beta Analysis
| CHRD Stock | USD 130.44 3.99 2.97% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Chord Energy Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Chord Energy over a specified time horizon. Remember, high Chord Energy'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 Chord Energy's market risk premium analysis include:
Beta 0.87 | Alpha (0.31) | Risk 1.73 | Sharpe Ratio (0.1) | Expected Return (0.17) |
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.
Chord |
Chord Energy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Chord Energy market risk premium is the additional return an investor will receive from holding Chord Energy 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 Chord Energy. 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 Chord Energy's performance over market.| α | -0.31 | β | 0.87 |
Chord Energy 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 Chord Energy's Buy-and-hold return. Our buy-and-hold chart shows how Chord Energy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Chord Energy Market Price Analysis
Market price analysis indicators help investors to evaluate how Chord Energy stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Chord Energy shares will generate the highest return on investment. By understating and applying Chord Energy stock market price indicators, traders can identify Chord Energy position entry and exit signals to maximize returns.
Chord Energy Return and Market Media
The median price of Chord Energy for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 132.36 with a coefficient of variation of 4.67. The daily time series for the period is distributed with a sample standard deviation of 6.22, arithmetic mean of 133.2, and mean deviation of 4.45. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Chord Energy dividend paid on 5th of September 2024 | 09/05/2024 |
1 | Disposition of 557 shares by Michael Lou of Chord Energy at 75.57 subject to Rule 16b-3 | 09/06/2024 |
2 | Disposition of tradable shares by Brooks Douglas E of Chord Energy at 75.57 subject to Rule 16b-3 | 09/10/2024 |
3 | GenLab Venture Studio and Ondas Autonomous Systems Launch AI Autonomous Systems Strategic Alliance for Data Center, Semiconductor AI-Foundry Critical Infrastruc... | 10/09/2024 |
4 | Chord Energy Coverage Initiated by Analysts at UBS Group | 10/17/2024 |
5 | Chord Energy Schedules Third Quarter 2024 Earnings Release and Conference Call | 10/24/2024 |
6 | SM Energy Q3 Earnings Top Estimates | 10/31/2024 |
7 | Oasys Price Reaches 0.0314 on Exchanges | 11/04/2024 |
8 | Chord Energy Non-GAAP EPS of 3.40 misses by 0.38, revenue of 1.45B beats by 240M | 11/06/2024 |
9 | Chord Energy Third Quarter 2024 Earnings Revenues Beat Expectations, EPS Lags | 11/08/2024 |
10 | Chord Energy stock keeps Outperform rating as price target reduced - Investing.com | 11/20/2024 |
11 | Acquisition by Richard Robuck of 1601 shares of Chord Energy subject to Rule 16b-3 | 11/22/2024 |
About Chord Energy 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 Chord or other stocks. Alpha measures the amount that position in Chord Energy 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.
| 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.16 | 0.0725 | 0.0731 | Price To Sales Ratio | 1.14 | 1.77 | 1.68 |
Chord Energy Upcoming Company Events
As portrayed in its financial statements, the presentation of Chord Energy's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Chord Energy's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Chord Energy's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Chord Energy. Please utilize our Beneish M Score to check the likelihood of Chord Energy's management manipulating its earnings.
| 28th of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 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 Chord Energy
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 Chord Energy Backtesting, Chord Energy Valuation, Chord Energy Correlation, Chord Energy Hype Analysis, Chord Energy Volatility, Chord Energy History and analyze Chord Energy Performance. You can also try the AI Portfolio Architect module to use AI to generate optimal portfolios and find profitable investment opportunities.
Chord Energy 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.