Firstenergy Stock Alpha and Beta Analysis

FE Stock  USD 39.89  0.19  0.47%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as FirstEnergy. It also helps investors analyze the systematic and unsystematic risks associated with investing in FirstEnergy over a specified time horizon. Remember, high FirstEnergy'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 FirstEnergy's market risk premium analysis include:
Beta
0.28
Alpha
(0.12)
Risk
0.94
Sharpe Ratio
(0.14)
Expected Return
(0.13)
Please note that although FirstEnergy alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, FirstEnergy did 0.12  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of FirstEnergy stock's relative risk over its benchmark. FirstEnergy has a beta of 0.28  . As returns on the market increase, FirstEnergy's returns are expected to increase less than the market. However, during the bear market, the loss of holding FirstEnergy is expected to be smaller as well. At present, FirstEnergy's Tangible Book Value Per Share is projected to drop based on the last few years of reporting.

FirstEnergy Quarterly Cash And Equivalents

118 Million

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.
  
Check out FirstEnergy Backtesting, FirstEnergy Valuation, FirstEnergy Correlation, FirstEnergy Hype Analysis, FirstEnergy Volatility, FirstEnergy History and analyze FirstEnergy Performance.
For information on how to trade FirstEnergy Stock refer to our How to Trade FirstEnergy Stock guide.

FirstEnergy Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. FirstEnergy market risk premium is the additional return an investor will receive from holding FirstEnergy 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 FirstEnergy. 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 FirstEnergy's performance over market.
α-0.12   β0.28

FirstEnergy 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 FirstEnergy's Buy-and-hold return. Our buy-and-hold chart shows how FirstEnergy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

FirstEnergy Market Price Analysis

Market price analysis indicators help investors to evaluate how FirstEnergy stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading FirstEnergy shares will generate the highest return on investment. By understating and applying FirstEnergy stock market price indicators, traders can identify FirstEnergy position entry and exit signals to maximize returns.

FirstEnergy Return and Market Media

The median price of FirstEnergy for the period between Sun, Oct 20, 2024 and Sat, Jan 18, 2025 is 41.28 with a coefficient of variation of 3.33. The daily time series for the period is distributed with a sample standard deviation of 1.37, arithmetic mean of 41.12, and mean deviation of 1.15. The Stock received a lot of media exposure during the period.
 Price Growth (%)  
       Timeline  
1
Disposition of 1716 shares by Toby Thomas of FirstEnergy at 42.685 subject to Rule 16b-3
11/29/2024
2
FirstEnergy Corp. Shares Acquired by Stifel Financial Corp
12/13/2024
3
Gifts of the Season Totaling 70,000 Presented to Nonprofits in Pennsylvania
12/19/2024
4
Disposition of 14738 shares by Allan Smith of FirstEnergy at .51 subject to Rule 16b-3
12/20/2024
5
FirstEnergy Transmission, LLC Announces Launch of Exchange Offer for Its 4.550 percent Senior Notes Due 2030 and 5.000 percent Senior Notes Due 2035
12/23/2024
6
Acquisition by Brian Tierney of 134753 shares of FirstEnergy at 37.105 subject to Rule 16b-3
12/27/2024
7
Acquisition by Croom Jana T of 1000 shares of FirstEnergy subject to Rule 16b-3
01/02/2025
8
Acquisition by Steven Demetriou of 1000 shares of FirstEnergy at .99 subject to Rule 16b-3
01/03/2025
9
Heres Why FirstEnergy Is Weighed Down By Its Debt Load
01/06/2025
10
New Jersey Nonprofits Receive More Than 740,000 From FirstEnergy, FirstEnergy Foundation in 2024
01/07/2025
11
CCM Investment Advisers LLC Acquires 3,989 Shares of FirstEnergy Corp.
01/10/2025
12
Potomac Edison and Convergent Energy and Power Bring New Battery Storage System Online to Enhance Grid Reliability
01/15/2025
13
FirstEnergy Corp Offers Safety and Energy-Saving Tips Amid Extreme Cold
01/17/2025

About FirstEnergy 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 FirstEnergy or other stocks. Alpha measures the amount that position in FirstEnergy 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 Yield0.03720.04310.04960.0493
Price To Sales Ratio1.921.631.471.02

FirstEnergy Upcoming Company Events

As portrayed in its financial statements, the presentation of FirstEnergy's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, FirstEnergy's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of FirstEnergy's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of FirstEnergy. Please utilize our Beneish M Score to check the likelihood of FirstEnergy's management manipulating its earnings.
8th of February 2024
Upcoming Quarterly Report
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25th of April 2024
Next Financial Report
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31st of December 2023
Next Fiscal Quarter End
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8th of February 2024
Next Fiscal Year End
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30th of September 2023
Last Quarter Report
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31st of December 2022
Last Financial Announcement
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FirstEnergy 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.
A focus of FirstEnergy technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of FirstEnergy trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...