Genie Energy Stock Alpha and Beta Analysis
| GNE Stock | USD 14.13 0.09 0.64% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Genie Energy. It also helps investors analyze the systematic and unsystematic risks associated with investing in Genie Energy over a specified time horizon. Remember, high Genie 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 Genie Energy's market risk premium analysis include:
Beta 0.43 | Alpha (0.0002) | Risk 1.81 | Sharpe Ratio (0.01) | Expected Return (0.03) |
Genie Energy Quarterly Cash And Equivalents |
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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.
Genie |
Genie Energy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Genie Energy market risk premium is the additional return an investor will receive from holding Genie 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 Genie 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 Genie Energy's performance over market.| α | -0.0002 | β | 0.43 |
Genie 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 Genie Energy's Buy-and-hold return. Our buy-and-hold chart shows how Genie Energy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Genie Energy Market Price Analysis
Market price analysis indicators help investors to evaluate how Genie 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 Genie Energy shares will generate the highest return on investment. By understating and applying Genie Energy stock market price indicators, traders can identify Genie Energy position entry and exit signals to maximize returns.
Genie Energy Return and Market Media
The median price of Genie Energy for the period between Sat, Dec 14, 2024 and Fri, Mar 14, 2025 is 14.43 with a coefficient of variation of 2.78. The daily time series for the period is distributed with a sample standard deviation of 0.4, arithmetic mean of 14.56, and mean deviation of 0.33. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Genesis Energy, L.P. Announces Early Results and Initial Settlement Date for Tender Offer for Up to 575 Million Aggregate Principal Amount of Its 8.0 percent Se... | 12/19/2024 |
2 | Acquisition by Alan Rosenthal of 2920 shares of Genie Energy at 15.455 subject to Rule 16b-3 | 01/06/2025 |
3 | Disposition of 11007 shares by Howard Jonas of Genie Energy at 14.385 subject to Rule 16b-3 | 02/10/2025 |
4 | Genie Energys investors will be pleased with their impressive 156 percent return over the last three years | 02/11/2025 |
5 | Genesis Energy, L.P. Q4 2024 Earnings Call Transcript | 02/14/2025 |
6 | Bus drivers say they had no choice but to resign | 02/18/2025 |
7 | EnergyNet U.S. Secretary of Energy Chris Wright to Deliver Keynote Address at 10th Powering Africa Summit | 02/24/2025 |
8 | Trading Advice - Stock Traders Daily | 02/27/2025 |
9 | Genesis Energy, L.P. Among the Best Performing Energy Stocks So Far in 2025 | 03/04/2025 |
10 | Genie energy targets 40M-50M adjusted EBITDA in 2025 amid strategic growth | 03/10/2025 |
11 | Genie Energy Ltd. Q4 2024 Earnings Call Transcript | 03/11/2025 |
12 | Genie Energy Q4 Earnings Dip YY, Margin Pressures Persist in 2025 | 03/12/2025 |
About Genie 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 Genie or other stocks. Alpha measures the amount that position in Genie 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 | 0.0346 | 0.0123 | 0.0111 | 0.0106 | Price To Sales Ratio | 0.84 | 1.68 | 1.51 | 1.58 |
Genie Energy Upcoming Company Events
As portrayed in its financial statements, the presentation of Genie Energy's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Genie Energy's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Genie Energy's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Genie Energy. Please utilize our Beneish M Score to check the likelihood of Genie Energy's management manipulating its earnings.
| 11th of March 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Genie 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 Genie Energy Backtesting, Genie Energy Valuation, Genie Energy Correlation, Genie Energy Hype Analysis, Genie Energy Volatility, Genie Energy History and analyze Genie Energy Performance. For information on how to trade Genie Stock refer to our How to Trade Genie Stock guide.You can also try the Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
Genie 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.