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
Please note that although Expand Energy alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Expand Energy did 0.09  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Expand Energy stock's relative risk over its benchmark. Expand Energy has a beta of 0.07  . As returns on the market increase, Expand Energy's returns are expected to increase less than the market. However, during the bear market, the loss of holding Expand Energy is expected to be smaller as well. At present, Expand Energy's Price Book Value Ratio is projected to increase slightly based on the last few years of reporting. The current year's Enterprise Value Multiple is expected to grow to 21.87, whereas Tangible Book Value Per Share is forecasted to decline to 106.29.

Enterprise Value

4.97 Billion

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.
  
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.

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.
α0.09   β0.07

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 Yield0.04760.02480.0236
Price To Sales Ratio1.323.73.89

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.

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Align your risk with return expectations

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
When determining whether Expand Energy offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Expand Energy's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Expand Energy Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Expand Energy Stock:
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.
A focus of Expand Energy technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Expand Energy trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...