Expand Energy Stock Alpha and Beta Analysis
| EXE Stock | 105.33 0.30 0.29% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Expand Energy. It also helps investors analyze the systematic and unsystematic risks associated with investing in Expand Energy over a specified time horizon. Remember, high Expand 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 Expand Energy's market risk premium analysis include:
Beta 0.031 | Alpha 0.21 | Risk 1.36 | Sharpe Ratio 0.11 | Expected Return 0.15 |
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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.
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Expand Energy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Expand Energy market risk premium is the additional return an investor will receive from holding Expand 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 Expand 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 Expand Energy's performance over market.| α | 0.21 | β | 0.03 |
Expand 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 Expand Energy's Buy-and-hold return. Our buy-and-hold chart shows how Expand Energy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Expand Energy Market Price Analysis
Market price analysis indicators help investors to evaluate how Expand 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 Expand Energy shares will generate the highest return on investment. By understating and applying Expand Energy stock market price indicators, traders can identify Expand Energy position entry and exit signals to maximize returns.
Expand Energy Return and Market Media
The median price of Expand Energy for the period between Mon, Nov 18, 2024 and Sun, Feb 16, 2025 is 99.66 with a coefficient of variation of 3.91. The daily time series for the period is distributed with a sample standard deviation of 3.92, arithmetic mean of 100.19, and mean deviation of 3.39. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Expand Energy Corporation Announces Tender Offer for 5.500 percent Senior Notes due 2026 and Redemption of 8.375 percent Senior Notes due 2028 | 11/20/2024 |
| Expand Energy dividend paid on 4th of December 2024 | 12/04/2024 |
2 | Disposition of 4475 shares by Erickson Jonathan Richard of Expand Energy at 3.63 subject to Rule 16b-3 | 12/05/2024 |
3 | BRIGADE CAPITAL MANAGEMENT, LP Divests Entire Stake in Greenfire Resources Ltd | 12/31/2024 |
4 | Expand Energy Is Up 4.12 percent in One Week What You Should Know | 01/24/2025 |
5 | Expand Energy started at Neutral at Piper Sandler but ideally positioned for LNG wave - Seeking Alpha | 01/28/2025 |
6 | Goldman Sachs resumes coverage on Expand Energy with buy, cuts Occidental to sell | 01/31/2025 |
7 | Exclusive-Encinos owner mulls 7 billion sale, IPO of energy producer, sources say | 02/04/2025 |
8 | Deltec Asset Management LLC Takes 156,000 Position in Chesapeake Energy Co. | 02/05/2025 |
9 | Expand Energy Corp Announces Upcoming Release of 2024 Financial Results | 02/06/2025 |
10 | Howard Marks Exits Itau Unibanco Holding SA, Impacting Portfolio by -1.09 | 02/12/2025 |
11 | Expand Energy Corp Appoints Dan Turco as Executive Vice President of Marketing Commercial | 02/13/2025 |
About Expand 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 Expand or other stocks. Alpha measures the amount that position in Expand 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.
| 2023 | 2024 | 2025 (projected) | Dividend Yield | 0.0476 | 0.0548 | 0.052 | Price To Sales Ratio | 1.32 | 1.18 | 1.24 |
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 Expand Energy 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, Expand Energy's short interest history, or implied volatility extrapolated from Expand Energy options trading.
Build Portfolio with Expand 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 Expand Energy Backtesting, Expand Energy Valuation, Expand Energy Correlation, Expand Energy Hype Analysis, Expand Energy Volatility, Expand Energy History and analyze Expand Energy Performance. For information on how to trade Expand Stock refer to our How to Trade Expand Stock guide.You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
Expand 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.