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Public Service Enterprise Group Incorporated

PEG
Equity · Currency in USD
Sector
Utilities
Industry
Utilities—Diversified
ISIN
US7445731067
CUSIP
744573106

PEGPrice Chart


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PEGPerformance

The chart shows the growth of $10,000 invested in Public Service Enterprise Group Incorporated on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $30,007 for a total return of roughly 200.07%. All prices are adjusted for splits and dividends.


PEG (Public Service Enterprise Group Incorporated)
Benchmark (S&P 500)

PEGReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M3.47%
6M3.13%
YTD12.32%
1Y10.97%
5Y13.19%
10Y10.53%

PEGMonthly Returns Heatmap


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PEGSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Public Service Enterprise Group Incorporated Sharpe ratio is 0.44. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


PEG (Public Service Enterprise Group Incorporated)
Benchmark (S&P 500)

PEGDividends

Public Service Enterprise Group Incorporated granted a 3.16% dividend yield in the last twelve months, as of Oct 23, 2021. The annual payout for that period amounted to $2.02 per share.


PeriodTTM20202019201820172016201520142013201220112010
Dividend$2.02$1.96$1.88$1.80$1.72$1.64$1.56$1.48$1.44$1.42$1.37$1.37

Dividend yield

3.16%3.36%3.18%3.46%3.34%3.74%4.03%3.57%4.49%4.64%4.16%4.31%

PEGDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


PEG (Public Service Enterprise Group Incorporated)
Benchmark (S&P 500)

PEGWorst Drawdowns

The table below shows the maximum drawdowns of the Public Service Enterprise Group Incorporated. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Public Service Enterprise Group Incorporated is 40.78%, recorded on Mar 23, 2020. It took 256 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.78%Nov 1, 201997Mar 23, 2020256Mar 29, 2021353
-16.28%Jul 1, 201426Aug 6, 201460Oct 30, 201486
-14.8%Apr 4, 2016157Nov 11, 2016103Apr 12, 2017260
-14.79%Oct 20, 201538Dec 11, 201547Feb 22, 201685
-14.72%May 20, 201155Aug 8, 201117Aug 31, 201172
-14.55%Sep 21, 2011139Apr 10, 201276Jul 27, 2012215
-13.81%May 1, 201336Jun 20, 2013168Feb 20, 2014204
-13.03%Jul 31, 201280Nov 23, 201268Mar 5, 2013148
-12.48%Jan 5, 201057Mar 26, 201055Jun 15, 2010112
-11.22%Dec 4, 201746Feb 8, 201855Apr 30, 2018101

PEGVolatility Chart

Current Public Service Enterprise Group Incorporated volatility is 14.43%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


PEG (Public Service Enterprise Group Incorporated)
Benchmark (S&P 500)

Portfolios with Public Service Enterprise Group Incorporated


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