Expand Energy Stock Alpha and Beta Analysis
| EXE Stock | 102.60 1.42 1.40% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Expand Energy. It also helps investors analyze the systematic and unsystematic risks associated with investing in Expand Energy over a specified time horizon. Remember, high Expand 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 Expand Energy's market risk premium analysis include:
Beta 0.0696 | Alpha 0.0899 | Risk 1.65 | Sharpe Ratio 0.0739 | Expected Return 0.12 |
Enterprise Value |
|
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.
Expand |
Expand Energy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Expand Energy market risk premium is the additional return an investor will receive from holding Expand 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 Expand 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 Expand Energy's performance over market.| α | 0.09 | β | 0.07 |
Expand 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 Expand Energy's Buy-and-hold return. Our buy-and-hold chart shows how Expand Energy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Expand Energy Market Price Analysis
Market price analysis indicators help investors to evaluate how Expand 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 Expand Energy shares will generate the highest return on investment. By understating and applying Expand Energy stock market price indicators, traders can identify Expand Energy position entry and exit signals to maximize returns.
Expand Energy Return and Market Media
The median price of Expand Energy for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 101.18 with a coefficient of variation of 3.6. The daily time series for the period is distributed with a sample standard deviation of 3.63, arithmetic mean of 100.8, and mean deviation of 3.04. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Energy Transfer Brings On Chevron to Support This Potential Needle-Moving Growth Project | 12/23/2024 |
2 | Should First Trust Mid Cap Value AlphaDEX ETF Be on Your Investing Radar | 01/29/2025 |
3 | Critics say Pa. DEP gas data has serious flaws | 02/12/2025 |
4 | Expand Energy Q4 2024 Earnings Preview | 02/25/2025 |
5 | Expand Energy Corp Reports Q4 Revenue of 2,001 Million, Exceeding Estimates Posts Net Loss of ... | 02/26/2025 |
6 | Expand Energy Corp Shares Gap Down to 99.04 on Feb 27 | 02/27/2025 |
7 | Expand Energy Corporation Q4 2024 Earnings Call Transcript | 02/28/2025 |
8 | Disposition of 1625 shares by Joshua Viets of Expand Energy at 98.88 subject to Rule 16b-3 | 03/03/2025 |
9 | Expand Energy Will Pay A Dividend Of 0.575 | 03/04/2025 |
10 | Lone Star State of Mind Rockcliff Energy III Sets Sights on Texas Shale Assets | 03/05/2025 |
11 | Expand Energy Corp Trading Down 2.57 percent on Mar 7 | 03/07/2025 |
12 | JPMorgan Chase Co. Issues Pessimistic Forecast for Chesapeake Energy Stock Price | 03/13/2025 |
About Expand 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 Expand or other stocks. Alpha measures the amount that position in Expand 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.
| 2023 | 2024 | 2025 (projected) | Dividend Yield | 0.0476 | 0.0248 | 0.0236 | Price To Sales Ratio | 1.32 | 3.7 | 3.89 |
Expand Energy Investors Sentiment
The influence of Expand Energy's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Expand. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Expand Energy's public news can be used to forecast risks associated with an investment in Expand. The trend in average sentiment can be used to explain how an investor holding Expand can time the market purely based on public headlines and social activities around Expand Energy. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Expand Energy's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Expand Energy's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Expand Energy's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Expand Energy.
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 Expand 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, Expand Energy's short interest history, or implied volatility extrapolated from Expand Energy options trading.
Build Portfolio with Expand 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 Expand Energy Backtesting, Expand Energy Valuation, Expand Energy Correlation, Expand Energy Hype Analysis, Expand Energy Volatility, Expand Energy History and analyze Expand Energy Performance. For information on how to trade Expand Stock refer to our How to Trade Expand Stock guide.You can also try the My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
Expand 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.