Pbf Energy Stock Alpha and Beta Analysis
| PBF Stock | USD 20.74 1.07 5.44% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as PBF Energy. It also helps investors analyze the systematic and unsystematic risks associated with investing in PBF Energy over a specified time horizon. Remember, high PBF 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 PBF Energy's market risk premium analysis include:
Beta 0.55 | Alpha (0.53) | Risk 3.46 | Sharpe Ratio (0.14) | Expected Return (0.50) |
PBF 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.
PBF |
PBF Energy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. PBF Energy market risk premium is the additional return an investor will receive from holding PBF 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 PBF 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 PBF Energy's performance over market.| α | -0.53 | β | 0.55 |
PBF 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 PBF Energy's Buy-and-hold return. Our buy-and-hold chart shows how PBF Energy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.PBF Energy Market Price Analysis
Market price analysis indicators help investors to evaluate how PBF 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 PBF Energy shares will generate the highest return on investment. By understating and applying PBF Energy stock market price indicators, traders can identify PBF Energy position entry and exit signals to maximize returns.
PBF Energy Return and Market Media
The median price of PBF Energy for the period between Sat, Dec 14, 2024 and Fri, Mar 14, 2025 is 26.71 with a coefficient of variation of 13.2. The daily time series for the period is distributed with a sample standard deviation of 3.46, arithmetic mean of 26.18, and mean deviation of 2.95. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by Control Empresarial De Capitales S.a. De C.v. of 100000 shares of PBF Energy at 29.132 subject to Rule 16b-3 | 12/13/2024 |
2 | Acquisition by Control Empresarial De Capitales S.a. De C.v. of 341500 shares of PBF Energy at 26.8614 subject to Rule 16b-3 | 12/18/2024 |
3 | Acquisition by Control Empresarial De Capitales S.a. De C.v. of 70000 shares of PBF Energy at 25.5563 subject to Rule 16b-3 | 12/26/2024 |
4 | Acquisition by Control Empresarial De Capitales S.a. De C.v. of 100000 shares of PBF Energy at 29.5985 subject to Rule 16b-3 | 01/22/2025 |
5 | Acquisition by Control Empresarial De Capitales S.a. De C.v. of 60000 shares of PBF Energy at 29.2905 subject to Rule 16b-3 | 01/28/2025 |
6 | Acquisition by Control Empresarial De Capitales S.a. De C.v. of 46000 shares of PBF Energy at 29.7023 subject to Rule 16b-3 | 01/30/2025 |
7 | Acquisition by Control Empresarial De Capitales S.a. De C.v. of 125000 shares of PBF Energy at 29.2088 subject to Rule 16b-3 | 01/31/2025 |
8 | Want Better Returns Dont Ignore These 2 Oils and Energy Stocks Set to Beat Earnings | 02/11/2025 |
9 | Q4 2024 PBF Energy Inc Earnings Call Transcript | 02/14/2025 |
10 | Acquisition by Control Empresarial De Capitales S.a. De C.v. of 6000 shares of PBF Energy at 23.77 subject to Rule 16b-3 | 02/20/2025 |
11 | Disposition of 2791 shares by Karen Davis of PBF Energy at 23.2 subject to Rule 16b-3 | 02/21/2025 |
12 | PBF Energy Inc to Participate in Scotiabank Global Energy Conference | 02/25/2025 |
13 | Acquisition by Control Empresarial De Capitales S.a. De C.v. of 189000 shares of PBF Energy at 22.0177 subject to Rule 16b-3 | 02/26/2025 |
14 | Acquisition by Control Empresarial De Capitales S.a. De C.v. of 80000 shares of PBF Energy at 21.0088 subject to Rule 16b-3 | 02/28/2025 |
15 | Acquisition by Control Empresarial De Capitales S.a. De C.v. of 155000 shares of PBF Energy at 20.205 subject to Rule 16b-3 | 03/03/2025 |
16 | Disposition of 1763 shares by Michael Bukowski of PBF Energy at 20.56 subject to Rule 16b-3 | 03/04/2025 |
17 | Acquisition by Control Empresarial De Capitales S.a. De C.v. of 100000 shares of PBF Energy at 19.1264 subject to Rule 16b-3 | 03/05/2025 |
18 | PBF Energy Provides Update on Martinez Refinery | 03/06/2025 |
19 | Benchmark diesel down over 11 cents in 2 weeks refineries at risk | 03/10/2025 |
20 | PBF Energy Announces Pricing of Upsized 800 Million of Senior Notes due 2030 | 03/12/2025 |
About PBF 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 PBF or other stocks. Alpha measures the amount that position in PBF 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 | 2024 | 2025 (projected) | Dividend Yield | 0.00494 | 0.0391 | 0.0702 | Price To Sales Ratio | 0.11 | 0.0932 | 0.0885 |
PBF Energy Upcoming Company Events
As portrayed in its financial statements, the presentation of PBF Energy's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, PBF Energy's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of PBF Energy's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of PBF Energy. Please utilize our Beneish M Score to check the likelihood of PBF Energy's management manipulating its earnings.
| 15th of February 2024 Upcoming Quarterly Report | View | |
| 3rd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 15th 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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Check out PBF Energy Backtesting, PBF Energy Valuation, PBF Energy Correlation, PBF Energy Hype Analysis, PBF Energy Volatility, PBF Energy History and analyze PBF Energy Performance. For more detail on how to invest in PBF Stock please use our How to Invest in PBF Energy guide.You can also try the ETFs module to find actively traded Exchange Traded Funds (ETF) from around the world.
PBF 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.