Nrg Energy Stock Alpha and Beta Analysis
| NRG Stock | USD 72.81 0.05 0.07% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as NRG Energy. It also helps investors analyze the systematic and unsystematic risks associated with investing in NRG Energy over a specified time horizon. Remember, high NRG 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 NRG Energy's market risk premium analysis include:
Beta 0.59 | Alpha 0.48 | Risk 1.69 | Sharpe Ratio 0.3 | Expected Return 0.51 |
NRG 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.
NRG |
NRG Energy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. NRG Energy market risk premium is the additional return an investor will receive from holding NRG 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 NRG 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 NRG Energy's performance over market.| α | 0.48 | β | 0.59 |
NRG 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 NRG Energy's Buy-and-hold return. Our buy-and-hold chart shows how NRG Energy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.NRG Energy Market Price Analysis
Market price analysis indicators help investors to evaluate how NRG 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 NRG Energy shares will generate the highest return on investment. By understating and applying NRG Energy stock market price indicators, traders can identify NRG Energy position entry and exit signals to maximize returns.
NRG Energy Return and Market Media
The median price of NRG Energy for the period between Tue, Jan 30, 2024 and Mon, Apr 29, 2024 is 62.3 with a coefficient of variation of 13.53. The daily time series for the period is distributed with a sample standard deviation of 8.39, arithmetic mean of 62.0, and mean deviation of 7.62. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
| NRG Energy dividend paid on 15th of February 2024 | 02/15/2024 |
1 | NRG Energy, Inc. Reports Full Year 2023 Financial Results | 02/28/2024 |
2 | Disposition of tradable shares by Howell Kevin of NRG Energy subject to Rule 16b-3 | 03/04/2024 |
3 | Should You Buy NRG Energy Inc in Utilities - Independent Power Producers Industry - InvestorsObserver | 03/08/2024 |
4 | NRG Energy appoints new President of Consumer Division | 03/26/2024 |
5 | Disposition of 30 shares by Rasesh Patel of NRG Energy subject to Rule 16b-3 | 03/28/2024 |
6 | Acquisition by Spencer Abraham of 612 shares of NRG Energy subject to Rule 16b-3 | 04/02/2024 |
7 | NRG Energy, Inc. Announces Repurchases with Holders of 2.75 percent Convertible Senior Notes due 2048 | 04/03/2024 |
8 | Acquisition by Elizabeth Killinger of 251 shares of NRG Energy subject to Rule 16b-3 | 04/05/2024 |
9 | Can Retail Choice 2.0 succeed where Retail Choice 1.0 failed | 04/09/2024 |
10 | NRG Energy Inc s Uncertain Future Understanding the Barriers to Outperformance | 04/11/2024 |
11 | NRG Energy declares 0.4075 dividend | 04/17/2024 |
12 | Underappreciated Industry Benefits from AI Buildout | 04/18/2024 |
13 | NRG Energy Outpaces Stock Market Gains What You Should Know | 04/23/2024 |
About NRG 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 NRG or other stocks. Alpha measures the amount that position in NRG 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.
| 2021 | 2022 | 2023 (projected) | Dividend Yield | 0.0302 | 0.0442 | 0.0323 | Price To Sales Ratio | 0.39 | 0.24 | 0.41 |
NRG Energy Upcoming Company Events
As portrayed in its financial statements, the presentation of NRG Energy's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, NRG Energy's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of NRG Energy's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of NRG Energy. Please utilize our Beneish M Score to check the likelihood of NRG Energy's management manipulating its earnings.
| 28th of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 28th 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 NRG 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 NRG Energy Backtesting, NRG Energy Valuation, NRG Energy Correlation, NRG Energy Hype Analysis, NRG Energy Volatility, NRG Energy History and analyze NRG Energy Performance. For more detail on how to invest in NRG Stock please use our How to Invest in NRG Energy guide.You can also try the Economic Indicators module to top statistical indicators that provide insights into how an economy is performing.
Complementary Tools for NRG Stock analysis
When running NRG Energy's price analysis, check to measure NRG 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 NRG Energy is operating at the current time. Most of NRG Energy's value examination focuses on studying past and present price action to predict the probability of NRG 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 NRG Energy's price. Additionally, you may evaluate how the addition of NRG Energy to your portfolios can decrease your overall portfolio volatility.
| Fundamentals Comparison Compare fundamentals across multiple equities to find investing opportunities | |
| CEOs Directory Screen CEOs from public companies around the world | |
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
| Top Crypto Exchanges Search and analyze digital assets across top global cryptocurrency exchanges | |
| Money Managers Screen money managers from public funds and ETFs managed around the world | |
| Insider Screener Find insiders across different sectors to evaluate their impact on performance | |
| Economic Indicators Top statistical indicators that provide insights into how an economy is performing |
NRG 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.