Shell Plc Adr Stock Alpha and Beta Analysis
SHEL Stock | USD 72.39 0.32 0.44% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Shell PLC ADR. It also helps investors analyze the systematic and unsystematic risks associated with investing in Shell PLC over a specified time horizon. Remember, high Shell PLC'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 Shell PLC's market risk premium analysis include:
Beta 0.51 | Alpha 0.22 | Risk 0.86 | Sharpe Ratio 0.33 | Expected Return 0.29 |
Enterprise Value |
|
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.
Shell |
Shell PLC Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Shell PLC market risk premium is the additional return an investor will receive from holding Shell PLC 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 Shell PLC. 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 Shell PLC's performance over market.α | 0.22 | β | 0.51 |
Shell PLC 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 Shell PLC's Buy-and-hold return. Our buy-and-hold chart shows how Shell PLC performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Shell PLC Market Price Analysis
Market price analysis indicators help investors to evaluate how Shell PLC stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Shell PLC shares will generate the highest return on investment. By understating and applying Shell PLC stock market price indicators, traders can identify Shell PLC position entry and exit signals to maximize returns.
Shell PLC Return and Market Media
The median price of Shell PLC for the period between Wed, Jan 24, 2024 and Tue, Apr 23, 2024 is 64.25 with a coefficient of variation of 5.6. The daily time series for the period is distributed with a sample standard deviation of 3.67, arithmetic mean of 65.59, and mean deviation of 3.1. The Stock received a lot of media exposure during the period. Price Growth (%) |
Timeline |
1 | Quant Ratings Updated on 124 Stocks | 03/19/2024 |
Shell PLC dividend paid on 25th of March 2024 | 03/25/2024 |
2 | Shell Sells 50 percent Stake in US Offshore Wind Project | 03/26/2024 |
3 | Tesla Hits the Brakes Time to Buy | 04/04/2024 |
4 | Shells London listing seems to be suppressing its value, CEO Sawan says | 04/09/2024 |
5 | Shells Outlook for Q1 Chemicals Division Shines | 04/10/2024 |
6 | Chevron Exits Yadana Natural Gas Field in Myanmar | 04/11/2024 |
7 | What the Options Market Tells Us About Shell | 04/12/2024 |
8 | Nigeria should block Shell asset sale, Amnesty International-led group says | 04/15/2024 |
9 | Shell, Freeport-McMoRan, Steel Dynamics And More On CNBCs Final Trades | 04/16/2024 |
10 | Groningen gas field set for shutdown as Dutch Senate approves law | 04/17/2024 |
11 | Shell, Nigeria Ink Gas Deal To Fuel 3.8B Methanol Project Report | 04/18/2024 |
12 | A New Technological Revolution Is Coming Heres How You Can Profit From It | 04/19/2024 |
About Shell PLC 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 Shell or other stocks. Alpha measures the amount that position in Shell PLC ADR 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 | 0.0371 | 0.0379 | 0.0352 | Price To Sales Ratio | 0.64 | 0.73 | 0.7 |
Shell PLC Upcoming Company Events
As portrayed in its financial statements, the presentation of Shell PLC's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Shell PLC's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Shell PLC's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Shell PLC. Please utilize our Beneish M Score to check the likelihood of Shell PLC's management manipulating its earnings.
1st of February 2024 Upcoming Quarterly Report | View | |
2nd of May 2024 Next Financial Report | View | |
31st of December 2023 Next Fiscal Quarter End | View | |
1st 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 Shell PLC
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 Shell PLC Backtesting, Shell PLC Valuation, Shell PLC Correlation, Shell PLC Hype Analysis, Shell PLC Volatility, Shell PLC History and analyze Shell PLC Performance. Note that the Shell PLC ADR information on this page should be used as a complementary analysis to other Shell PLC'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 Sync Your Broker module to sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors..
Complementary Tools for Shell Stock analysis
When running Shell PLC's price analysis, check to measure Shell PLC'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 Shell PLC is operating at the current time. Most of Shell PLC's value examination focuses on studying past and present price action to predict the probability of Shell PLC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Shell PLC's price. Additionally, you may evaluate how the addition of Shell PLC to your portfolios can decrease your overall portfolio volatility.
Headlines Timeline Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity | |
Instant Ratings Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
Bonds Directory Find actively traded corporate debentures issued by US companies | |
Earnings Calls Check upcoming earnings announcements updated hourly across public exchanges | |
Companies Directory Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals | |
Positions Ratings Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
Portfolio Center All portfolio management and optimization tools to improve performance of your portfolios | |
Commodity Channel Use Commodity Channel Index to analyze current equity momentum |
Shell PLC 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.