Clean Stock Alpha and Beta Analysis


USD 6.02  0.15  2.56%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Clean Energy Fuels. It also helps investors analyze the systematic and unsystematic risks associated with investing in Clean Energy over a specified time horizon. Remember, high Clean 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.
Continue to Clean Energy Backtesting, Clean Energy Valuation, Clean Energy Correlation, Clean Energy Hype Analysis, Clean Energy Volatility, Clean Energy History and analyze Clean Energy Performance.
Please note that although Clean 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., DOW index.) So in this particular case, Clean Energy did 0.65  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 Clean Energy Fuels stock's relative risk over its benchmark. Clean Energy Fuels has a beta of 2.04  . Let's try to break down what Clean's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Clean Energy will likely underperform.
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.

Clean Energy Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Clean Energy market risk premium is the additional return an investor will receive from holding Clean 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 Clean 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 Clean Energy's performance over market.
α0.65   β2.04
90 days against DJI

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

Clean Energy Market Price Analysis

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

Clean Energy Return and Market Media

The median price of Clean Energy for the period between Wed, Jul 6, 2022 and Tue, Oct 4, 2022 is 6.21 with a coefficient of variation of 16.69. The daily time series for the period is distributed with a sample standard deviation of 1.04, arithmetic mean of 6.23, and mean deviation of 0.85. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
What Kind Of Shareholders Hold The Majority In Clean Energy ...07/27/2022
EPS Reported08/04/2022
Clean Energy Fuels Shares Rise 17 percent After Narrower-Tha...08/05/2022
MiningNewsBreaks Energy Fuels Inc.s White Mesa Mill Meets De...08/17/2022
MiningNewsBreaks Energy Fuels Inc. on Target to Own, Control...08/26/2022
Why Plug Power, Bloom Energy, and Hyzon Motors Stocks Sold O...09/13/2022
Clean Energy Celebrates 25th Anniversary, 15 Years as Public...09/22/2022

About Clean 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 Clean or other stocks. Alpha measures the amount that position in Clean Energy Fuels 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.

Clean Energy Upcoming Company Events

As portrayed in its financial statements, the presentation of Clean Energy's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Clean Energy's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Clean Energy's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Clean Energy. Please utilize our Beneish M Score to check the likelihood of Clean Energy's management manipulating its earnings.
Upcoming Quarterly Report8th of March 2022
Next Financial Report5th of May 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End8th of March 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

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Continue to Clean Energy Backtesting, Clean Energy Valuation, Clean Energy Correlation, Clean Energy Hype Analysis, Clean Energy Volatility, Clean Energy History and analyze Clean Energy Performance. You can also try Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.

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When running Clean Energy Fuels price analysis, check to measure Clean 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 Clean Energy is operating at the current time. Most of Clean Energy's value examination focuses on studying past and present price action to predict the probability of Clean Energy's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Clean Energy's price. Additionally, you may evaluate how the addition of Clean Energy to your portfolios can decrease your overall portfolio volatility.
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Clean 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 Clean Energy technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Clean 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...