Tetragon Financial (Netherlands) Alpha and Beta Analysis
| TFG Stock | USD 9.60 0.06 0.62% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Tetragon Financial Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Tetragon Financial over a specified time horizon. Remember, high Tetragon Financial'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 Tetragon Financial's market risk premium analysis include:
Beta (0.02) | Alpha (0.01) | Risk 0.95 | Sharpe Ratio (0.03) | Expected Return (0.03) |
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.
Tetragon |
Tetragon Financial Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Tetragon Financial market risk premium is the additional return an investor will receive from holding Tetragon Financial 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 Tetragon Financial. 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 Tetragon Financial's performance over market.| α | -0.0083 | β | -0.02 |
Tetragon Financial 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 Tetragon Financial's Buy-and-hold return. Our buy-and-hold chart shows how Tetragon Financial performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Tetragon Financial Market Price Analysis
Market price analysis indicators help investors to evaluate how Tetragon Financial stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Tetragon Financial shares will generate the highest return on investment. By understating and applying Tetragon Financial stock market price indicators, traders can identify Tetragon Financial position entry and exit signals to maximize returns.
Tetragon Financial Return and Market Media
The median price of Tetragon Financial for the period between Fri, Jan 26, 2024 and Thu, Apr 25, 2024 is 9.7 with a coefficient of variation of 1.58. The daily time series for the period is distributed with a sample standard deviation of 0.15, arithmetic mean of 9.71, and mean deviation of 0.12. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Tetragon Financial 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 Tetragon or other stocks. Alpha measures the amount that position in Tetragon Financial 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 Tetragon Financial 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, Tetragon Financial's short interest history, or implied volatility extrapolated from Tetragon Financial options trading.
Build Portfolio with Tetragon Financial
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 Tetragon Financial Backtesting, Tetragon Financial Valuation, Tetragon Financial Correlation, Tetragon Financial Hype Analysis, Tetragon Financial Volatility, Tetragon Financial History and analyze Tetragon Financial Performance. Note that the Tetragon Financial information on this page should be used as a complementary analysis to other Tetragon Financial'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 Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.
Complementary Tools for Tetragon Stock analysis
When running Tetragon Financial's price analysis, check to measure Tetragon Financial'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 Tetragon Financial is operating at the current time. Most of Tetragon Financial's value examination focuses on studying past and present price action to predict the probability of Tetragon Financial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Tetragon Financial's price. Additionally, you may evaluate how the addition of Tetragon Financial to your portfolios can decrease your overall portfolio volatility.
| Fundamentals Comparison Compare fundamentals across multiple equities to find investing opportunities | |
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios | |
| Content Syndication Quickly integrate customizable finance content to your own investment portal | |
| Options Analysis Analyze and evaluate options and option chains as a potential hedge for your portfolios | |
| ETF Categories List of ETF categories grouped based on various criteria, such as the investment strategy or type of investments | |
| Idea Breakdown Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes |
Tetragon Financial 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.