Dte Energy Stock Alpha and Beta Analysis
| DTG Stock | USD 19.32 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as DTE Energy. It also helps investors analyze the systematic and unsystematic risks associated with investing in DTE Energy over a specified time horizon. Remember, high DTE 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 DTE Energy's market risk premium analysis include:
Beta 0.44 | Alpha (0.15) | Risk 1.1 | Sharpe Ratio (0.1) | Expected Return (0.11) |
Enterprise Value |
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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.
DTE |
DTE Energy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. DTE Energy market risk premium is the additional return an investor will receive from holding DTE 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 DTE 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 DTE Energy's performance over market.| α | -0.15 | β | 0.44 |
DTE 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 DTE Energy's Buy-and-hold return. Our buy-and-hold chart shows how DTE Energy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.DTE Energy Market Price Analysis
Market price analysis indicators help investors to evaluate how DTE 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 DTE Energy shares will generate the highest return on investment. By understating and applying DTE Energy stock market price indicators, traders can identify DTE Energy position entry and exit signals to maximize returns.
DTE Energy Return and Market Media
The median price of DTE Energy for the period between Wed, Feb 28, 2024 and Tue, May 28, 2024 is 19.94 with a coefficient of variation of 3.84. The daily time series for the period is distributed with a sample standard deviation of 0.77, arithmetic mean of 19.98, and mean deviation of 0.69. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Kingswood Wealth Advisors LLC Has 586000 Stock Holdings in DTE Energy - Defense World | 03/27/2024 |
2 | State of Alaska Department of Revenue Cuts Position in DTE Energy - Defense World | 04/03/2024 |
3 | DTE awards three Michigan small businesses 5000 in energy efficiency upgrades - Marketscreener.com | 04/12/2024 |
4 | Reasons to Add DTE Energy Stock to Your Portfolio Now - Zacks Investment Research | 04/17/2024 |
5 | DTG Launches Caster Deck PowerStation to Safely Mobilize and Accelerate Air Freight Load-Planning Processes | 04/23/2024 |
6 | Disposition of tradable shares by David Brandon of DTE Energy at 110.53 subject to Rule 16b-3 | 05/22/2024 |
7 | Acquisition by David Thomas of 1285 shares of DTE Energy subject to Rule 16b-3 | 05/23/2024 |
About DTE 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 DTE or other stocks. Alpha measures the amount that position in DTE 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.
| 2020 | 2022 (projected) | Dividend Yield | 0.16 | 0.2 | Price To Sales Ratio | 0.42 | 0.18 |
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 DTE 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, DTE Energy's short interest history, or implied volatility extrapolated from DTE Energy options trading.
Build Portfolio with DTE 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 DTE Energy Backtesting, DTE Energy Valuation, DTE Energy Correlation, DTE Energy Hype Analysis, DTE Energy Volatility, DTE Energy History and analyze DTE Energy Performance. For more detail on how to invest in DTE Stock please use our How to Invest in DTE Energy guide.You can also try the Sectors module to list of equity sectors categorizing publicly traded companies based on their primary business activities.
Complementary Tools for DTE Stock analysis
When running DTE Energy's price analysis, check to measure DTE Energy's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy DTE Energy is operating at the current time. Most of DTE Energy's value examination focuses on studying past and present price action to predict the probability of DTE Energy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move DTE Energy's price. Additionally, you may evaluate how the addition of DTE Energy to your portfolios can decrease your overall portfolio volatility.
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DTE 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.