The Travelers Companies Stock Alpha and Beta Analysis
| TRV Stock | USD 206.58 16.54 7.41% |
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 0.53 | Alpha 0.0667 | Risk 1.24 | Sharpe Ratio (0.02) | Expected Return (0.02) |
Enterprise Value |
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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.
Travelers |
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.| α | 0.07 | β | 0.53 |
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, Jan 19, 2024 and Thu, Apr 18, 2024 is 219.1 with a coefficient of variation of 3.74. The daily time series for the period is distributed with a sample standard deviation of 8.14, arithmetic mean of 217.75, and mean deviation of 6.22. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Holland America Lines Spring Sale Offers Up to 50 percent Off Cruise Fares and Onboard Spending Credit for Upcoming Departures | 03/06/2024 |
2 | Currency Exchange International Announces a 7 percent Increase in Revenue for the Three-Months Ended January 31, 2024 Versus the Prior Year | 03/13/2024 |
3 | Are Investors Undervaluing The Travelers Companies Right Now | 04/02/2024 |
4 | Dow Jones Industrial Average advances as US data feeds rate cut expectations | 04/04/2024 |
5 | 5 Blue-Chip Stocks to Buy Despite Dows Recent Meltdown | 04/05/2024 |
6 | Know before you go Travelers should be aware of unusual laws before heading abroad | 04/08/2024 |
7 | U.S. stocks mixed at close of trade Dow Jones Industrial Average down 0.02 | 04/09/2024 |
8 | Building a Prosperous Planet for Generations to Come | 04/10/2024 |
9 | Travelers Risk Index Shows Rise in Distracted Driving | 04/11/2024 |
10 | Exploring Analyst Estimates for Travelers Q1 Earnings, Beyond Revenue and EPS | 04/12/2024 |
11 | RLI Corp. Q1 Earnings Preview Whats in the Cards | 04/15/2024 |
12 | Goldman Sachs cuts Travelers stock target on reserve concerns | 04/17/2024 |
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 | 2022 | 2024 (projected) | Dividend Yield | 0.0224 | 0.0196 | 0.0283 | Price To Sales Ratio | 1.12 | 1.2 | 0.86 |
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 | View | |
| 18th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 17th of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
Build Portfolio with Travelers Companies
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
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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. You can also try the Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.
Complementary Tools for Travelers Stock analysis
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.