Tim Participacoes Sa Stock Alpha and Beta Analysis
| TIMB Stock | USD 13.90 0.21 1.53% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as TIM Participacoes SA. It also helps investors analyze the systematic and unsystematic risks associated with investing in TIM Participacoes over a specified time horizon. Remember, high TIM Participacoes' 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 TIM Participacoes' market risk premium analysis include:
Beta 0.27 | Alpha (0.25) | Risk 1.55 | Sharpe Ratio (0.15) | Expected Return (0.23) |
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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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TIM Participacoes Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. TIM Participacoes market risk premium is the additional return an investor will receive from holding TIM Participacoes 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 TIM Participacoes. 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 TIM Participacoes' performance over market.| α | -0.25 | β | 0.27 |
TIM Participacoes 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 TIM Participacoes' Buy-and-hold return. Our buy-and-hold chart shows how TIM Participacoes performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.TIM Participacoes Market Price Analysis
Market price analysis indicators help investors to evaluate how TIM Participacoes stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading TIM Participacoes shares will generate the highest return on investment. By understating and applying TIM Participacoes stock market price indicators, traders can identify TIM Participacoes position entry and exit signals to maximize returns.
TIM Participacoes Return and Market Media
The median price of TIM Participacoes for the period between Mon, Aug 26, 2024 and Sun, Nov 24, 2024 is 15.82 with a coefficient of variation of 6.92. The daily time series for the period is distributed with a sample standard deviation of 1.08, arithmetic mean of 15.57, and mean deviation of 0.94. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Brazil shares lower at close of trade Bovespa down 1.55 percent - MSN | 10/01/2024 |
2 | TIM SA Q2 2024 Earnings Call Highlights Robust Growth in Revenue and Profitability | 10/09/2024 |
| TIM Participacoes dividend paid on 29th of October 2024 | 10/29/2024 |
| TIM Participacoes dividend paid on 30th of October 2024 | 10/30/2024 |
4 | TIM S.A. Reports Resilient Financial Performance | 11/06/2024 |
5 | TIM SA Q3 2024 Earnings Call Highlights Strong Revenue and Cash Flow Growth Amid ... | 11/08/2024 |
6 | TIM S.A. When Compelling Dividends Finally Meet Attractive Valuations - Seeking Alpha | 11/21/2024 |
About TIM Participacoes 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 TIM or other stocks. Alpha measures the amount that position in TIM Participacoes 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 | 0.0328 | 0.04 | 0.0506 | 0.0531 | Price To Sales Ratio | 1.76 | 1.39 | 1.8 | 1.83 |
TIM Participacoes Upcoming Company Events
As portrayed in its financial statements, the presentation of TIM Participacoes' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, TIM Participacoes' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of TIM Participacoes' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of TIM Participacoes. Please utilize our Beneish M Score to check the likelihood of TIM Participacoes' management manipulating its earnings.
| 6th of February 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 6th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with TIM Participacoes
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 TIM Participacoes Backtesting, TIM Participacoes Valuation, TIM Participacoes Correlation, TIM Participacoes Hype Analysis, TIM Participacoes Volatility, TIM Participacoes History and analyze TIM Participacoes Performance. You can also try the Global Correlations module to find global opportunities by holding instruments from different markets.
TIM Participacoes 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.