Cheniere Energy (Germany) Alpha and Beta Analysis
| CHQ1 Stock | EUR 195.95 0.95 0.48% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Cheniere Energy. It also helps investors analyze the systematic and unsystematic risks associated with investing in Cheniere Energy over a specified time horizon. Remember, high Cheniere 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 Cheniere Energy's market risk premium analysis include:
Beta 0.45 | Alpha 0.28 | Risk 1.84 | Sharpe Ratio 0.17 | Expected Return 0.31 |
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.
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Cheniere Energy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Cheniere Energy market risk premium is the additional return an investor will receive from holding Cheniere 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 Cheniere 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 Cheniere Energy's performance over market.| α | 0.28 | β | 0.45 |
Cheniere 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 Cheniere Energy's Buy-and-hold return. Our buy-and-hold chart shows how Cheniere Energy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Cheniere Energy Market Price Analysis
Market price analysis indicators help investors to evaluate how Cheniere 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 Cheniere Energy shares will generate the highest return on investment. By understating and applying Cheniere Energy stock market price indicators, traders can identify Cheniere Energy position entry and exit signals to maximize returns.
Cheniere Energy Return and Market Media
The median price of Cheniere Energy for the period between Sun, Sep 22, 2024 and Sat, Dec 21, 2024 is 175.38 with a coefficient of variation of 10.52. The daily time series for the period is distributed with a sample standard deviation of 19.47, arithmetic mean of 184.98, and mean deviation of 18.22. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Cheniere 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 Cheniere or other stocks. Alpha measures the amount that position in Cheniere 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 Cheniere 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, Cheniere Energy's short interest history, or implied volatility extrapolated from Cheniere Energy options trading.
Build Portfolio with Cheniere Energy
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Additional Information and Resources on Investing in Cheniere Stock
When determining whether Cheniere Energy is a strong investment it is important to analyze Cheniere Energy's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Cheniere Energy's future performance. For an informed investment choice regarding Cheniere Stock, refer to the following important reports:Check out Cheniere Energy Backtesting, Cheniere Energy Valuation, Cheniere Energy Correlation, Cheniere Energy Hype Analysis, Cheniere Energy Volatility, Cheniere Energy History and analyze Cheniere Energy Performance. For more detail on how to invest in Cheniere Stock please use our How to Invest in Cheniere Energy guide.You can also try the Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.
Cheniere 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.