Enbridge Stock Alpha and Beta Analysis
| ENB Stock | USD 44.50 0.24 0.54% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Enbridge. It also helps investors analyze the systematic and unsystematic risks associated with investing in Enbridge over a specified time horizon. Remember, high Enbridge'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 Enbridge's market risk premium analysis include:
Beta 0.22 | Alpha 0.11 | Risk 0.96 | Sharpe Ratio 0.2 | Expected Return 0.19 |
Enbridge 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.
Enbridge |
Enbridge Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Enbridge market risk premium is the additional return an investor will receive from holding Enbridge 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 Enbridge. 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 Enbridge's performance over market.| α | 0.11 | β | 0.22 |
Enbridge 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 Enbridge's Buy-and-hold return. Our buy-and-hold chart shows how Enbridge performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Enbridge Market Price Analysis
Market price analysis indicators help investors to evaluate how Enbridge stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Enbridge shares will generate the highest return on investment. By understating and applying Enbridge stock market price indicators, traders can identify Enbridge position entry and exit signals to maximize returns.
Enbridge Return and Market Media
The median price of Enbridge for the period between Fri, Nov 1, 2024 and Thu, Jan 30, 2025 is 42.44 with a coefficient of variation of 3.42. The daily time series for the period is distributed with a sample standard deviation of 1.45, arithmetic mean of 42.47, and mean deviation of 1.2. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by Pamela Carter of 645 shares of Enbridge subject to Rule 16b-3 | 11/29/2024 |
2 | Investors Heavily Search Enbridge Inc Here is What You Need to Know | 12/05/2024 |
3 | Deloitte Complicit In Indefensible Brampton Hydrogen Bus CUTRIC Study | 12/17/2024 |
4 | Why the Market Dipped But Enbridge Gained Today | 12/31/2024 |
5 | Stocks Showing Improving Market Leadership Enbridge Earns 82 RS Rating | 01/08/2025 |
6 | Heres Why Hold Strategy is Apt for Kinder Morgan Stock Now | 01/10/2025 |
7 | Enbridge Stock Falls Amid Market Uptick What Investors Need to Know | 01/13/2025 |
8 | One in 10 Canadians live in places susceptible to green transition disruption report | 01/14/2025 |
9 | Enbridge initiated with bullish view at TD Securities, heres why ENB | 01/15/2025 |
10 | Enbridge Touches 52-Week High Should You Buy the Stock Now or Wait | 01/16/2025 |
11 | Parsons Capital Management Inc. RI Has 2.46 Million Holdings in Enbridge Inc. - MarketBeat | 01/27/2025 |
About Enbridge 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 Enbridge or other stocks. Alpha measures the amount that position in Enbridge 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 | 2025 (projected) | Dividend Yield | 0.0682 | 0.0778 | 0.07 | 0.0735 | Price To Sales Ratio | 2.01 | 2.25 | 2.58 | 2.67 |
Enbridge Upcoming Company Events
As portrayed in its financial statements, the presentation of Enbridge's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Enbridge's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Enbridge's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Enbridge. Please utilize our Beneish M Score to check the likelihood of Enbridge's management manipulating its earnings.
| 9th of February 2024 Upcoming Quarterly Report | View | |
| 3rd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 9th 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 Enbridge Backtesting, Enbridge Valuation, Enbridge Correlation, Enbridge Hype Analysis, Enbridge Volatility, Enbridge History and analyze Enbridge Performance. For information on how to trade Enbridge Stock refer to our How to Trade Enbridge Stock guide.You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
Enbridge 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.