Peabody Energy Corp Stock Alpha and Beta Analysis
| BTU Stock | USD 28.14 1.53 5.75% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Peabody Energy Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Peabody Energy over a specified time horizon. Remember, high Peabody 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 Peabody Energy's market risk premium analysis include:
Beta 1.84 | Alpha 0.14 | Risk 2.61 | Sharpe Ratio 0.13 | Expected Return 0.35 |
Peabody Energy Quarterly Cash And Equivalents |
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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.
Peabody |
Peabody Energy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Peabody Energy market risk premium is the additional return an investor will receive from holding Peabody 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 Peabody 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 Peabody Energy's performance over market.| α | 0.14 | β | 1.84 |
Peabody 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 Peabody Energy's Buy-and-hold return. Our buy-and-hold chart shows how Peabody Energy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Peabody Energy Market Price Analysis
Market price analysis indicators help investors to evaluate how Peabody 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 Peabody Energy shares will generate the highest return on investment. By understating and applying Peabody Energy stock market price indicators, traders can identify Peabody Energy position entry and exit signals to maximize returns.
Peabody Energy Return and Market Media
The median price of Peabody Energy for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 24.93 with a coefficient of variation of 8.72. The daily time series for the period is distributed with a sample standard deviation of 2.17, arithmetic mean of 24.86, and mean deviation of 1.79. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Thomist Capital Management, Lp of 31800 shares of Peabody Energy at 23.0 subject to Rule 16b-3 | 08/30/2024 |
| Peabody Energy dividend paid on 4th of September 2024 | 09/04/2024 |
2 | Peabody Health Department To Host COVID-19, Flu Shot Clinic | 10/18/2024 |
3 | Peabody Municipal Light Warns Of Power-Shutoff Threat Scam | 10/29/2024 |
4 | Peabody Energy Will Pay A Dividend Of 0.075 | 11/04/2024 |
5 | Insider Sale EVP and CFO Mark Spurbeck Sells 10,000 Shares of Peabody Energy Corp | 11/08/2024 |
6 | Peabody Engineering Adds New Sizes to Line of Pump Containment Enclosures | 11/11/2024 |
7 | Have Peabody Energy Insiders Been Selling Stock | 11/12/2024 |
8 | Lahey Hospital Funds 1 Million In Grants To Area Organizations | 11/14/2024 |
9 | McDonalds Co. Shares Sold by Nixon Peabody Trust Co. | 11/18/2024 |
10 | The Need Is Great This Year Peabody Police Holiday Toy Drive | 11/19/2024 |
About Peabody 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 Peabody or other stocks. Alpha measures the amount that position in Peabody 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.
| 2020 | 2024 (projected) | Dividend Yield | 0.00829 | 0.007088 | Price To Sales Ratio | 0.0817 | 0.78 |
Peabody Energy Upcoming Company Events
As portrayed in its financial statements, the presentation of Peabody Energy's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Peabody Energy's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Peabody Energy's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Peabody Energy. Please utilize our Beneish M Score to check the likelihood of Peabody Energy's management manipulating its earnings.
| 8th of February 2024 Upcoming Quarterly Report | View | |
| 25th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 8th 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 Peabody Energy
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Additional Tools for Peabody Stock Analysis
When running Peabody Energy's price analysis, check to measure Peabody Energy's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Peabody Energy is operating at the current time. Most of Peabody Energy's value examination focuses on studying past and present price action to predict the probability of Peabody Energy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Peabody Energy's price. Additionally, you may evaluate how the addition of Peabody Energy to your portfolios can decrease your overall portfolio volatility.