The Travelers Companies Stock Alpha and Beta Analysis

TRV Stock  USD 228.83  3.50  1.55%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as The Travelers Companies. It also helps investors analyze the systematic and unsystematic risks associated with investing in Travelers Companies over a specified time horizon. Remember, high Travelers Companies' 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 Travelers Companies' market risk premium analysis include:
Beta
0.51
Alpha
0.26
Risk
1.05
Sharpe Ratio
0.3
Expected Return
0.31
Please note that although Travelers Companies 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., NYSE Composite index.) So in this particular case, Travelers Companies did 0.26  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 The Travelers Companies stock's relative risk over its benchmark. The Travelers Companies has a beta of 0.51  . As returns on the market increase, Travelers Companies' returns are expected to increase less than the market. However, during the bear market, the loss of holding Travelers Companies is expected to be smaller as well. Enterprise Value Multiple is likely to climb to 77.07 in 2024, whereas Price Book Value Ratio is likely to drop 1.14 in 2024.
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.
  
Check out Travelers Companies Backtesting, Travelers Companies Valuation, Travelers Companies Correlation, Travelers Companies Hype Analysis, Travelers Companies Volatility, Travelers Companies History and analyze Travelers Companies Performance.

Travelers Companies Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Travelers Companies market risk premium is the additional return an investor will receive from holding Travelers Companies 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 Travelers Companies. 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 Travelers Companies' performance over market.
α0.26   β0.51

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

Travelers Companies Market Price Analysis

Market price analysis indicators help investors to evaluate how Travelers Companies stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Travelers Companies shares will generate the highest return on investment. By understating and applying Travelers Companies stock market price indicators, traders can identify Travelers Companies position entry and exit signals to maximize returns.

Travelers Companies Return and Market Media

The median price of Travelers Companies for the period between Fri, Dec 29, 2023 and Thu, Mar 28, 2024 is 213.72 with a coefficient of variation of 6.07. The daily time series for the period is distributed with a sample standard deviation of 12.76, arithmetic mean of 210.32, and mean deviation of 10.5. The Stock received a lot of media exposure during the period.
 Price Growth (%)  
       Timeline  
 
Travelers Companies dividend paid on 29th of December 2023
12/29/2023
1
Northern Trust Corp Purchases 29,989 Shares of The Travelers Companies, Inc.
02/23/2024
2
US woman killed in cartel crossfire in Tulum had fled from LA to Mexico over crime, husband says
02/28/2024
3
Spring break travel surge What TSA wants you to know before flying
03/06/2024
4
American Express Reveals 2024 Top Travel Trends
03/12/2024
5
Should Value Investors Buy The Travelers Companies Stock
03/13/2024
6
Travelers Schedules Conference Call to Review First Quarter 2024 Results
03/14/2024
7
Future of the Museums - A Family Attraction in the Orlando Area
03/18/2024
8
Travelers TRV Did a Strong Rally Missing the Blue Box Area - The Globe and Mail
03/19/2024
9
Sleep vacations are the latest dreamy travel trend
03/21/2024
10
Global Prepaid Card and Digital Wallet Market Intelligence 2024 Data Centric Analysis of Prepaid Instruments, Spend Through Prepaid Cards and Digital Wallets fo...
03/22/2024
11
Travelers Honors 2024 Personal Insurance Agent of the Year Winners
03/25/2024
12
Global Dental Insurance Market Set to Surge to 198.08 Billion in 2024 With Anticipated CAGR of 8.4
03/27/2024

About Travelers Companies 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 Travelers or other stocks. Alpha measures the amount that position in The Travelers Companies 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)
Price Earnings Ratio10.6214.6315.93
Short Term Coverage Ratios72.7442.622.07

Travelers Companies Upcoming Company Events

As portrayed in its financial statements, the presentation of Travelers Companies' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Travelers Companies' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Travelers Companies' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Travelers Companies. Please utilize our Beneish M Score to check the likelihood of Travelers Companies' management manipulating its earnings.
17th of April 2024
Upcoming Quarterly Report
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18th of July 2024
Next Financial Report
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31st of March 2024
Next Fiscal Quarter End
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17th of January 2025
Next Fiscal Year End
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31st of December 2023
Last Quarter Report
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31st of December 2023
Last Financial Announcement
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When determining whether The Travelers Companies is a strong investment it is important to analyze Travelers Companies' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Travelers Companies' future performance. For an informed investment choice regarding Travelers Stock, refer to the following important reports:

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