NRG Energy Performance

NRG -- USA Stock  

Fiscal Quarter End: December 31, 2019  

NRG Energy has performance score of 1 on a scale of 0 to 100. The company secures Beta (Market Risk) of 0.3914 which conveys that as returns on market increase, NRG Energy returns are expected to increase less than the market. However during bear market, the loss on holding NRG Energy will be expected to be smaller as well. Although it is extremely important to respect NRG Energy price patterns, it is better to be realistic regarding the information on equity historical price patterns. The philosophy in estimating future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By inspecting NRG Energy technical indicators you can now evaluate if the expected return of 0.032% will be sustainable into the future. NRG Energy currently secures a risk of 1.1206%. Please verify NRG Energy Information Ratio as well as the relationship between Potential Upside and Kurtosis to decide if NRG Energy will be following its current price movements.

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in NRG Energy are ranked lower than 1 (%) of all global equities and portfolios over the last 30 days. In spite of rather sound fundamental drivers, NRG Energy is not utilizing all of its potentials. The late stock price tumult, may contribute to shorter-term losses for the shareholders.
Quick Ratio0.61
Fifty Two Week Low32.63
Target High Price55.00
Payout Ratio5.50%
Fifty Two Week High43.66
Target Low Price40.00
Trailing Annual Dividend Yield0.30%
Horizon     30 Days    Login   to change

NRG Energy Relative Risk vs. Return Landscape

If you would invest  3,784  in NRG Energy on November 7, 2019 and sell it today you would earn a total of  63.00  from holding NRG Energy or generate 1.66% return on investment over 30 days. NRG Energy is generating 0.032% of daily returns assuming volatility of 1.1206% on return distribution over 30 days investment horizon. In other words, 10% of equities are less volatile than the company and above 99% of equities are expected to generate higher returns over the next 30 days.
 Daily Expected Return (%) 
      Risk (%) 
Considering 30-days investment horizon, NRG Energy is expected to generate 2.13 times less return on investment than the market. In addition to that, the company is 1.84 times more volatile than its market benchmark. It trades about 0.03 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.11 per unit of volatility.

NRG Energy Market Risk Analysis

Sharpe Ratio = 0.0286
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NRG Energy Relative Performance Indicators

Estimated Market Risk
  actual daily
 10 %
of total potential
Expected Return
  actual daily
 0 %
of total potential
Risk-Adjusted Return
  actual daily
 1 %
of total potential
Based on monthly moving average NRG Energy is performing at about 1% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of NRG Energy by adding it to a well-diversified portfolio.

NRG Energy Alerts

Equity Alerts and Improvement Suggestions

NRG Energy has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial commitments
Over 102.0% of the company shares are owned by institutional investors
Latest headline from Too Sour Or Too Delicious--NRG Energy, Inc., , Starwood Property Trust, Inc., - Ws News Publisher

NRG Energy Dividends

NRG Energy Dividends Analysis

Check NRG Energy dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
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