Twitter Alpha and Beta Analysis

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TWTR -- USA Stock  

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This module allows you to check different measures of market premium (i.e. an alpha and beta) for all equities including Twitter, as well as systematic risk associated with investing in Twitter over a specified time horizon. Additionally, take a look at Twitter Backtesting, Twitter Valuation, Twitter Correlation, Twitter Hype Analysis, Twitter Volatility, Twitter History and analyze Twitter Performance.

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Please note that although Twitter alpha is a measure of relative return and represented here as a single number, it actually indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, Twitter did 0.039939  worse 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 Twitter relative risk over its benchmark. Twitter has beta of 0.33  . As returns on market increase, returns on owning Twitter are expected to decrease at a much smaller rate. During bear market, Twitter is likely to outperform the market.
Twitter Enterprise Value over EBITDA is relatively stable at the moment as compared to the last year. Twitter reported last year Enterprise Value over EBITDA of 180.50. As of 05/31/2020, Tangible Assets Book Value per Share is likely to grow to 7.32, while Enterprise Value over EBIT is likely to drop (34.96) . Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility againt 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 a benchmark but still not compensate for the assumption of the volatility risk.

  Twitter Quarterly Book Value per Share

Twitter Market Premiums

α-0.04   β-0.33
30 days against DJI

Twitter expected buy-and-hold returns

Twitter Market Price Analysis

Twitter Return and Market Media

The median price of Twitter for the period between Mon, Mar 2, 2020 and Sun, May 31, 2020 is 28.44 with a coefficient of variation of 12.2. The daily time series for the period is distributed with a sample standard deviation of 3.51, arithmetic mean of 28.73, and mean deviation of 2.82. The Stock received a lot of media exposure during the period.
 Price Growth (%)  
      Timeline 
1
Twitter exotic insider transaction detected03/05/2020
2
Sale by Michael Montano of 1750 shares of Twitter03/06/2020
3
Sale by Evan Williams of 275327 shares of Twitter03/10/2020
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Sale by Kevin Weil of 4193 shares of Twitter03/11/2020
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Sale by Ned Segal of 8000 shares of Twitter03/16/2020
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Twitter exotic insider transaction detected03/20/2020
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Payment of 491 shares by Michael Montano of Twitter subject ...03/31/2020
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Acquisition by Durban Egon of 325 shares of Twitter subject ...04/01/2020
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Sale by Robert Kaiden of 913 shares of Twitter04/02/2020
10
Twitter exotic insider transaction detected04/06/2020
11
Acquisition by Ned Segal of 754 shares of Twitter subject to...04/07/2020
12
Sale by Evan Williams of 2113 shares of Twitter04/08/2020
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Acquisition by Matthew Derella of 121223 shares of Twitter s...04/09/2020
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Acquisition by David Rosenblatt of 6548 shares of Twitter su...04/13/2020
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Sale by Evan Williams of 14040 shares of Twitter04/15/2020
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Purchase by Peter Currie of 9200 shares of Twitter04/16/2020
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Elliott Managements Gut Tells Them Global Stocks Might Lose ...04/17/2020
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Sale by Evan Williams of 145745 shares of Twitter04/20/2020
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Sale by Evan Williams of 256340 shares of Twitter04/22/2020
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Twitter exotic insider transaction detected04/28/2020
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Sale by Michael Montano of 5250 shares of Twitter04/29/2020
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Payment of 25442 shares by Michael Montano of Twitter subjec...05/05/2020
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Twitter exotic insider transaction detected05/06/2020
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Sale by Robert Kaiden of 1421 shares of Twitter05/11/2020
25
Sale by Michael Montano of 1750 shares of Twitter05/13/2020
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Sale by Ned Segal of 6000 shares of Twitter05/15/2020
27
Acquisition by Michael Montano of 854 shares of Twitter subj...05/19/2020
28
The Hartford Declares Quarterly Dividends Of 0.325 Per Share...05/20/2020
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Sale by Michael Montano of 1500 shares of Twitter05/22/2020
30
Acquisition by Li Feifei of 6803 shares of Twitter subject t...05/29/2020

About Twitter 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in Twitter 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.

Macroaxis is not a registered investment advisor or broker/dealer. All investments, including stocks, funds, ETFs, or cryptocurrencies, are speculative and involve substantial risk of loss. We encourage our investors to invest carefully. Much of our information is derived directly from data published by companies or submitted to governmental agencies which we believe are reliable, but are without our independent verification. Therefore, we cannot assure you that the information is accurate or complete. We do not in any way warrant or guarantee the success of any action you take in reliance on our statements or recommendations. Also, note that past performance is not necessarily indicative of future results. All investments carry risk, and all investment decisions of an individual remain the responsibility of that individual. There is no guarantee that systems, indicators, or signals will result in profits or that they will not result in losses. All investors are advised to fully understand all risks associated with any investing they choose to do. Hypothetical or simulated performance is not indicative of future results. We make no representations or warranties that any investor will, or is likely to, achieve profits similar to those shown because hypothetical or simulated performance is not necessarily indicative of future results. For more information please visit our terms and condition page