Nisource Stock Alpha and Beta Analysis
| NI Stock | USD 38.67 0.37 0.95% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as NiSource. It also helps investors analyze the systematic and unsystematic risks associated with investing in NiSource over a specified time horizon. Remember, high NiSource'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 NiSource's market risk premium analysis include:
Beta 0.45 | Alpha 0.13 | Risk 1.32 | Sharpe Ratio 0.0961 | Expected Return 0.13 |
NiSource 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.
NiSource |
NiSource Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. NiSource market risk premium is the additional return an investor will receive from holding NiSource 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 NiSource. 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 NiSource's performance over market.| α | 0.13 | β | 0.45 |
NiSource 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 NiSource's Buy-and-hold return. Our buy-and-hold chart shows how NiSource performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.NiSource Market Price Analysis
Market price analysis indicators help investors to evaluate how NiSource stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading NiSource shares will generate the highest return on investment. By understating and applying NiSource stock market price indicators, traders can identify NiSource position entry and exit signals to maximize returns.
NiSource Return and Market Media
The median price of NiSource for the period between Sat, Dec 14, 2024 and Fri, Mar 14, 2025 is 37.44 with a coefficient of variation of 4.2. The daily time series for the period is distributed with a sample standard deviation of 1.58, arithmetic mean of 37.63, and mean deviation of 1.36. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | NiSource is on the Move, Heres Why the Trend Could be Sustainable | 01/15/2025 |
2 | Acquisition by Shawn Anderson of 8933 shares of NiSource at 37.78 subject to Rule 16b-3 | 01/22/2025 |
3 | Acquisition by Lloyd Yates of 47872 shares of NiSource at 37.6 subject to Rule 16b-3 | 01/23/2025 |
4 | Disposition of 7542 shares by Shawn Anderson of NiSource at 37.76 subject to Rule 16b-3 | 01/24/2025 |
5 | NiSource Inc Trading Down 4.42 percent on Jan 27 | 01/27/2025 |
6 | Disposition of 7320 shares by Shawn Anderson of NiSource at 36.42 subject to Rule 16b-3 | 01/28/2025 |
7 | NiSource Q4 Earnings Snapshot | 02/12/2025 |
8 | Decoding NiSource Inc A Strategic SWOT Insight | 02/13/2025 |
9 | Public Service Enterprise Rewards Shareholders With 5 percent Dividend Hike | 02/14/2025 |
10 | NiSources one-year earnings growth trails the 58 percent YoY shareholder returns | 02/19/2025 |
11 | Southern Q4 Earnings Miss, Electricity Sales Increase | 02/24/2025 |
12 | Is NiSource Inc.s ROE Of 7.9 percent Impressive | 02/27/2025 |
13 | Disposition of 12900 shares by Shawn Anderson of NiSource at 40.79 subject to Rule 16b-3 | 03/03/2025 |
14 | Acquisition by Lloyd Yates of 233689 shares of NiSource at 40.81 subject to Rule 16b-3 | 03/04/2025 |
15 | Disposition of 462 shares by Kimberly Cuccia of NiSource at 25.85 subject to Rule 16b-3 | 03/07/2025 |
16 | AES to Gain From Renewable Expansion Rising Presence in LNG Space | 03/10/2025 |
17 | NiSource Announces Investor Relations Leadership Transition | 03/11/2025 |
18 | Johnson Investment Counsel Inc. Acquires 671 Shares of NiSource Inc. | 03/13/2025 |
About NiSource 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 NiSource or other stocks. Alpha measures the amount that position in NiSource 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 | 0.0391 | 0.0414 | 0.0293 | 0.0278 | Price To Sales Ratio | 1.91 | 2.01 | 3.06 | 3.21 |
NiSource Upcoming Company Events
As portrayed in its financial statements, the presentation of NiSource's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, NiSource's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of NiSource's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of NiSource. Please utilize our Beneish M Score to check the likelihood of NiSource's management manipulating its earnings.
| 28th of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 28th 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 NiSource Backtesting, NiSource Valuation, NiSource Correlation, NiSource Hype Analysis, NiSource Volatility, NiSource History and analyze NiSource Performance. For more detail on how to invest in NiSource Stock please use our How to Invest in NiSource guide.You can also try the Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
NiSource 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.