Tesla Inc Stock Alpha and Beta Analysis
| TSLA Stock | USD 149.93 5.52 3.55% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Tesla Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Tesla over a specified time horizon. Remember, high Tesla'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 Tesla's market risk premium analysis include:
Beta 1.4 | Alpha (0.62) | Risk 3.13 | Sharpe Ratio (0.15) | Expected Return (0.48) |
Tesla Quarterly Cash And Equivalents |
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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.
Tesla |
Tesla Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Tesla market risk premium is the additional return an investor will receive from holding Tesla 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 Tesla. 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 Tesla's performance over market.| α | -0.62 | β | 1.40 |
Tesla 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 Tesla's Buy-and-hold return. Our buy-and-hold chart shows how Tesla performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Tesla Market Price Analysis
Market price analysis indicators help investors to evaluate how Tesla stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Tesla shares will generate the highest return on investment. By understating and applying Tesla stock market price indicators, traders can identify Tesla position entry and exit signals to maximize returns.
Tesla Return and Market Media
The median price of Tesla for the period between Sat, Jan 20, 2024 and Fri, Apr 19, 2024 is 182.63 with a coefficient of variation of 8.44. The daily time series for the period is distributed with a sample standard deviation of 15.52, arithmetic mean of 183.9, and mean deviation of 12.72. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Pilbara Minerals share price jumps on deal with Tesla supplier | 03/11/2024 |
2 | Musk Says His Ketamine Prescription Is in Investors Best Interests | 03/18/2024 |
3 | 5 Popular Stocks on Sale Values or Traps | 03/28/2024 |
4 | TSLA Stock Alert Cathie Wood Is Pounding the Table on a 2,000 Tesla Price Target | 04/04/2024 |
5 | Elon Musk Says Tesla Will Reveal Its Robotaxi On Aug. 8 | 04/05/2024 |
6 | Is It Time to Take Tech Profits and Invest Elsewhere | 04/10/2024 |
7 | Tesla Surpasses Market Returns Some Facts Worth Knowing | 04/11/2024 |
8 | Tesla slashes price of its premium driver assistance option by half in U.S. | 04/12/2024 |
9 | Cybertruck owners say deliveries halted over bad accelerator pedal | 04/15/2024 |
10 | Cathie Woods ARK buys another 10.4M in Tesla stock | 04/18/2024 |
About Tesla 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 Tesla or other stocks. Alpha measures the amount that position in Tesla Inc 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 | 2023 | 2024 (projected) | Payables Turnover | 4.01 | 3.97 | 5.48 | 5.76 | Days Of Inventory On Hand | 52.25 | 77.32 | 62.87 | 59.72 |
Tesla Upcoming Company Events
As portrayed in its financial statements, the presentation of Tesla's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Tesla's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Tesla's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Tesla. Please utilize our Beneish M Score to check the likelihood of Tesla's management manipulating its earnings.
| 17th of April 2024 Upcoming Quarterly Report | View | |
| 17th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 22nd 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 Tesla
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 Tesla Backtesting, Tesla Valuation, Tesla Correlation, Tesla Hype Analysis, Tesla Volatility, Tesla History and analyze Tesla Performance. You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
Complementary Tools for Tesla Stock analysis
When running Tesla's price analysis, check to measure Tesla'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 Tesla is operating at the current time. Most of Tesla's value examination focuses on studying past and present price action to predict the probability of Tesla's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Tesla's price. Additionally, you may evaluate how the addition of Tesla to your portfolios can decrease your overall portfolio volatility.
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Tesla 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.