Constellation Energy Corp Stock Alpha and Beta Analysis
| CEG Stock | USD 251.84 16.42 6.97% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Constellation Energy Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Constellation Energy over a specified time horizon. Remember, high Constellation 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 Constellation Energy's market risk premium analysis include:
Beta 1.11 | Alpha 0.29 | Risk 4.09 | Sharpe Ratio 0.12 | Expected Return 0.48 |
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.
Constellation |
Constellation Energy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Constellation Energy market risk premium is the additional return an investor will receive from holding Constellation 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 Constellation 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 Constellation Energy's performance over market.| α | 0.29 | β | 1.11 |
Constellation 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 Constellation Energy's Buy-and-hold return. Our buy-and-hold chart shows how Constellation Energy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Constellation Energy Market Price Analysis
Market price analysis indicators help investors to evaluate how Constellation 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 Constellation Energy shares will generate the highest return on investment. By understating and applying Constellation Energy stock market price indicators, traders can identify Constellation Energy position entry and exit signals to maximize returns.
Constellation Energy Return and Market Media
The median price of Constellation Energy for the period between Fri, Aug 23, 2024 and Thu, Nov 21, 2024 is 239.0 with a coefficient of variation of 14.76. The daily time series for the period is distributed with a sample standard deviation of 34.54, arithmetic mean of 233.99, and mean deviation of 30.44. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Constellation Energy dividend paid on 6th of September 2024 | 09/06/2024 |
1 | JPMorgan says buy these power producers on the paradigm shift in electricity demand from AI data centers | 10/17/2024 |
2 | Constellation Energy Q3 2024 Earnings Call Transcript | 11/04/2024 |
3 | Constellation Energy Corp Shares Up 3.75 percent on Nov 7 | 11/07/2024 |
4 | Unpacking the Latest Options Trading Trends in Constellation Energy | 11/08/2024 |
5 | Constellation Energy Corp Shares Down 3.46 percent on Nov 12 | 11/12/2024 |
6 | These Are the 6 Top-Performing Stocks in the Nasdaq-100 With 2024 Almost Over | 11/14/2024 |
7 | Russias Uranium Export Restrictions Pose Potential Risks for US Utilities | 11/15/2024 |
8 | Is GE Vernova Inc. A Promising Energy Stock According to Hedge Funds | 11/18/2024 |
9 | PE Ratio Insights for Constellation Energy | 11/20/2024 |
About Constellation 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 Constellation or other stocks. Alpha measures the amount that position in Constellation Energy Corp 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.
| 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.006542 | 0.009694 | 0.009209 | Price To Sales Ratio | 1.16 | 1.52 | 1.59 |
Constellation Energy Upcoming Company Events
As portrayed in its financial statements, the presentation of Constellation Energy's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Constellation Energy's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Constellation Energy's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Constellation Energy. Please utilize our Beneish M Score to check the likelihood of Constellation Energy's management manipulating its earnings.
| 15th of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 15th of February 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 Constellation Energy Backtesting, Constellation Energy Valuation, Constellation Energy Correlation, Constellation Energy Hype Analysis, Constellation Energy Volatility, Constellation Energy History and analyze Constellation Energy Performance. You can also try the Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.
Constellation 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.