Ameren Corp Stock Alpha and Beta Analysis
| AEE Stock | USD 99.08 0.24 0.24% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ameren Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ameren Corp over a specified time horizon. Remember, high Ameren Corp'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 Ameren Corp's market risk premium analysis include:
Beta 0.12 | Alpha 0.13 | Risk 1.12 | Sharpe Ratio 0.0877 | Expected Return 0.0983 |
Ameren Corp 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.
Ameren |
Ameren Corp Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ameren Corp market risk premium is the additional return an investor will receive from holding Ameren Corp 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 Ameren Corp. 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 Ameren Corp's performance over market.| α | 0.13 | β | 0.12 |
Ameren Corp 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 Ameren Corp's Buy-and-hold return. Our buy-and-hold chart shows how Ameren Corp performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Ameren Corp Market Price Analysis
Market price analysis indicators help investors to evaluate how Ameren Corp stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Ameren Corp shares will generate the highest return on investment. By understating and applying Ameren Corp stock market price indicators, traders can identify Ameren Corp position entry and exit signals to maximize returns.
Ameren Corp Return and Market Media
The median price of Ameren Corp for the period between Thu, Nov 28, 2024 and Wed, Feb 26, 2025 is 92.2 with a coefficient of variation of 3.59. The daily time series for the period is distributed with a sample standard deviation of 3.32, arithmetic mean of 92.6, and mean deviation of 2.82. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Ameren Corp dividend paid on 31st of December 2024 | 12/31/2024 |
1 | Acquisition by Catherine Brune of 1911 shares of Ameren Corp subject to Rule 16b-3 | 01/03/2025 |
2 | Ameren Corp Announces Fourth Quarter 2024 Earnings Webcast | 01/17/2025 |
3 | Ameren Reports Next Week Wall Street Expects Earnings Growth | 02/06/2025 |
4 | Congressional report raises doubts about FutureGen | 02/12/2025 |
5 | Ameren Missouri unveils plan to enable economic growth, boost reliability and create jobs in the state | 02/14/2025 |
6 | Disposition of 1900 shares by Rafael Flores of Ameren Corp at 97.93 subject to Rule 16b-3 | 02/19/2025 |
7 | Why Are Institutional Investors Increasing Their Holdings in Ameren Co. | 02/20/2025 |
8 | Analysts Are Updating Their Ameren Corporation Estimates After Its Full-Year Results | 02/21/2025 |
About Ameren Corp 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 Ameren or other stocks. Alpha measures the amount that position in Ameren Corp 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) | Dividend Yield | 0.0248 | 0.0265 | 0.03 | 0.0507 | Price To Sales Ratio | 3.57 | 2.89 | 3.12 | 3.28 |
Ameren Corp Upcoming Company Events
As portrayed in its financial statements, the presentation of Ameren Corp's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Ameren Corp's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Ameren Corp's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Ameren Corp. Please utilize our Beneish M Score to check the likelihood of Ameren Corp's management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd 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 Ameren Corp Backtesting, Ameren Corp Valuation, Ameren Corp Correlation, Ameren Corp Hype Analysis, Ameren Corp Volatility, Ameren Corp History and analyze Ameren Corp Performance. For information on how to trade Ameren Stock refer to our How to Trade Ameren Stock guide.You can also try the Crypto Correlations module to use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins.
Ameren Corp 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.