EDP Renováveis (Germany) Alpha and Beta Analysis
| EDW Stock | EUR 13.29 0.21 1.56% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as EDP Renovveis SA. It also helps investors analyze the systematic and unsystematic risks associated with investing in EDP Renováveis over a specified time horizon. Remember, high EDP Renováveis' 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 EDP Renováveis' market risk premium analysis include:
Beta 0.23 | Alpha 0.18 | Risk 1.83 | Sharpe Ratio 0.16 | Expected Return 0.29 |
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.
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EDP Renováveis Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. EDP Renováveis market risk premium is the additional return an investor will receive from holding EDP Renováveis 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 EDP Renováveis. 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 EDP Renováveis' performance over market.| α | 0.18 | β | 0.23 |
EDP Renováveis 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 EDP Renováveis' Buy-and-hold return. Our buy-and-hold chart shows how EDP Renováveis performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.EDP Renováveis Market Price Analysis
Market price analysis indicators help investors to evaluate how EDP Renováveis stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading EDP Renováveis shares will generate the highest return on investment. By understating and applying EDP Renováveis stock market price indicators, traders can identify EDP Renováveis position entry and exit signals to maximize returns.
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EDP Renováveis Return and Market Media
The median price of EDP Renováveis for the period between Thu, Nov 20, 2025 and Wed, Feb 18, 2026 is 12.0 with a coefficient of variation of 5.56. The daily time series for the period is distributed with a sample standard deviation of 0.68, arithmetic mean of 12.24, and mean deviation of 0.62. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Will EDP Renovveis S.A. stock beat growth indexes - Portfolio Return Report Weekly High Conviction Trade Ideas - Newser | 12/04/2025 |
2 | EDP Renovveis S A EDPR completes Asset Rotation deal for a 150 MW wind portfolio in Greece - marketscreener.com | 01/29/2026 |
About EDP Renováveis 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 EDP or other stocks. Alpha measures the amount that position in EDP Renovveis SA 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.
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 EDP Renováveis 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, EDP Renováveis' short interest history, or implied volatility extrapolated from EDP Renováveis options trading.
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Other Information on Investing in EDP Stock
EDP Renováveis financial ratios help investors to determine whether EDP Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in EDP with respect to the benefits of owning EDP Renováveis security.