Duke Energy (Brazil) Alpha and Beta Analysis
| DUKB34 Stock | BRL 706.49 8.31 1.19% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Duke Energy. It also helps investors analyze the systematic and unsystematic risks associated with investing in Duke Energy over a specified time horizon. Remember, high Duke 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 Duke Energy's market risk premium analysis include:
Beta 0.14 | Alpha 0.21 | Risk 1.89 | Sharpe Ratio 0.1 | Expected Return 0.19 |
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.
Duke |
Duke Energy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Duke Energy market risk premium is the additional return an investor will receive from holding Duke 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 Duke 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 Duke Energy's performance over market.| α | 0.21 | β | 0.14 |
Duke 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 Duke Energy's Buy-and-hold return. Our buy-and-hold chart shows how Duke Energy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Duke Energy Market Price Analysis
Market price analysis indicators help investors to evaluate how Duke 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 Duke Energy shares will generate the highest return on investment. By understating and applying Duke Energy stock market price indicators, traders can identify Duke Energy position entry and exit signals to maximize returns.
Duke Energy Return and Market Media
The median price of Duke Energy for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 650.61 with a coefficient of variation of 3.7. The daily time series for the period is distributed with a sample standard deviation of 23.95, arithmetic mean of 647.61, and mean deviation of 19.13. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Duke 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 Duke or other stocks. Alpha measures the amount that position in Duke 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.
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 Duke Energy 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, Duke Energy's short interest history, or implied volatility extrapolated from Duke Energy options trading.
Build Portfolio with Duke 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
Additional Information and Resources on Investing in Duke Stock
When determining whether Duke Energy is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Duke Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Duke Energy Stock. Highlighted below are key reports to facilitate an investment decision about Duke Energy Stock:Check out Duke Energy Backtesting, Duke Energy Valuation, Duke Energy Correlation, Duke Energy Hype Analysis, Duke Energy Volatility, Duke Energy History and analyze Duke Energy Performance. For information on how to trade Duke Stock refer to our How to Trade Duke Stock guide.You can also try the Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
Duke 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.