Tomco Energy Plc Stock Alpha and Beta Analysis
TMCGF Stock | USD 0.02 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as TomCo Energy Plc. It also helps investors analyze the systematic and unsystematic risks associated with investing in TomCo Energy over a specified time horizon. Remember, high TomCo 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. Key technical indicators related to TomCo Energy's market risk premium analysis include:
Beta (0.03) | Alpha (0.07) | Risk 0.35 | Sharpe Ratio (0.17) | Expected Return (0.06) |
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.
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TomCo Energy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. TomCo Energy market risk premium is the additional return an investor will receive from holding TomCo 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 TomCo 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 TomCo Energy's performance over market.α | -0.07 | β | -0.03 |
TomCo 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 TomCo Energy's Buy-and-hold return. Our buy-and-hold chart shows how TomCo Energy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.TomCo Energy Market Price Analysis
Market price analysis indicators help investors to evaluate how TomCo Energy 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 TomCo Energy shares will generate the highest return on investment. By understating and applying TomCo Energy pink sheet market price indicators, traders can identify TomCo Energy position entry and exit signals to maximize returns.
TomCo Energy Return and Market Media
The median price of TomCo Energy for the period between Wed, Jan 24, 2024 and Tue, Apr 23, 2024 is 0.0159 with a coefficient of variation of 1.65. The daily time series for the period is distributed with a sample standard deviation of 0.0, arithmetic mean of 0.02, and mean deviation of 0.0. The Stock received a lot of media exposure during the period. Price Growth (%) |
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About TomCo 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 TomCo or other pink sheets. Alpha measures the amount that position in TomCo Energy 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 TomCo Energy 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, TomCo Energy's short interest history, or implied volatility extrapolated from TomCo Energy options trading.
Build Portfolio with TomCo Energy
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out TomCo Energy Backtesting, TomCo Energy Valuation, TomCo Energy Correlation, TomCo Energy Hype Analysis, TomCo Energy Volatility, TomCo Energy History and analyze TomCo Energy Performance. Note that the TomCo Energy Plc information on this page should be used as a complementary analysis to other TomCo Energy's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Pattern Recognition module to use different Pattern Recognition models to time the market across multiple global exchanges.
Complementary Tools for TomCo Pink Sheet analysis
When running TomCo Energy's price analysis, check to measure TomCo 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 TomCo Energy is operating at the current time. Most of TomCo Energy's value examination focuses on studying past and present price action to predict the probability of TomCo Energy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move TomCo Energy's price. Additionally, you may evaluate how the addition of TomCo Energy to your portfolios can decrease your overall portfolio volatility.
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