Duke Energy Stock Alpha and Beta Analysis
| DUK Stock | USD 98.96 0.76 0.77% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Duke Energy. It also helps investors analyze the systematic and unsystematic risks associated with investing in Duke Energy over a specified time horizon. Remember, high Duke 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 Duke Energy's market risk premium analysis include:
Beta 0.65 | Alpha (0.0009) | Risk 1.09 | Sharpe Ratio 0.059 | Expected Return 0.0641 |
Duke 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.
Duke |
Duke Energy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Duke Energy market risk premium is the additional return an investor will receive from holding Duke 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 Duke 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 Duke Energy's performance over market.| α | -0.0009 | β | 0.65 |
Duke 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 Duke Energy's Buy-and-hold return. Our buy-and-hold chart shows how Duke Energy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Duke Energy Market Price Analysis
Market price analysis indicators help investors to evaluate how Duke 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 Duke Energy shares will generate the highest return on investment. By understating and applying Duke Energy stock market price indicators, traders can identify Duke Energy position entry and exit signals to maximize returns.
Duke Energy Return and Market Media
The median price of Duke Energy for the period between Thu, Jan 25, 2024 and Wed, Apr 24, 2024 is 94.66 with a coefficient of variation of 2.09. The daily time series for the period is distributed with a sample standard deviation of 1.97, arithmetic mean of 94.26, and mean deviation of 1.56. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
| Duke Energy dividend paid on 18th of March 2024 | 03/18/2024 |
1 | SC customers could pay millions for a new power plant that may only run at half capacity | 04/01/2024 |
2 | Duke Energy to implement new PowerPair pilot program for pairing home solar installations with battery energy storage | 04/04/2024 |
3 | Duke electric bills could dip in June | 04/09/2024 |
4 | Possible tornado damage reported in Charlotte area during fierce storms, NWS says | 04/12/2024 |
5 | As storm season begins, Duke Energy reminds public to move over, slow down as they approach utility crews working along the roadside | 04/15/2024 |
6 | Duke Energy price target cut by BMO Capital, stock still viewed positively | 04/16/2024 |
7 | This mule is gonna kick us again. SC senators warn against fast tracking energy bill | 04/17/2024 |
8 | Why the Market Dipped But Duke Energy Gained Today | 04/18/2024 |
9 | One drowned, another man rescued in boating crash at Harris Lake | 04/19/2024 |
10 | Mecklenburg board again denies effort to disqualify NC Senate candidate over residency | 04/23/2024 |
About Duke 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 Duke or other stocks. Alpha measures the amount that position in Duke 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 | 2023 | 2024 (projected) | Dividend Yield | 0.0386 | 0.0434 | 0.0625 | Price To Sales Ratio | 3.21 | 2.57 | 2.7 |
Duke Energy Upcoming Company Events
As portrayed in its financial statements, the presentation of Duke Energy's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Duke Energy's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Duke Energy's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Duke Energy. Please utilize our Beneish M Score to check the likelihood of Duke Energy's management manipulating its earnings.
| 8th of February 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 8th 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 Duke 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 Duke Energy Backtesting, Duke Energy Valuation, Duke Energy Correlation, Duke Energy Hype Analysis, Duke Energy Volatility, Duke Energy History and analyze Duke Energy Performance. For more information on how to buy Duke Stock please use our How to buy in Duke Stock guide.You can also try the Piotroski F Score module to get Piotroski F Score based on the binary analysis strategy of nine different fundamentals.
Complementary Tools for Duke Stock analysis
When running Duke Energy's price analysis, check to measure Duke 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 Duke Energy is operating at the current time. Most of Duke Energy's value examination focuses on studying past and present price action to predict the probability of Duke 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 Duke Energy's price. Additionally, you may evaluate how the addition of Duke Energy to your portfolios can decrease your overall portfolio volatility.
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Duke 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.