Consolidated Edison Stock Alpha and Beta Analysis
| ED Stock | USD 92.84 0.11 0.12% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Consolidated Edison. It also helps investors analyze the systematic and unsystematic risks associated with investing in Consolidated Edison over a specified time horizon. Remember, high Consolidated Edison'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 Consolidated Edison's market risk premium analysis include:
Beta 0.74 | Alpha 0.006778 | Risk 1.13 | Sharpe Ratio 0.0872 | Expected Return 0.0984 |
Consolidated Edison 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.
Consolidated |
Consolidated Edison Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Consolidated Edison market risk premium is the additional return an investor will receive from holding Consolidated Edison 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 Consolidated Edison. 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 Consolidated Edison's performance over market.| α | 0.01 | β | 0.74 |
Consolidated Edison 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 Consolidated Edison's Buy-and-hold return. Our buy-and-hold chart shows how Consolidated Edison performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Consolidated Edison Market Price Analysis
Market price analysis indicators help investors to evaluate how Consolidated Edison stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Consolidated Edison shares will generate the highest return on investment. By understating and applying Consolidated Edison stock market price indicators, traders can identify Consolidated Edison position entry and exit signals to maximize returns.
Consolidated Edison Return and Market Media
The median price of Consolidated Edison for the period between Wed, Jan 24, 2024 and Tue, Apr 23, 2024 is 88.94 with a coefficient of variation of 1.53. The daily time series for the period is distributed with a sample standard deviation of 1.36, arithmetic mean of 89.04, and mean deviation of 1.07. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
| Consolidated Edison dividend paid on 15th of March 2024 | 03/15/2024 |
1 | Sygnia Announces Participation in EPRI Consortium backed by the DOE to Enhance U.S. Energy Infrastructure Security | 03/19/2024 |
2 | 4 statements enough to arrest... Delhi CM Arvind Kejriwal alleges ED trying to crush AAP 10 points | 03/28/2024 |
3 | Consolidated Edison CFO buys 14k in company stock | 04/04/2024 |
4 | Disposition of 1300 shares by Oconnell Michele of Consolidated Edison subject to Rule 16b-3 | 04/05/2024 |
5 | DIVERSITY in Ed Launches Nationwide Teacher Recruitment Week and Virtual Fairs to Promote DEI in Recruitment and Hiring | 04/08/2024 |
6 | Con Edison to Report 1st Quarter 2024 Earnings on May 2 | 04/11/2024 |
7 | CMS Energy Arm to Power Walmart Stores With Clean Energy | 04/12/2024 |
8 | The total return for Consolidated Edison investors has risen faster than earnings growth over the last five ... - Yahoo Movies Canada | 04/15/2024 |
9 | Enforcement Directorate attaches Raj Kundras assets worth 97.97 crore under PMLA | 04/18/2024 |
10 | Earth Day is here but green energy ETFs have struggled in 2024 | 04/22/2024 |
About Consolidated Edison 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 Consolidated or other stocks. Alpha measures the amount that position in Consolidated Edison 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.
| 2020 | 2022 | 2024 (projected) | Dividend Yield | 0.0403 | 0.0322 | 0.0515 | Price To Sales Ratio | 1.98 | 2.16 | 2.27 |
Consolidated Edison Upcoming Company Events
As portrayed in its financial statements, the presentation of Consolidated Edison's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Consolidated Edison's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Consolidated Edison's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Consolidated Edison. Please utilize our Beneish M Score to check the likelihood of Consolidated Edison's management manipulating its earnings.
| 15th of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 15th 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 Consolidated Edison
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 Consolidated Edison Backtesting, Consolidated Edison Valuation, Consolidated Edison Correlation, Consolidated Edison Hype Analysis, Consolidated Edison Volatility, Consolidated Edison History and analyze Consolidated Edison Performance. For information on how to trade Consolidated Stock refer to our How to Trade Consolidated Stock guide.Note that the Consolidated Edison information on this page should be used as a complementary analysis to other Consolidated Edison'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 Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.
Complementary Tools for Consolidated Stock analysis
When running Consolidated Edison's price analysis, check to measure Consolidated Edison'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 Consolidated Edison is operating at the current time. Most of Consolidated Edison's value examination focuses on studying past and present price action to predict the probability of Consolidated Edison's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Consolidated Edison's price. Additionally, you may evaluate how the addition of Consolidated Edison to your portfolios can decrease your overall portfolio volatility.
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Consolidated Edison 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.