Cms Energy Stock Alpha and Beta Analysis
| CMS Stock | USD 67.03 0.21 0.31% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as CMS Energy. It also helps investors analyze the systematic and unsystematic risks associated with investing in CMS Energy over a specified time horizon. Remember, high CMS 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 CMS Energy's market risk premium analysis include:
Beta 0.0958 | Alpha (0.05) | Risk 0.93 | Sharpe Ratio (0.07) | Expected Return (0.06) |
CMS 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.
CMS |
CMS Energy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. CMS Energy market risk premium is the additional return an investor will receive from holding CMS 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 CMS 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 CMS Energy's performance over market.| α | -0.05 | β | 0.1 |
CMS 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 CMS Energy's Buy-and-hold return. Our buy-and-hold chart shows how CMS Energy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.CMS Energy Market Price Analysis
Market price analysis indicators help investors to evaluate how CMS 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 CMS Energy shares will generate the highest return on investment. By understating and applying CMS Energy stock market price indicators, traders can identify CMS Energy position entry and exit signals to maximize returns.
CMS Energy Return and Market Media
The median price of CMS Energy for the period between Sun, Sep 15, 2024 and Sat, Dec 14, 2024 is 69.3 with a coefficient of variation of 1.81. The daily time series for the period is distributed with a sample standard deviation of 1.25, arithmetic mean of 69.08, and mean deviation of 1.03. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Consumers Energy Foundation Announces 500,000 for Projects in Ogemaw, Genesee Counties | 10/16/2024 |
2 | CMS Energy Q3 2024 Earnings Preview | 10/30/2024 |
3 | Disposition of 1471 shares by Scott McIntosh of CMS Energy subject to Rule 16b-3 | 11/04/2024 |
4 | Disposition of 2000 shares by Brandon Hofmeister of CMS Energy at 68.1723 subject to Rule 16b-3 | 11/18/2024 |
5 | Garrick J. Rochow Elected to the Hubbell Incorporated Board of Directors | 11/19/2024 |
6 | Banque Cantonale Vaudoise Purchases 5,937 Shares of CMS Energy Co. | 11/21/2024 |
7 | Prosperity Financial Group Inc. Purchases New Holdings in CMS Energy Co. | 11/25/2024 |
| CMS Energy dividend paid on 27th of November 2024 | 11/27/2024 |
8 | Consumers Energy Uses Smart Technology to Eliminate Over 72,000 Power Outages This Year | 12/02/2024 |
9 | KeyBanc downgrades DTE Energy stock to Sector Weight on MI concerns | 12/04/2024 |
10 | Is CMS Energy Corporations 11 percent ROE Strong Compared To Its Industry | 12/11/2024 |
About CMS 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 CMS or other stocks. Alpha measures the amount that position in CMS 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 | 2024 (projected) | Days Sales Outstanding | 46.96 | 67.09 | 46.18 | 39.59 | PTB Ratio | 2.84 | 2.61 | 2.24 | 1.58 |
CMS Energy Upcoming Company Events
As portrayed in its financial statements, the presentation of CMS Energy's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, CMS Energy's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of CMS Energy's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of CMS Energy. Please utilize our Beneish M Score to check the likelihood of CMS Energy's management manipulating its earnings.
| 1st of February 2024 Upcoming Quarterly Report | View | |
| 25th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 1st 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 CMS Energy
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Additional Tools for CMS Stock Analysis
When running CMS Energy's price analysis, check to measure CMS 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 CMS Energy is operating at the current time. Most of CMS Energy's value examination focuses on studying past and present price action to predict the probability of CMS 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 CMS Energy's price. Additionally, you may evaluate how the addition of CMS Energy to your portfolios can decrease your overall portfolio volatility.