Cn Energy Group Stock Alpha and Beta Analysis
| CNEY Stock | USD 0.29 0.01 3.33% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as CN Energy Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in CN Energy over a specified time horizon. Remember, high CN 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 CN Energy's market risk premium analysis include:
Beta (0.36) | Alpha (0.84) | Risk 10.98 | Sharpe Ratio (0.07) | Expected Return (0.78) |
Enterprise Value |
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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.
CNEY |
CN Energy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. CN Energy market risk premium is the additional return an investor will receive from holding CN 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 CN 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 CN Energy's performance over market.| α | -0.84 | β | -0.36 |
CN 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 CN Energy's Buy-and-hold return. Our buy-and-hold chart shows how CN Energy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.CN Energy Market Price Analysis
Market price analysis indicators help investors to evaluate how CN 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 CN Energy shares will generate the highest return on investment. By understating and applying CN Energy stock market price indicators, traders can identify CN Energy position entry and exit signals to maximize returns.
CN Energy Return and Market Media
The median price of CN Energy for the period between Sun, Oct 20, 2024 and Sat, Jan 18, 2025 is 0.35 with a coefficient of variation of 29.2. The daily time series for the period is distributed with a sample standard deviation of 0.12, arithmetic mean of 0.4, and mean deviation of 0.1. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | United Energy Group And 2 Other Promising Penny Stocks To Watch - Simply Wall St | 11/20/2024 |
2 | Why CN Energy Group Stock Is Up 155 | 12/04/2024 |
3 | CNEY Stock Surges Over 5 percent Amid Market Activity | 12/20/2024 |
4 | CNEY Stock Surges Amid Market Activity | 01/16/2025 |
About CN 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 CNEY or other stocks. Alpha measures the amount that position in CN Energy Group 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 | 2025 (projected) | Days Sales Outstanding | 171.41 | 182.9 | 210.33 | 199.82 | PTB Ratio | 0.72 | 0.0624 | 0.0718 | 0.0682 |
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 CN 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, CN Energy's short interest history, or implied volatility extrapolated from CN Energy options trading.
Build Portfolio with CN 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
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Additional Tools for CNEY Stock Analysis
When running CN Energy's price analysis, check to measure CN Energy'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 CN Energy is operating at the current time. Most of CN Energy's value examination focuses on studying past and present price action to predict the probability of CN Energy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CN Energy's price. Additionally, you may evaluate how the addition of CN Energy to your portfolios can decrease your overall portfolio volatility.