Energy Transfer Lp Stock Alpha and Beta Analysis
| ET-PI Stock | 11.96 0.07 0.59% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Energy Transfer LP. It also helps investors analyze the systematic and unsystematic risks associated with investing in Energy Transfer over a specified time horizon. Remember, high Energy Transfer'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 Energy Transfer's market risk premium analysis include:
Beta 0.0791 | Alpha 0.0453 | Risk 0.84 | Sharpe Ratio 0.0586 | Expected Return 0.0492 |
Enterprise Value |
|
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 Transfer Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Energy Transfer market risk premium is the additional return an investor will receive from holding Energy Transfer 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 Transfer. 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 Transfer's performance over market.| α | 0.05 | β | 0.08 |
Energy Transfer 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 Transfer's Buy-and-hold return. Our buy-and-hold chart shows how Energy Transfer performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Energy Transfer Market Price Analysis
Market price analysis indicators help investors to evaluate how Energy Transfer 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 Transfer shares will generate the highest return on investment. By understating and applying Energy Transfer stock market price indicators, traders can identify Energy Transfer position entry and exit signals to maximize returns.
Energy Transfer Return and Market Media
The median price of Energy Transfer for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 11.64 with a coefficient of variation of 1.65. The daily time series for the period is distributed with a sample standard deviation of 0.19, arithmetic mean of 11.7, and mean deviation of 0.16. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Energy Transfer LP Stock Dips While Market Gains Key Facts - Yahoo Finance | 09/24/2024 |
2 | Energy Transfer Stock Price Down 0.1 percent - MarketBeat | 09/30/2024 |
| Energy Transfer dividend paid on 14th of November 2024 | 11/14/2024 |
3 | Energy Transfer Fueling Americas Future Under 25 - Yahoo Finance | 11/21/2024 |
About Energy Transfer 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 Transfer LP 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 | 2024 (projected) | Dividend Yield | 0.0843 | 0.0832 | 0.065 | Price To Sales Ratio | 0.33 | 0.41 | 0.75 |
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 Transfer 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 Transfer's short interest history, or implied volatility extrapolated from Energy Transfer options trading.
Build Portfolio with Energy Transfer
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 Transfer Backtesting, Energy Transfer Valuation, Energy Transfer Correlation, Energy Transfer Hype Analysis, Energy Transfer Volatility, Energy Transfer History and analyze Energy Transfer Performance. You can also try the Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.
Energy Transfer 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.