Chesapeake Energy Corp Stock Alpha and Beta Analysis

CHK Stock  USD 87.73  2.00  2.33%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Chesapeake Energy Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Chesapeake Energy over a specified time horizon. Remember, high Chesapeake 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 Chesapeake Energy's market risk premium analysis include:
Beta
0.98
Alpha
0.0848
Risk
1.81
Sharpe Ratio
0.13
Expected Return
0.24
Please note that although Chesapeake Energy alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, Chesapeake Energy did 0.08  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Chesapeake Energy Corp stock's relative risk over its benchmark. Chesapeake Energy Corp has a beta of 0.98  . Chesapeake Energy returns are very sensitive to returns on the market. As the market goes up or down, Chesapeake Energy is expected to follow. Price Book Value Ratio is expected to rise to 1,077 this year. Enterprise Value Multiple is expected to rise to 2,901 this year.

Chesapeake Energy Quarterly Cash And Equivalents

713 Million

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.
  
Check out Chesapeake Energy Backtesting, Chesapeake Energy Valuation, Chesapeake Energy Correlation, Chesapeake Energy Hype Analysis, Chesapeake Energy Volatility, Chesapeake Energy History and analyze Chesapeake Energy Performance.
For more information on how to buy Chesapeake Stock please use our How to buy in Chesapeake Stock guide.

Chesapeake Energy Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Chesapeake Energy market risk premium is the additional return an investor will receive from holding Chesapeake 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 Chesapeake 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 Chesapeake Energy's performance over market.
α0.08   β0.98

Chesapeake 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 Chesapeake Energy's Buy-and-hold return. Our buy-and-hold chart shows how Chesapeake Energy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Chesapeake Energy Market Price Analysis

Market price analysis indicators help investors to evaluate how Chesapeake 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 Chesapeake Energy shares will generate the highest return on investment. By understating and applying Chesapeake Energy stock market price indicators, traders can identify Chesapeake Energy position entry and exit signals to maximize returns.

Chesapeake Energy Return and Market Media

The median price of Chesapeake Energy for the period between Fri, Dec 29, 2023 and Thu, Mar 28, 2024 is 78.11 with a coefficient of variation of 4.63. The daily time series for the period is distributed with a sample standard deviation of 3.68, arithmetic mean of 79.5, and mean deviation of 3.29. The Stock received a lot of media exposure during the period.
 Price Growth (%)  
       Timeline  
1
Payment of 2066 shares by Mohit Singh of Chesapeake Energy subject to Rule 16b-3
01/02/2024
2
Chesapeake Energy Corp Reports Robust 2023 Financial Results and Sets Optimistic 2024 Outlook
02/20/2024
3
Chesapeake Energy Releases Quarterly Earnings Results, Beats Estimates By 0.89 EPS
02/22/2024
4
Acquisition by Benjamin Russ of 10157 shares of Chesapeake Energy subject to Rule 16b-3
02/23/2024
5
Chesapeake Energy Corporation Is About To Go Ex-Dividend, And It Pays A 3.5 percent Yield
03/01/2024
6
Border Crossings
03/07/2024
7
Disposition of 1017 shares by Gregory Larson of Chesapeake Energy subject to Rule 16b-3
03/08/2024
8
EQT, Equitrans Midstream To Reunite, Forging Integrated Natural Gas Firm
03/11/2024
9
Ameriprise Financial Inc. Grows Stock Position in Chesapeake Energy Co. - MarketBeat
03/13/2024
10
Appalachian Methane Initiative Announces 2023 Pilot Program Progress and Metrics Looks Ahead to 2024
03/19/2024
11
Acquisition by Duster Benjamin of 2172 shares of Chesapeake Energy at 92.1 subject to Rule 16b-3
03/22/2024
12
UPDATE 1-US natgas prices fall 3 percent to 3-week low on lower demand forecast
03/25/2024
 
Chesapeake Energy dividend paid on 26th of March 2024
03/26/2024

About Chesapeake 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 Chesapeake or other stocks. Alpha measures the amount that position in Chesapeake Energy Corp 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)
Dividend Yield0.01560.0884.4E-54.2E-5
Price To Sales Ratio1.041.21.4K1.5K

Chesapeake Energy Upcoming Company Events

As portrayed in its financial statements, the presentation of Chesapeake Energy's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Chesapeake Energy's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Chesapeake Energy's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Chesapeake Energy. Please utilize our Beneish M Score to check the likelihood of Chesapeake Energy's management manipulating its earnings.
20th of February 2024
Upcoming Quarterly Report
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7th of May 2024
Next Financial Report
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31st of December 2023
Next Fiscal Quarter End
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20th of February 2024
Next Fiscal Year End
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30th of September 2023
Last Quarter Report
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31st of December 2022
Last Financial Announcement
View

Build Portfolio with Chesapeake Energy

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When determining whether Chesapeake Energy Corp is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Chesapeake Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Chesapeake Energy Corp Stock. Highlighted below are key reports to facilitate an investment decision about Chesapeake Energy Corp Stock:
Check out Chesapeake Energy Backtesting, Chesapeake Energy Valuation, Chesapeake Energy Correlation, Chesapeake Energy Hype Analysis, Chesapeake Energy Volatility, Chesapeake Energy History and analyze Chesapeake Energy Performance.
For more information on how to buy Chesapeake Stock please use our How to buy in Chesapeake Stock guide.
Note that the Chesapeake Energy Corp information on this page should be used as a complementary analysis to other Chesapeake Energy's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Portfolio Dashboard module to portfolio dashboard that provides centralized access to all your investments.

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When running Chesapeake Energy's price analysis, check to measure Chesapeake 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 Chesapeake Energy is operating at the current time. Most of Chesapeake Energy's value examination focuses on studying past and present price action to predict the probability of Chesapeake 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 Chesapeake Energy's price. Additionally, you may evaluate how the addition of Chesapeake Energy to your portfolios can decrease your overall portfolio volatility.
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Chesapeake 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.
A focus of Chesapeake Energy technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Chesapeake Energy trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...