Exelon Stock Alpha and Beta Analysis
| EXC Stock | USD 44.19 0.72 1.66% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Exelon. It also helps investors analyze the systematic and unsystematic risks associated with investing in Exelon over a specified time horizon. Remember, high Exelon'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 Exelon's market risk premium analysis include:
Beta 0.3 | Alpha 0.26 | Risk 1.23 | Sharpe Ratio 0.29 | Expected Return 0.35 |
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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.
Exelon |
Exelon Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Exelon market risk premium is the additional return an investor will receive from holding Exelon 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 Exelon. 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 Exelon's performance over market.| α | 0.26 | β | 0.30 |
Exelon 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 Exelon's Buy-and-hold return. Our buy-and-hold chart shows how Exelon performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Exelon Market Price Analysis
Market price analysis indicators help investors to evaluate how Exelon stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Exelon shares will generate the highest return on investment. By understating and applying Exelon stock market price indicators, traders can identify Exelon position entry and exit signals to maximize returns.
Exelon Return and Market Media
The median price of Exelon for the period between Sat, Dec 14, 2024 and Fri, Mar 14, 2025 is 39.44 with a coefficient of variation of 6.86. The daily time series for the period is distributed with a sample standard deviation of 2.73, arithmetic mean of 39.81, and mean deviation of 2.43. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
| Exelon dividend paid on 13th of December 2024 | 12/13/2024 |
1 | Is Exelon Corp. the Best Infrastructure Stock to Buy According to Hedge Funds | 02/12/2025 |
2 | Disposition of 22258 shares by Robert Kleczynski of Exelon subject to Rule 16b-3 | 02/25/2025 |
3 | Versor Investments LP Acquires 20,000 Shares of Exelon Co. | 02/27/2025 |
4 | Vistra Fourth-Quarter Earnings Miss Estimates, Revenues Rise YY | 03/03/2025 |
5 | Exelon Corporations Price Is Out Of Tune With Earnings | 03/04/2025 |
6 | Why Exelon is a Top Value Stock for the Long-Term | 03/05/2025 |
7 | Aigen Investment Management LP Purchases 4,956 Shares of Exelon Co. | 03/07/2025 |
8 | Insider Trading | 03/10/2025 |
9 | Buy 5 Non-Tech High-Flying Nasdaq Stocks Amid Indexs Recent Bloodbath | 03/11/2025 |
10 | 6,367 Shares in Exelon Co. Acquired by Callan Family Office LLC | 03/12/2025 |
| Exelon dividend paid on 14th of March 2025 | 03/14/2025 |
About Exelon 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 Exelon or other stocks. Alpha measures the amount that position in Exelon 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 | 0.0313 | 0.0401 | 0.0206 | 0.0195 | Price To Sales Ratio | 2.23 | 1.65 | 1.64 | 0.9 |
Exelon Upcoming Company Events
As portrayed in its financial statements, the presentation of Exelon's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Exelon's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Exelon's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Exelon. Please utilize our Beneish M Score to check the likelihood of Exelon's management manipulating its earnings.
| 21st of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 21st 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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Align your risk with return expectations
Check out Exelon Backtesting, Exelon Valuation, Exelon Correlation, Exelon Hype Analysis, Exelon Volatility, Exelon History and analyze Exelon Performance. For information on how to trade Exelon Stock refer to our How to Trade Exelon Stock guide.You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
Exelon 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.