Dte Energy Stock Alpha and Beta Analysis
| DTB Stock | USD 18.83 0.05 0.27% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as DTE Energy. It also helps investors analyze the systematic and unsystematic risks associated with investing in DTE Energy over a specified time horizon. Remember, high DTE 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 DTE Energy's market risk premium analysis include:
Beta 0.32 | Alpha (0.02) | Risk 1.09 | Sharpe Ratio (0.03) | Expected Return (0.04) |
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.
DTE |
DTE Energy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. DTE Energy market risk premium is the additional return an investor will receive from holding DTE 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 DTE 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 DTE Energy's performance over market.| α | -0.02 | β | 0.32 |
DTE 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 DTE Energy's Buy-and-hold return. Our buy-and-hold chart shows how DTE Energy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.DTE Energy Market Price Analysis
Market price analysis indicators help investors to evaluate how DTE 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 DTE Energy shares will generate the highest return on investment. By understating and applying DTE Energy stock market price indicators, traders can identify DTE Energy position entry and exit signals to maximize returns.
DTE Energy Return and Market Media
The median price of DTE Energy for the period between Fri, Nov 29, 2024 and Thu, Feb 27, 2025 is 18.82 with a coefficient of variation of 2.09. The daily time series for the period is distributed with a sample standard deviation of 0.39, arithmetic mean of 18.8, and mean deviation of 0.29. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | DTE Energy brings comfort and home to Detroit families with 63 million in Energy Efficiency Assistance programs - Marketscreener.com | 12/10/2024 |
2 | Heres Why DTE Energy is a Strong Value Stock - Yahoo Finance | 12/16/2024 |
3 | FY2024 Earnings Forecast for DTE Energy Issued By Scotiabank - MarketBeat | 01/10/2025 |
| DTE Energy dividend paid on 15th of January 2025 | 01/15/2025 |
4 | Acquisition by Mark Murray of 1285 shares of DTE Energy subject to Rule 16b-3 | 01/24/2025 |
5 | DTE Energy Stock Holdings Boosted by Mediolanum International Funds Ltd - MarketBeat | 02/04/2025 |
6 | DTE Energy projects 30B investment through 2029 with focus on cleaner generation and reliability | 02/13/2025 |
About DTE 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 DTE or other stocks. Alpha measures the amount that position in DTE 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.
| 2022 | 2023 | 2024 | 2025 (projected) | Dividend Yield | 0.18 | 0.19 | 0.21 | 0.22 | Price To Sales Ratio | 0.19 | 0.32 | 0.3 | 0.48 |
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 DTE 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, DTE Energy's short interest history, or implied volatility extrapolated from DTE Energy options trading.
Build Portfolio with DTE 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
Align your risk with return expectations
Check out DTE Energy Backtesting, DTE Energy Valuation, DTE Energy Correlation, DTE Energy Hype Analysis, DTE Energy Volatility, DTE Energy History and analyze DTE Energy Performance. For information on how to trade DTE Stock refer to our How to Trade DTE Stock guide.You can also try the Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
DTE 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.