Entergy New Orleans Stock Alpha and Beta Analysis
| ENO Stock | USD 23.26 0.01 0.04% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Entergy New Orleans. It also helps investors analyze the systematic and unsystematic risks associated with investing in Entergy New over a specified time horizon. Remember, high Entergy New'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 Entergy New's market risk premium analysis include:
Beta 0.3 | Alpha (0.08) | Risk 0.76 | Sharpe Ratio (0.05) | Expected Return (0.04) |
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.
Entergy |
Entergy New Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Entergy New market risk premium is the additional return an investor will receive from holding Entergy New 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 Entergy New. 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 Entergy New's performance over market.| α | -0.08 | β | 0.30 |
Entergy New 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 Entergy New's Buy-and-hold return. Our buy-and-hold chart shows how Entergy New performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Entergy New Market Price Analysis
Market price analysis indicators help investors to evaluate how Entergy New stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Entergy New shares will generate the highest return on investment. By understating and applying Entergy New stock market price indicators, traders can identify Entergy New position entry and exit signals to maximize returns.
Entergy New Return and Market Media
The median price of Entergy New for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 24.52 with a coefficient of variation of 2.07. The daily time series for the period is distributed with a sample standard deviation of 0.5, arithmetic mean of 24.31, and mean deviation of 0.44. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Entergy executive sells 184k worth of company stock - Investing.com | 09/09/2024 |
| Entergy New dividend paid on 1st of October 2024 | 10/01/2024 |
2 | Do Wall Street Analysts Like Entergy Stock - TradingView | 11/21/2024 |
About Entergy New 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 Entergy or other stocks. Alpha measures the amount that position in Entergy New Orleans 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 | 2.94 | 6.48 | 4.79 | 4.55 | Days Of Inventory On Hand | 14.34 | 14.46 | 21.77 | 22.86 |
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 Entergy New 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, Entergy New's short interest history, or implied volatility extrapolated from Entergy New options trading.
Build Portfolio with Entergy New
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 Entergy New Backtesting, Entergy New Valuation, Entergy New Correlation, Entergy New Hype Analysis, Entergy New Volatility, Entergy New History and analyze Entergy New Performance. You can also try the AI Portfolio Architect module to use AI to generate optimal portfolios and find profitable investment opportunities.
Entergy New 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.