Diamondback Energy Stock Alpha and Beta Analysis
| FANG Stock | USD 176.19 0.22 0.13% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Diamondback Energy. It also helps investors analyze the systematic and unsystematic risks associated with investing in Diamondback Energy over a specified time horizon. Remember, high Diamondback 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 Diamondback Energy's market risk premium analysis include:
Beta 0.67 | Alpha (0.21) | Risk 2.18 | Sharpe Ratio (0.03) | Expected Return (0.07) |
Enterprise Value |
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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.
Diamondback |
Diamondback Energy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Diamondback Energy market risk premium is the additional return an investor will receive from holding Diamondback 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 Diamondback 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 Diamondback Energy's performance over market.| α | -0.21 | β | 0.67 |
Diamondback 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 Diamondback Energy's Buy-and-hold return. Our buy-and-hold chart shows how Diamondback Energy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Diamondback Energy Market Price Analysis
Market price analysis indicators help investors to evaluate how Diamondback 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 Diamondback Energy shares will generate the highest return on investment. By understating and applying Diamondback Energy stock market price indicators, traders can identify Diamondback Energy position entry and exit signals to maximize returns.
Diamondback Energy Return and Market Media
The median price of Diamondback Energy for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 180.69 with a coefficient of variation of 3.9. The daily time series for the period is distributed with a sample standard deviation of 7.07, arithmetic mean of 181.33, and mean deviation of 5.3. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 5000 shares by Travis Stice of Diamondback Energy subject to Rule 16b-3 | 09/06/2024 |
2 | Diamondback Energy Gains As Market Dips What You Should Know | 10/31/2024 |
3 | Diamondback Energy Inc Q3 2024 Earnings Call Highlights Strategic Moves and Efficiency ... | 11/06/2024 |
4 | MQS Management LLC Buys Shares of 3,566 Diamondback Energy, Inc. | 11/13/2024 |
5 | Diamondback Energy director sells shares valued at 251,590 | 11/14/2024 |
6 | Marathon Q3 Earnings Beat Estimates Even as Oil Prices Drop | 11/15/2024 |
7 | What the Options Market Tells Us About Diamondback Energy | 11/19/2024 |
8 | Heres Why Hold Strategy is Apt for EOG Resources Stock Now | 11/20/2024 |
| Diamondback Energy dividend paid on 21st of November 2024 | 11/21/2024 |
10 | Segall Bryant Hamill LLC Sells 5,341 Shares of Diamondback Energy, Inc. | 11/22/2024 |
11 | U.S. Gas Drillers Saddle Up for Data Center-Fueled Demand Ride | 11/26/2024 |
About Diamondback 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 Diamondback or other stocks. Alpha measures the amount that position in Diamondback 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 | 0.0164 | 0.0651 | 0.0517 | 0.0543 | Price To Sales Ratio | 2.8 | 2.5 | 3.32 | 3.15 |
Diamondback Energy Upcoming Company Events
As portrayed in its financial statements, the presentation of Diamondback Energy's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Diamondback Energy's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Diamondback Energy's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Diamondback Energy. Please utilize our Beneish M Score to check the likelihood of Diamondback Energy's management manipulating its earnings.
| 20th of February 2024 Upcoming Quarterly Report | View | |
| 6th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 20th 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 Diamondback 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 Diamondback Energy Backtesting, Diamondback Energy Valuation, Diamondback Energy Correlation, Diamondback Energy Hype Analysis, Diamondback Energy Volatility, Diamondback Energy History and analyze Diamondback Energy Performance. For more detail on how to invest in Diamondback Stock please use our How to Invest in Diamondback Energy guide.You can also try the Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.
Diamondback 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.