Trustmark Stock Alpha and Beta Analysis
| TRMK Stock | USD 39.97 0.69 1.76% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Trustmark. It also helps investors analyze the systematic and unsystematic risks associated with investing in Trustmark over a specified time horizon. Remember, high Trustmark'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 Trustmark's market risk premium analysis include:
Beta 2.09 | Alpha 0.0592 | Risk 2.29 | Sharpe Ratio 0.15 | Expected Return 0.34 |
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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.
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Trustmark Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Trustmark market risk premium is the additional return an investor will receive from holding Trustmark 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 Trustmark. 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 Trustmark's performance over market.| α | 0.06 | β | 2.09 |
Trustmark 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 Trustmark's Buy-and-hold return. Our buy-and-hold chart shows how Trustmark performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Trustmark Market Price Analysis
Market price analysis indicators help investors to evaluate how Trustmark stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Trustmark shares will generate the highest return on investment. By understating and applying Trustmark stock market price indicators, traders can identify Trustmark position entry and exit signals to maximize returns.
Trustmark Return and Market Media
The median price of Trustmark for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 33.31 with a coefficient of variation of 7.72. The daily time series for the period is distributed with a sample standard deviation of 2.64, arithmetic mean of 34.17, and mean deviation of 2.15. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Botched insulation means mushrooms grow on my walls | 10/03/2024 |
2 | Trustmark Tops Q3 Earnings and Revenue Estimates | 10/22/2024 |
3 | Trustmark Third Quarter 2024 Earnings EPS Beats Expectations | 10/25/2024 |
4 | Compliance Scorecard Joins CompTIA Cybersecurity Trustmark Program | 10/29/2024 |
5 | Disposition of 790 shares by Eduardo Marcelo L of Trustmark at 35.89 subject to Rule 16b-3 | 10/30/2024 |
6 | HealthFitness Acquires Corporate Fitness Works | 10/31/2024 |
7 | Disposition of 13208 shares by Host Gerard R of Trustmark at .73 subject to Rule 16b-3 | 11/12/2024 |
8 | Disposition of 6792 shares by Host Gerard R of Trustmark at .74 subject to Rule 16b-3 | 11/13/2024 |
9 | Trustmark Corp director sells shares worth 1.59 million | 11/14/2024 |
10 | Disposition of 16500 shares by Host Gerard R of Trustmark at 38.18 subject to Rule 16b-3 | 11/15/2024 |
11 | Verizon Communications Inc. Shares Sold by Trustmark National Bank Trust Department | 11/21/2024 |
12 | Trustmark National Bank Trust Department Has 453,000 Stock Holdings in KLA Co. | 11/22/2024 |
About Trustmark 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 Trustmark or other stocks. Alpha measures the amount that position in Trustmark 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) | Dividend Yield | 0.0285 | 0.0265 | 0.0333 | 0.0244 | Price To Sales Ratio | 3.67 | 45.97 | 2.32 | 3.9 |
Trustmark Upcoming Company Events
As portrayed in its financial statements, the presentation of Trustmark's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Trustmark's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Trustmark's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Trustmark. Please utilize our Beneish M Score to check the likelihood of Trustmark's management manipulating its earnings.
| 23rd of April 2024 Upcoming Quarterly Report | View | |
| 23rd of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 28th 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 Trustmark
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Align your risk with return expectations
Check out Trustmark Backtesting, Trustmark Valuation, Trustmark Correlation, Trustmark Hype Analysis, Trustmark Volatility, Trustmark History and analyze Trustmark Performance. For more information on how to buy Trustmark Stock please use our How to buy in Trustmark Stock guide.You can also try the Stock Screener module to find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook..
Trustmark 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.