T Mobile (Germany) Alpha and Beta Analysis
| TM5 Stock | EUR 230.40 2.30 1.01% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as T Mobile. It also helps investors analyze the systematic and unsystematic risks associated with investing in T Mobile over a specified time horizon. Remember, high T Mobile'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 T Mobile's market risk premium analysis include:
Beta (0.20) | Alpha 0.44 | Risk 1.49 | Sharpe Ratio 0.25 | Expected Return 0.38 |
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.
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T Mobile Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. T Mobile market risk premium is the additional return an investor will receive from holding T Mobile 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 T Mobile. 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 T Mobile's performance over market.| α | 0.44 | β | -0.2 |
T Mobile 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 T Mobile's Buy-and-hold return. Our buy-and-hold chart shows how T Mobile performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.T Mobile Market Price Analysis
Market price analysis indicators help investors to evaluate how T Mobile stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading T Mobile shares will generate the highest return on investment. By understating and applying T Mobile stock market price indicators, traders can identify T Mobile position entry and exit signals to maximize returns.
T Mobile Return and Market Media
The median price of T Mobile for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 193.74 with a coefficient of variation of 8.82. The daily time series for the period is distributed with a sample standard deviation of 17.35, arithmetic mean of 196.71, and mean deviation of 15.4. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About T Mobile 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 TM5 or other stocks. Alpha measures the amount that position in T Mobile 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 T Mobile 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, T Mobile's short interest history, or implied volatility extrapolated from T Mobile options trading.
Build Portfolio with T Mobile
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
Additional Information and Resources on Investing in TM5 Stock
When determining whether T Mobile is a strong investment it is important to analyze T Mobile's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact T Mobile's future performance. For an informed investment choice regarding TM5 Stock, refer to the following important reports:Check out T Mobile Backtesting, T Mobile Valuation, T Mobile Correlation, T Mobile Hype Analysis, T Mobile Volatility, T Mobile History and analyze T Mobile Performance. For more detail on how to invest in TM5 Stock please use our How to Invest in T Mobile guide.You can also try the Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.
T Mobile 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.