TWTR Stock Alpha and Beta Analysis

TWTR -  USA Stock  

USD 60.85  0.21  0.35%

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

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Please note that although Twitter 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, Twitter did 0.19  worse 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 Twitter stock's relative risk over its benchmark. Twitter has a beta of 0.0114  . Let's try to break down what TWTR's beta means in this case. As returns on the market increase, returns on owning Twitter are expected to decrease at a much lower rate. During the bear market, Twitter is likely to outperform the market.
Twitter Enterprise Value over EBITDA is relatively stable at the moment as compared to the past year. Twitter reported last year Enterprise Value over EBITDA of 180.50. As of 06/19/2021, Price to Book Value is likely to grow to 2.99, while Enterprise Value over EBIT is likely to drop (34.96) .
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.

Twitter Quarterly Book Value per Share

9.724Share

Twitter Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Twitter market risk premium is the additional return an investor will receive from holding Twitter 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 Twitter. 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 Twitter's performance over market.
α-0.19   β-0.01
90 days against DJI

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

Twitter Market Price Analysis

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

Twitter Return and Market Media

The median price of Twitter for the period between Sun, Mar 21, 2021 and Sat, Jun 19, 2021 is 61.03 with a coefficient of variation of 9.95. The daily time series for the period is distributed with a sample standard deviation of 6.08, arithmetic mean of 61.14, and mean deviation of 5.1. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Sale by Michael Montano of 2250 shares of Twitter03/24/2021
2
EPS Estimate03/31/2021
3
Sale by Michael Montano of 2250 shares of Twitter04/07/2021
4
Jim Cramer on Apple, Twitter, Clubhouse, Stock Market Today ...04/08/2021
5
Acquisition by Michael Montano of 62210 shares of Twitter su...04/12/2021
6
Sale by Vijaya Gadde of 2388 shares of Twitter04/15/2021
7
Sale by Michael Montano of 2250 shares of Twitter04/22/2021
8
Payment of 13512 shares by Vijaya Gadde of Twitter subject t...04/28/2021
9
EPS Reported04/29/2021
10
Payment of 23185 shares by Michael Montano of Twitter subjec...05/05/2021
11
Sale by Matthew Derella of 1451 shares of Twitter05/07/2021
12
Twitter Stock Is a Bet on Better Behavior, Which Is Risky Al...05/10/2021
13
Sale by Ned Segal of 7000 shares of Twitter05/13/2021
14
Does Twitters Stock Provide An Opportunity Post Sell-Off - T...05/18/2021
15
Acquisition by Egon Durban of 1033 shares of Twitter subject...05/27/2021
16
Acquisition by FeiFei Li of 3873 shares of Twitter subject t...06/01/2021
17
Acquisition by Patrick Pichette of 3873 shares of Twitter su...06/02/2021
18
Acquisition by Bret Taylor of 5079 shares of Twitter subject...06/03/2021
19
Acquisition by Robert Zoellick of 3873 shares of Twitter sub...06/04/2021
20
Sale by Ned Segal of 7000 shares of Twitter06/08/2021
21
Twitter appoints new board member to replace Elliotts Cohn -...06/09/2021
22
Sale by Ned Segal of 7000 shares of Twitter06/10/2021
23
Acquisition by David Rosenblatt of 5079 shares of Twitter su...06/11/2021
24
Payment of 17216 shares by Ned Segal of Twitter subject to R...06/15/2021
25
Acquisition by FeiFei Li of 3873 shares of Twitter subject t...06/16/2021
26
Acquisition by Omid Kordestani of 3873 shares of Twitter sub...06/17/2021
27
Acquisition by Ned Segal of 862 shares of Twitter subject to...06/18/2021

About Twitter 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 Twitter 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.
 2018 2019 2021 (projected)
Long Term Debt to Equity0.260.290.27
Interest Coverage21.20.410.38

Twitter Upcoming Company Events

As portrayed in its financial statements, the presentation of Twitter's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Twitter's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Twitter's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Twitter. Please utilize our Beneish M Score to check the likelihood of Twitter's management manipulating its earnings.
Upcoming Quarterly Report22nd of July 2021
Next Earnings Report4th of November 2021
Next Fiscal Quarter End30th of June 2021
Next Fiscal Year End8th of February 2022
Last Quarter Report31st of March 2021
Last Earning Announcement30th of June 2020

Build Portfolio with Twitter

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.

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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 Twitter Backtesting, Twitter Valuation, Twitter Correlation, Twitter Hype Analysis, Twitter Volatility, Twitter History and analyze Twitter Performance. Note that the Twitter information on this page should be used as a complementary analysis to other Twitter'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 Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.

Complementary Tools for Twitter Stock analysis

When running Twitter price analysis, check to measure Twitter'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 Twitter is operating at the current time. Most of Twitter's value examination focuses on studying past and present price action to predict the probability of Twitter's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Twitter's price. Additionally, you may evaluate how the addition of Twitter to your portfolios can decrease your overall portfolio volatility.
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Twitter 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.
A focus of Twitter technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Twitter 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...