Telecom OTC Stock Alpha and Beta Analysis

TIIAY -  USA Stock  

USD 3.77  1.59  29.66%

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Telecom Italia SPA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Telecom Italia over a specified time horizon. Remember, high Telecom Italia'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.
Additionally, take a look at Telecom Italia Backtesting, Telecom Italia Valuation, Telecom Italia Correlation, Telecom Italia Hype Analysis, Telecom Italia Volatility, Telecom Italia History and analyze Telecom Italia Performance.

Telecom Beta 

 
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Please note that although Telecom Italia alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, Telecom Italia did 0.37  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Telecom Italia SPA stock's relative risk over its benchmark. Telecom Italia SPA has a beta of 0.86  . Let's try to break down what Telecom's beta means in this case. Telecom Italia returns are very sensitive to returns on the market. As the market goes up or down, Telecom Italia is expected to follow.
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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.

Telecom Italia Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Telecom Italia market risk premium is the additional return an investor will receive from holding Telecom Italia 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 Telecom Italia. 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 Telecom Italia's performance over market.
α0.37   β0.86
90 days against DJI

Telecom Italia 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 Telecom Italia's Buy-and-hold return. Our buy-and-hold chart shows how Telecom Italia performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Telecom Italia Market Price Analysis

Market price analysis indicators help investors to evaluate how Telecom Italia otc stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Telecom Italia shares will generate the highest return on investment. By understating and applying Telecom Italia otc stock market price indicators, traders can identify Telecom Italia position entry and exit signals to maximize returns.

Telecom Italia Return and Market Media

The median price of Telecom Italia for the period between Tue, Aug 31, 2021 and Mon, Nov 29, 2021 is 3.97 with a coefficient of variation of 10.34. The daily time series for the period is distributed with a sample standard deviation of 0.42, arithmetic mean of 4.11, and mean deviation of 0.32. The Stock received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
Airtime Partecipazioni S.p.A. Admission to Trading Announcem...09/20/2021
2
Oracle TIM and Noovle Announce Joint Plan to Offer Multiclou...10/08/2021
3
Telecom Italia S.p.A. CEO Luigi Gubitosi on Q3 2021 Results ...10/29/2021
4
ADRs End Lower Telecom Italia, Ericsson Among Companies Acti...11/22/2021

About Telecom Italia 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in Telecom Italia SPA 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.

Telecom Italia Investors Sentiment

The influence of Telecom Italia's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Telecom. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
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 Telecom Italia 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, Telecom Italia's short interest history, or implied volatility extrapolated from Telecom Italia options trading.

Current Sentiment - TIIAY

Telecom Italia SPA Investor Sentiment

Macroaxis portfolio users are evenly split in their outlook on investing in Telecom Italia SPA. What is your outlook on investing in Telecom Italia SPA? Are you bullish or bearish?
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50% Bearish
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Build Portfolio with Telecom Italia

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Additionally, take a look at Telecom Italia Backtesting, Telecom Italia Valuation, Telecom Italia Correlation, Telecom Italia Hype Analysis, Telecom Italia Volatility, Telecom Italia History and analyze Telecom Italia Performance. Note that the Telecom Italia SPA information on this page should be used as a complementary analysis to other Telecom Italia'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 Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.

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When running Telecom Italia SPA price analysis, check to measure Telecom Italia'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 Telecom Italia is operating at the current time. Most of Telecom Italia's value examination focuses on studying past and present price action to predict the probability of Telecom Italia's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Telecom Italia's price. Additionally, you may evaluate how the addition of Telecom Italia to your portfolios can decrease your overall portfolio volatility.
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Telecom Italia technical otc 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.
A focus of Telecom Italia technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Telecom Italia trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...