Empresa Distribuidora Y Stock Alpha and Beta Analysis
| EDN Stock | USD 35.91 0.73 1.99% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Empresa Distribuidora y. It also helps investors analyze the systematic and unsystematic risks associated with investing in Empresa Distribuidora over a specified time horizon. Remember, high Empresa Distribuidora'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 Empresa Distribuidora's market risk premium analysis include:
Beta 0.31 | Alpha 1.01 | Risk 2.86 | Sharpe Ratio 0.41 | Expected Return 1.16 |
Empresa Distribuidora 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.
Empresa |
Empresa Distribuidora Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Empresa Distribuidora market risk premium is the additional return an investor will receive from holding Empresa Distribuidora 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 Empresa Distribuidora. 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 Empresa Distribuidora's performance over market.| α | 1.01 | β | 0.31 |
Empresa Distribuidora 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 Empresa Distribuidora's Buy-and-hold return. Our buy-and-hold chart shows how Empresa Distribuidora performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Empresa Distribuidora Market Price Analysis
Market price analysis indicators help investors to evaluate how Empresa Distribuidora stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Empresa Distribuidora shares will generate the highest return on investment. By understating and applying Empresa Distribuidora stock market price indicators, traders can identify Empresa Distribuidora position entry and exit signals to maximize returns.
Empresa Distribuidora Return and Market Media
The median price of Empresa Distribuidora for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 23.32 with a coefficient of variation of 20.71. The daily time series for the period is distributed with a sample standard deviation of 5.15, arithmetic mean of 24.88, and mean deviation of 4.05. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Empresa Distribuidora y Comercializadora Norte Sociedad Annima Sees Unusually-High Trading Volume - MarketBeat | 08/30/2024 |
2 | Has Empresa Distribuidora Y Comercializadora Norte S.A. Edenor Outpaced Other Utilities Stocks This Year | 09/13/2024 |
3 | Empresa Distribuidora y Comercializadora Norte Sociedad Annima Shares Down 3.3 percent - MarketBeat | 09/17/2024 |
4 | Why Fast-paced Mover Empresa Is a Great Choice for Value Investors | 10/02/2024 |
5 | EMPRESA DISTRIBUIDORA Y COMERCIALIZADORA NORTE S.A. Announces Commencement of Private Exchange Offer relating to its outstanding Senior Notes due 2025 | 10/11/2024 |
6 | Fast-paced Momentum Stock Empresa Is Still Trading at a Bargain | 10/24/2024 |
7 | Are Utilities Stocks Lagging Atmos Energy This Year | 10/29/2024 |
8 | Should Value Investors Buy Empresa Distribuidora Y Comercializadora Norte S.A. Edenor Stock | 11/07/2024 |
About Empresa Distribuidora 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 Empresa or other stocks. Alpha measures the amount that position in Empresa Distribuidora 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 | 0.015 | 0.0277 | Price To Sales Ratio | 19.54 | 20.52 |
Empresa Distribuidora Upcoming Company Events
As portrayed in its financial statements, the presentation of Empresa Distribuidora's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Empresa Distribuidora's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Empresa Distribuidora's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Empresa Distribuidora. Please utilize our Beneish M Score to check the likelihood of Empresa Distribuidora's management manipulating its earnings.
| 8th of March 2024 Upcoming Quarterly Report | View | |
| 9th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 8th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out Empresa Distribuidora Backtesting, Empresa Distribuidora Valuation, Empresa Distribuidora Correlation, Empresa Distribuidora Hype Analysis, Empresa Distribuidora Volatility, Empresa Distribuidora History and analyze Empresa Distribuidora Performance. You can also try the Share Portfolio module to track or share privately all of your investments from the convenience of any device.
Empresa Distribuidora 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.