Companhia Energetica De Stock Alpha and Beta Analysis
| CIG Stock | USD 1.82 0.01 0.55% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Companhia Energetica de. It also helps investors analyze the systematic and unsystematic risks associated with investing in Companhia Energetica over a specified time horizon. Remember, high Companhia Energetica'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 Companhia Energetica's market risk premium analysis include:
Beta 0.39 | Alpha (0.02) | Risk 2.05 | Sharpe Ratio 0.037 | Expected Return 0.0757 |
Companhia Energetica 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.
Companhia |
Companhia Energetica Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Companhia Energetica market risk premium is the additional return an investor will receive from holding Companhia Energetica 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 Companhia Energetica. 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 Companhia Energetica's performance over market.| α | -0.02 | β | 0.39 |
Companhia Energetica 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 Companhia Energetica's Buy-and-hold return. Our buy-and-hold chart shows how Companhia Energetica performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Companhia Energetica Market Price Analysis
Market price analysis indicators help investors to evaluate how Companhia Energetica stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Companhia Energetica shares will generate the highest return on investment. By understating and applying Companhia Energetica stock market price indicators, traders can identify Companhia Energetica position entry and exit signals to maximize returns.
Companhia Energetica Return and Market Media
The median price of Companhia Energetica for the period between Thu, Dec 26, 2024 and Wed, Mar 26, 2025 is 1.86 with a coefficient of variation of 4.27. The daily time series for the period is distributed with a sample standard deviation of 0.08, arithmetic mean of 1.85, and mean deviation of 0.07. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Companhia Paranaense de Energia - COPEL Shares Gap Down - Heres What Happened - MarketBeat | 01/02/2025 |
2 | Companhia Paranaense de Energia Sees Unusually-High Trading Volume - Heres Why - MarketBeat | 01/30/2025 |
3 | Capital Insurance Group Names 2024 Agencies of the Year | 03/11/2025 |
4 | Companhia Energtica de Minas Gerais - CEMIG reports Q4 results | 03/21/2025 |
5 | Companhia Energtica de Minas Gerais Q4 2024 Earnings Call Transcript | 03/25/2025 |
About Companhia Energetica 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 Companhia or other stocks. Alpha measures the amount that position in Companhia Energetica 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.
| 2023 | 2024 | 2025 (projected) | |
| Dividend Yield | 0.0825 | 0.0949 | 0.0902 |
| Price To Sales Ratio | 0.6 | 0.69 | 0.65 |
Companhia Energetica Upcoming Company Events
As portrayed in its financial statements, the presentation of Companhia Energetica's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Companhia Energetica's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Companhia Energetica's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Companhia Energetica. Please utilize our Beneish M Score to check the likelihood of Companhia Energetica's management manipulating its earnings.
| 21st of May 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 21st of May 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 Companhia Energetica Backtesting, Companhia Energetica Valuation, Companhia Energetica Correlation, Companhia Energetica Hype Analysis, Companhia Energetica Volatility, Companhia Energetica History and analyze Companhia Energetica Performance. You can also try the Economic Indicators module to top statistical indicators that provide insights into how an economy is performing.
Companhia Energetica 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.