Energy Fuels Stock Alpha and Beta Analysis
| EFR Stock | CAD 10.19 0.28 2.83% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Energy Fuels. It also helps investors analyze the systematic and unsystematic risks associated with investing in Energy Fuels over a specified time horizon. Remember, high Energy Fuels' 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 Energy Fuels' market risk premium analysis include:
Beta 1.11 | Alpha 0.64 | Risk 3.86 | Sharpe Ratio 0.24 | Expected Return 0.93 |
Energy Fuels Quarterly Cash And Equivalents |
|
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.
Energy |
Energy Fuels Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Energy Fuels market risk premium is the additional return an investor will receive from holding Energy Fuels 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 Energy Fuels. 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 Energy Fuels' performance over market.| α | 0.64 | β | 1.11 |
Energy Fuels 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 Energy Fuels' Buy-and-hold return. Our buy-and-hold chart shows how Energy Fuels performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Energy Fuels Market Price Analysis
Market price analysis indicators help investors to evaluate how Energy Fuels stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Energy Fuels shares will generate the highest return on investment. By understating and applying Energy Fuels stock market price indicators, traders can identify Energy Fuels position entry and exit signals to maximize returns.
Energy Fuels Return and Market Media
The median price of Energy Fuels for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 7.87 with a coefficient of variation of 16.15. The daily time series for the period is distributed with a sample standard deviation of 1.3, arithmetic mean of 8.04, and mean deviation of 1.12. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Energy Fuels Stock Sinks As Market Gains Heres Why - Yahoo Finance | 09/16/2024 |
2 | Energy Fuels Stock Jumps 7.1 percent Will It Continue to Soar - MSN | 09/24/2024 |
3 | Pleasing Signs As A Number Of Insiders Buy Energy Fuels Stock - Yahoo Finance | 09/27/2024 |
4 | Energy Fuels Inc Is a Trending Stock Facts to Know Before Betting on It - Yahoo Finance | 10/08/2024 |
5 | Here is What to Know Beyond Why Energy Fuels Inc is a Trending Stock - Yahoo Finance | 11/04/2024 |
6 | Energy Fuels Shares Gap Up - Should You Buy - MarketBeat | 11/18/2024 |
7 | Energy Fuels Misunderstood Today, Set To Shine In 2025 And Beyond - Seeking Alpha | 11/22/2024 |
About Energy Fuels 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 Energy or other stocks. Alpha measures the amount that position in Energy Fuels 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) | Payables Turnover | 0.6 | 4.24 | 18.07 | 10.92 | Days Of Inventory On Hand | 6.2K | 1.8K | 780.31 | 1.3K |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Energy Fuels in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Energy Fuels' short interest history, or implied volatility extrapolated from Energy Fuels options trading.
Build Portfolio with Energy Fuels
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 Energy Fuels Backtesting, Energy Fuels Valuation, Energy Fuels Correlation, Energy Fuels Hype Analysis, Energy Fuels Volatility, Energy Fuels History and analyze Energy Fuels Performance. To learn how to invest in Energy Stock, please use our How to Invest in Energy Fuels guide.You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
Energy Fuels 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.