Enel Chile Sa Stock Alpha and Beta Analysis
| ENIC Stock | USD 2.69 0.02 0.75% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Enel Chile SA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Enel Chile over a specified time horizon. Remember, high Enel Chile'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 Enel Chile's market risk premium analysis include:
Beta 0.5 | Alpha (0.16) | Risk 1.83 | Sharpe Ratio (0.01) | Expected Return (0.01) |
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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.
Enel |
Enel Chile Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Enel Chile market risk premium is the additional return an investor will receive from holding Enel Chile 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 Enel Chile. 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 Enel Chile's performance over market.| α | -0.16 | β | 0.50 |
Enel Chile 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 Enel Chile's Buy-and-hold return. Our buy-and-hold chart shows how Enel Chile performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Enel Chile Market Price Analysis
Market price analysis indicators help investors to evaluate how Enel Chile stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Enel Chile shares will generate the highest return on investment. By understating and applying Enel Chile stock market price indicators, traders can identify Enel Chile position entry and exit signals to maximize returns.
Enel Chile Return and Market Media
The median price of Enel Chile for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 2.74 with a coefficient of variation of 2.66. The daily time series for the period is distributed with a sample standard deviation of 0.07, arithmetic mean of 2.73, and mean deviation of 0.06. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Enel Chile An Interesting Foreign Opportunity For Income Investors - Seeking Alpha | 09/06/2024 |
2 | Enel Chile S.A. Short Interest Update | 10/18/2024 |
3 | Enel Chile SA Q3 2024 Earnings Call Highlights Strong Financial Performance Amid Challenges | 10/31/2024 |
4 | Enel Chiles Weak Earnings May Only Reveal A Part Of The Whole Picture - Simply Wall St | 11/05/2024 |
5 | Enel Chile shares get Buy rating with ChP 62 target | 11/26/2024 |
About Enel Chile 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 Enel or other stocks. Alpha measures the amount that position in Enel Chile SA 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 (projected) | Dividend Yield | 0.0149 | 0.002032 | 0.001931 | Price To Sales Ratio | 0.53 | 46.02 | 48.32 |
Enel Chile Upcoming Company Events
As portrayed in its financial statements, the presentation of Enel Chile's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Enel Chile's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Enel Chile's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Enel Chile. Please utilize our Beneish M Score to check the likelihood of Enel Chile's management manipulating its earnings.
| 6th of March 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Enel Chile
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Check out Enel Chile Backtesting, Enel Chile Valuation, Enel Chile Correlation, Enel Chile Hype Analysis, Enel Chile Volatility, Enel Chile History and analyze Enel Chile Performance. You can also try the Global Correlations module to find global opportunities by holding instruments from different markets.
Enel Chile 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.