Dte Energy Stock Alpha and Beta Analysis
| DTE Stock | USD 110.12 1.55 1.43% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as DTE Energy. It also helps investors analyze the systematic and unsystematic risks associated with investing in DTE Energy over a specified time horizon. Remember, high DTE 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 DTE Energy's market risk premium analysis include:
Beta 0.0844 | Alpha 0.0794 | Risk 1.27 | Sharpe Ratio 0.093 | Expected Return 0.12 |
DTE 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.
DTE |
DTE Energy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. DTE Energy market risk premium is the additional return an investor will receive from holding DTE 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 DTE 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 DTE Energy's performance over market.| α | 0.08 | β | 0.08 |
DTE 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 DTE Energy's Buy-and-hold return. Our buy-and-hold chart shows how DTE Energy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.DTE Energy Market Price Analysis
Market price analysis indicators help investors to evaluate how DTE 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 DTE Energy shares will generate the highest return on investment. By understating and applying DTE Energy stock market price indicators, traders can identify DTE Energy position entry and exit signals to maximize returns.
DTE Energy Return and Market Media
The median price of DTE Energy for the period between Thu, Jan 25, 2024 and Wed, Apr 24, 2024 is 107.09 with a coefficient of variation of 2.72. The daily time series for the period is distributed with a sample standard deviation of 2.91, arithmetic mean of 107.02, and mean deviation of 2.48. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 329 shares by Robert Richard of DTE Energy subject to Rule 16b-3 | 02/27/2024 |
2 | Investors in DTE Energy have seen returns of 14 percent over the past three years | 03/05/2024 |
3 | Disposition of 1572 shares by Gary Torgow of DTE Energy subject to Rule 16b-3 | 03/18/2024 |
4 | Disposition of 1564 shares by Gail McGovern of DTE Energy subject to Rule 16b-3 | 03/27/2024 |
5 | Is DTE Energy Company A High Quality Stock To Own | 03/28/2024 |
6 | Large corporations face increasing calls for follow-through on climate commitments | 04/01/2024 |
7 | Acquisition by Joi Harris of 10475 shares of DTE Energy subject to Rule 16b-3 | 04/05/2024 |
8 | DTE Energy Upgraded to Buy Heres What You Should Know | 04/11/2024 |
9 | DTE awards three Michigan small businesses 5,000 in energy efficiency upgrades | 04/12/2024 |
| DTE Energy dividend paid on 15th of April 2024 | 04/15/2024 |
11 | DTE Energy shares get price target bump by BMO Capital | 04/17/2024 |
12 | With 76 percent ownership of the shares, DTE Energy Company is heavily dominated by institutional owners | 04/18/2024 |
About DTE 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 DTE or other stocks. Alpha measures the amount that position in DTE 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 | 0.0341 | 0.0331 | 0.0565 | Price To Sales Ratio | 1.55 | 1.78 | 1.87 |
DTE Energy Upcoming Company Events
As portrayed in its financial statements, the presentation of DTE Energy's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, DTE Energy's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of DTE Energy's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of DTE Energy. Please utilize our Beneish M Score to check the likelihood of DTE Energy's management manipulating its earnings.
| 8th of February 2024 Upcoming Quarterly Report | View | |
| 25th of April 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 DTE 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 DTE Energy Backtesting, DTE Energy Valuation, DTE Energy Correlation, DTE Energy Hype Analysis, DTE Energy Volatility, DTE Energy History and analyze DTE Energy Performance. For information on how to trade DTE Stock refer to our How to Trade DTE Stock guide.You can also try the Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
Complementary Tools for DTE Stock analysis
When running DTE Energy's price analysis, check to measure DTE 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 DTE Energy is operating at the current time. Most of DTE Energy's value examination focuses on studying past and present price action to predict the probability of DTE 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 DTE Energy's price. Additionally, you may evaluate how the addition of DTE Energy to your portfolios can decrease your overall portfolio volatility.
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DTE 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.