Dte Energy Stock Alpha and Beta Analysis
| DTE Stock | USD 125.18 0.58 0.47% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as DTE Energy. It also helps investors analyze the systematic and unsystematic risks associated with investing in DTE Energy over a specified time horizon. Remember, high DTE 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 DTE Energy's market risk premium analysis include:
Beta 0.0828 | Alpha 0.0134 | Risk 1.08 | Sharpe Ratio 0.0255 | Expected Return 0.0275 |
DTE Energy 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.
DTE |
DTE Energy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. DTE Energy market risk premium is the additional return an investor will receive from holding DTE 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 DTE 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 DTE Energy's performance over market.| α | 0.01 | β | 0.08 |
DTE 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 DTE Energy's Buy-and-hold return. Our buy-and-hold chart shows how DTE Energy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.DTE Energy Market Price Analysis
Market price analysis indicators help investors to evaluate how DTE 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 DTE Energy shares will generate the highest return on investment. By understating and applying DTE Energy stock market price indicators, traders can identify DTE Energy position entry and exit signals to maximize returns.
DTE Energy Return and Market Media
The median price of DTE Energy for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 124.52 with a coefficient of variation of 2.34. The daily time series for the period is distributed with a sample standard deviation of 2.91, arithmetic mean of 124.4, and mean deviation of 2.25. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Gary Torgow of 262 shares of DTE Energy subject to Rule 16b-3 | 10/01/2024 |
| DTE Energy dividend paid on 15th of October 2024 | 10/15/2024 |
2 | Heres Why You Should Add Duke Energy Stock to Your Portfolio Now | 10/17/2024 |
3 | DTE Energy Co Q3 Earnings EPS of 2. ... | 10/24/2024 |
4 | Michigan regulators approve 2.28 percent DTE gas rate increase. Heres what this means for residents | 11/08/2024 |
5 | DTE Energy reducing customers electric bills by passing on approximately 300 million savings in fuel and transportation costs | 11/12/2024 |
6 | Acquisition by Valerie Williams of 1572 shares of DTE Energy subject to Rule 16b-3 | 11/15/2024 |
7 | DTE Energy announces an additional 100 million investment to rebuild the electric grid part of DTEs commitment to reduce outage frequency by 30 percent and cut ... | 11/18/2024 |
8 | Is DTE Energy Company the Most Profitable Renewable Energy Stock Now | 11/19/2024 |
9 | Is DTE Energy A Risky Investment | 11/21/2024 |
10 | Southerns Unit Expands Millers Branch Solar Facility in Texas | 11/22/2024 |
About DTE 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 DTE or other stocks. Alpha measures the amount that position in DTE Energy 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 | 0.0343 | 0.0299 | 0.0331 | 0.0565 | Price To Sales Ratio | 1.54 | 1.19 | 1.78 | 1.87 |
DTE Energy Upcoming Company Events
As portrayed in its financial statements, the presentation of DTE Energy's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, DTE Energy's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of DTE Energy's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of DTE Energy. Please utilize our Beneish M Score to check the likelihood of DTE Energy's management manipulating its earnings.
| 8th of February 2024 Upcoming Quarterly Report | View | |
| 25th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 8th 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 DTE 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 DTE Energy Backtesting, DTE Energy Valuation, DTE Energy Correlation, DTE Energy Hype Analysis, DTE Energy Volatility, DTE Energy History and analyze DTE Energy Performance. For information on how to trade DTE Stock refer to our How to Trade DTE Stock guide.You can also try the Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
DTE 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.