Energy Of Minas Stock Alpha and Beta Analysis
| CIG-C Stock | USD 2.49 0.04 1.63% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Energy of Minas. It also helps investors analyze the systematic and unsystematic risks associated with investing in Energy Of over a specified time horizon. Remember, high Energy Of'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 Energy Of's market risk premium analysis include:
Beta 0.29 | Alpha (0.01) | Risk 2.26 | Sharpe Ratio 0.0607 | Expected Return 0.14 |
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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.
Energy |
Energy Of Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Energy Of market risk premium is the additional return an investor will receive from holding Energy Of 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 Energy Of. 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 Energy Of's performance over market.| α | -0.0074 | β | 0.29 |
Energy Of 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 Energy Of's Buy-and-hold return. Our buy-and-hold chart shows how Energy Of performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Energy Of Market Price Analysis
Market price analysis indicators help investors to evaluate how Energy Of stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Energy Of shares will generate the highest return on investment. By understating and applying Energy Of stock market price indicators, traders can identify Energy Of position entry and exit signals to maximize returns.
Energy Of Return and Market Media
The median price of Energy Of for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 2.52 with a coefficient of variation of 2.66. The daily time series for the period is distributed with a sample standard deviation of 0.07, arithmetic mean of 2.51, and mean deviation of 0.05. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
| Energy Of dividend paid on 9th of September 2024 | 09/09/2024 |
1 | Why Fast-paced Mover Cemig Is a Great Choice for Value Investors | 09/25/2024 |
2 | Is Comp En De Mn Cemig Stock Undervalued Right Now | 10/10/2024 |
3 | Earnings call Cemig reports record financial performance in Q3 2024 | 11/19/2024 |
About Energy Of 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 Energy or other stocks. Alpha measures the amount that position in Energy of Minas 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 | 0.0829 | 0.11 | 0.0731 | 0.071 | Price To Sales Ratio | 0.51 | 0.55 | 0.68 | 0.64 |
Energy Of Investors Sentiment
The influence of Energy Of's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Energy. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Energy Of's public news can be used to forecast risks associated with an investment in Energy. The trend in average sentiment can be used to explain how an investor holding Energy can time the market purely based on public headlines and social activities around Energy of Minas. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Energy Of's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Energy Of's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Energy Of's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Energy Of.
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 Energy Of 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, Energy Of's short interest history, or implied volatility extrapolated from Energy Of options trading.
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Other Information on Investing in Energy Stock
Energy Of financial ratios help investors to determine whether Energy Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Energy with respect to the benefits of owning Energy Of security.