Energy Transfer Lp Stock Alpha and Beta Analysis
| ET Stock | USD 18.97 0.10 0.52% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Energy Transfer LP. It also helps investors analyze the systematic and unsystematic risks associated with investing in Energy Transfer over a specified time horizon. Remember, high Energy Transfer'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 Transfer's market risk premium analysis include:
Beta 0.54 | Alpha 0.23 | Risk 0.94 | Sharpe Ratio 0.33 | Expected Return 0.31 |
Energy Transfer Quarterly Cash And Equivalents |
|
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 Transfer Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Energy Transfer market risk premium is the additional return an investor will receive from holding Energy Transfer 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 Transfer. 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 Transfer's performance over market.| α | 0.23 | β | 0.54 |
Energy Transfer 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 Transfer's Buy-and-hold return. Our buy-and-hold chart shows how Energy Transfer performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Energy Transfer Market Price Analysis
Market price analysis indicators help investors to evaluate how Energy Transfer 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 Transfer shares will generate the highest return on investment. By understating and applying Energy Transfer stock market price indicators, traders can identify Energy Transfer position entry and exit signals to maximize returns.
Energy Transfer Return and Market Media
The median price of Energy Transfer for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 16.01 with a coefficient of variation of 4.81. The daily time series for the period is distributed with a sample standard deviation of 0.78, arithmetic mean of 16.25, and mean deviation of 0.55. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Will Energy Transfer Offer Attractive Pricing Opportunities in Long-Term | 10/18/2024 |
2 | Warther Private Wealth LLC Cuts Holdings in Energy Transfer LP | 10/25/2024 |
3 | Energy Transfer Sees Surge in Options Activity and Insider Acquisitions | 11/06/2024 |
4 | Q3 2024 Energy Transfer LP Earnings Call Transcript | 11/07/2024 |
5 | Decoding Energy Transfer LP A Strategic SWOT Insight | 11/08/2024 |
6 | Dolphin to Host Third Quarter 2024 Earnings Call on November 14, 2024, at 430 PM ET | 11/11/2024 |
7 | Toll Brothers Website to Broadcast Its Fourth Quarter 2024 Earnings Conference Call Live on December 10, 2024 at 830 a.m. | 11/12/2024 |
| Energy Transfer dividend paid on 19th of November 2024 | 11/19/2024 |
8 | Energy Transfer Stock Price Up 2.3 percent - Still a Buy - MarketBeat | 11/21/2024 |
9 | Disposition of 15859 shares by Sturrock Troy of Energy Transfer at 13.74 subject to Rule 16b-3 | 11/22/2024 |
About Energy Transfer 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 Transfer LP 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 | 2024 (projected) | Dividend Yield | 0.0843 | 0.0832 | 0.065 | Price To Sales Ratio | 0.33 | 0.41 | 0.75 |
Energy Transfer Upcoming Company Events
As portrayed in its financial statements, the presentation of Energy Transfer's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Energy Transfer's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Energy Transfer's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Energy Transfer. Please utilize our Beneish M Score to check the likelihood of Energy Transfer's management manipulating its earnings.
| 14th of February 2024 Upcoming Quarterly Report | View | |
| 7th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 14th 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 Energy Transfer
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 Tools for Energy Stock Analysis
When running Energy Transfer's price analysis, check to measure Energy Transfer'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 Energy Transfer is operating at the current time. Most of Energy Transfer's value examination focuses on studying past and present price action to predict the probability of Energy Transfer's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Energy Transfer's price. Additionally, you may evaluate how the addition of Energy Transfer to your portfolios can decrease your overall portfolio volatility.