Travis Perkins Plc Stock Alpha and Beta Analysis
| TPRKY Stock | USD 10.88 0.03 0.28% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Travis Perkins PLC. It also helps investors analyze the systematic and unsystematic risks associated with investing in Travis Perkins over a specified time horizon. Remember, high Travis Perkins' 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 Travis Perkins' market risk premium analysis include:
Beta 0.19 | Alpha 0.19 | Risk 1.72 | Sharpe Ratio 0.15 | Expected Return 0.25 |
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.
Travis |
Travis Perkins Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Travis Perkins market risk premium is the additional return an investor will receive from holding Travis Perkins 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 Travis Perkins. 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 Travis Perkins' performance over market.| α | 0.19 | β | 0.19 |
Travis Perkins 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 Travis Perkins' Buy-and-hold return. Our buy-and-hold chart shows how Travis Perkins performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Travis Perkins Market Price Analysis
Market price analysis indicators help investors to evaluate how Travis Perkins pink sheet reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Travis Perkins shares will generate the highest return on investment. By understating and applying Travis Perkins pink sheet market price indicators, traders can identify Travis Perkins position entry and exit signals to maximize returns.
Travis Perkins Return and Market Media
The median price of Travis Perkins for the period between Sat, Mar 2, 2024 and Fri, May 31, 2024 is 9.34 with a coefficient of variation of 6.17. The daily time series for the period is distributed with a sample standard deviation of 0.59, arithmetic mean of 9.49, and mean deviation of 0.46. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Travis Perkins 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 Travis or other pink sheets. Alpha measures the amount that position in Travis Perkins PLC 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.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Travis Perkins in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Travis Perkins' short interest history, or implied volatility extrapolated from Travis Perkins options trading.
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Align your risk with return expectations
Check out Travis Perkins Backtesting, Travis Perkins Valuation, Travis Perkins Correlation, Travis Perkins Hype Analysis, Travis Perkins Volatility, Travis Perkins History and analyze Travis Perkins Performance. You can also try the Share Portfolio module to track or share privately all of your investments from the convenience of any device.
Complementary Tools for Travis Pink Sheet analysis
When running Travis Perkins' price analysis, check to measure Travis Perkins' 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 Travis Perkins is operating at the current time. Most of Travis Perkins' value examination focuses on studying past and present price action to predict the probability of Travis Perkins' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Travis Perkins' price. Additionally, you may evaluate how the addition of Travis Perkins to your portfolios can decrease your overall portfolio volatility.
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Travis Perkins technical pink sheet 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, pink sheet market cycles, or different charting patterns.