Tethys Petroleum Limited Stock Alpha and Beta Analysis
| TETHF Stock | USD 0.63 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 Tethys Petroleum Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Tethys Petroleum over a specified time horizon. Remember, high Tethys Petroleum'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 Tethys Petroleum's market risk premium analysis include:
Beta (1.29) | Alpha 0.54 | Risk 6.08 | Sharpe Ratio 0.0782 | Expected Return 0.48 |
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.
Tethys |
Tethys Petroleum Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Tethys Petroleum market risk premium is the additional return an investor will receive from holding Tethys Petroleum 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 Tethys Petroleum. 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 Tethys Petroleum's performance over market.| α | 0.54 | β | -1.29 |
Tethys Petroleum 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 Tethys Petroleum's Buy-and-hold return. Our buy-and-hold chart shows how Tethys Petroleum performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Tethys Petroleum Market Price Analysis
Market price analysis indicators help investors to evaluate how Tethys Petroleum 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 Tethys Petroleum shares will generate the highest return on investment. By understating and applying Tethys Petroleum pink sheet market price indicators, traders can identify Tethys Petroleum position entry and exit signals to maximize returns.
Tethys Petroleum Return and Market Media
The median price of Tethys Petroleum for the period between Wed, Jan 24, 2024 and Tue, Apr 23, 2024 is 0.63 with a coefficient of variation of 13.25. The daily time series for the period is distributed with a sample standard deviation of 0.08, arithmetic mean of 0.63, and mean deviation of 0.07. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Tethys Petroleum 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 Tethys or other pink sheets. Alpha measures the amount that position in Tethys Petroleum 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 Tethys Petroleum 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, Tethys Petroleum's short interest history, or implied volatility extrapolated from Tethys Petroleum options trading.
Build Portfolio with Tethys Petroleum
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Check out Tethys Petroleum Backtesting, Tethys Petroleum Valuation, Tethys Petroleum Correlation, Tethys Petroleum Hype Analysis, Tethys Petroleum Volatility, Tethys Petroleum History and analyze Tethys Petroleum Performance. Note that the Tethys Petroleum information on this page should be used as a complementary analysis to other Tethys Petroleum'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 Insider Screener module to find insiders across different sectors to evaluate their impact on performance.
Complementary Tools for Tethys Pink Sheet analysis
When running Tethys Petroleum's price analysis, check to measure Tethys Petroleum'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 Tethys Petroleum is operating at the current time. Most of Tethys Petroleum's value examination focuses on studying past and present price action to predict the probability of Tethys Petroleum's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Tethys Petroleum's price. Additionally, you may evaluate how the addition of Tethys Petroleum to your portfolios can decrease your overall portfolio volatility.
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