Sempra Energy Stock Alpha and Beta Analysis
| SRE Stock | USD 70.21 2.36 3.48% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sempra Energy. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sempra Energy over a specified time horizon. Remember, high Sempra 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 Sempra Energy's market risk premium analysis include:
Beta 0.52 | Alpha (0.34) | Risk 2.95 | Sharpe Ratio (0.13) | Expected Return (0.40) |
Sempra Energy Quarterly Cash And Equivalents |
|
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.
Sempra |
Sempra Energy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sempra Energy market risk premium is the additional return an investor will receive from holding Sempra 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 Sempra 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 Sempra Energy's performance over market.| α | -0.34 | β | 0.52 |
Sempra 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 Sempra Energy's Buy-and-hold return. Our buy-and-hold chart shows how Sempra Energy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Sempra Energy Market Price Analysis
Market price analysis indicators help investors to evaluate how Sempra 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 Sempra Energy shares will generate the highest return on investment. By understating and applying Sempra Energy stock market price indicators, traders can identify Sempra Energy position entry and exit signals to maximize returns.
Sempra Energy Return and Market Media
The median price of Sempra Energy for the period between Sat, Dec 14, 2024 and Fri, Mar 14, 2025 is 83.43 with a coefficient of variation of 7.84. The daily time series for the period is distributed with a sample standard deviation of 6.43, arithmetic mean of 82.0, and mean deviation of 4.97. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Insider Trading | 12/31/2024 |
2 | Acquisition by Andres Conesa of 143 shares of Sempra Energy subject to Rule 16b-3 | 01/02/2025 |
| Sempra Energy dividend paid on 15th of January 2025 | 01/15/2025 |
3 | Disposition of 23 shares by Peter Wall of Sempra Energy at 83.01 subject to Rule 16b-3 | 01/23/2025 |
4 | Acquisition by Justin Bird of tradable shares of Sempra Energy subject to Rule 16b-3 | 01/24/2025 |
5 | Acquisition by Peter Wall of 3665 shares of Sempra Energy subject to Rule 16b-3 | 01/28/2025 |
6 | Disposition of 49737 shares by Jeffrey Martin of Sempra Energy at 82.94 subject to Rule 16b-3 | 01/30/2025 |
7 | Disposition of 2755 shares by Larroque Alexander Lisa of Sempra Energy at 81.93 subject to Rule 16b-3 | 02/11/2025 |
8 | ONE Gas Q4 Earnings Beat Estimates | 02/19/2025 |
9 | Sempra Non-GAAP EPS of 1.50 misses by 0.05, revenue of 3.76B misses by 970M | 02/25/2025 |
10 | Sempra Investors Who Lost Money Contact Law Offices of Howard G. Smith About Securities Fraud Investigation | 02/26/2025 |
11 | Sempra Stock Dips 14 percent Following Revised Earnings Guidance | 03/03/2025 |
12 | Jim Cramer on Sempra They Were Hurt | 03/04/2025 |
13 | Tariffs andCon Ed Hikes Add to New York Citys Affordability Crisis | 03/05/2025 |
14 | Acquisition by Jeffrey Martin of 2851 shares of Sempra Energy subject to Rule 16b-3 | 03/06/2025 |
15 | Is Sempra the Most Undervalued Utility Stock to Invest in Now | 03/07/2025 |
16 | Acquisition by Karen Sedgwick of 1467 shares of Sempra Energy subject to Rule 16b-3 | 03/10/2025 |
17 | Edison International Hedge Funds Are Bullish On This Oversold Blue Chip Stock Now | 03/11/2025 |
18 | Jim Cramer on Sempra They Did Not Do A Good Job | 03/12/2025 |
About Sempra 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 Sempra or other stocks. Alpha measures the amount that position in Sempra 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 | 0.0303 | 0.0324 | 0.0278 | 0.0264 | Price To Sales Ratio | 3.37 | 2.82 | 4.22 | 4.43 |
Sempra Energy Upcoming Company Events
As portrayed in its financial statements, the presentation of Sempra Energy's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Sempra Energy's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Sempra Energy's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Sempra Energy. Please utilize our Beneish M Score to check the likelihood of Sempra Energy's management manipulating its earnings.
| 27th of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 27th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Sempra 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 Sempra Energy Backtesting, Sempra Energy Valuation, Sempra Energy Correlation, Sempra Energy Hype Analysis, Sempra Energy Volatility, Sempra Energy History and analyze Sempra Energy Performance. For information on how to trade Sempra Stock refer to our How to Trade Sempra Stock guide.You can also try the Insider Screener module to find insiders across different sectors to evaluate their impact on performance.
Sempra 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.