Trinseo Sa Stock Alpha and Beta Analysis
| TSE Stock | USD 3.79 0.24 6.76% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Trinseo SA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Trinseo SA over a specified time horizon. Remember, high Trinseo SA'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 Trinseo SA's market risk premium analysis include:
Beta 3.21 | Alpha (0.33) | Risk 6.9 | Sharpe Ratio 0.0131 | Expected Return 0.0904 |
Trinseo SA 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.
Trinseo |
Trinseo SA Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Trinseo SA market risk premium is the additional return an investor will receive from holding Trinseo SA 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 Trinseo SA. 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 Trinseo SA's performance over market.| α | -0.33 | β | 3.21 |
Trinseo SA 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 Trinseo SA's Buy-and-hold return. Our buy-and-hold chart shows how Trinseo SA performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Trinseo SA Market Price Analysis
Market price analysis indicators help investors to evaluate how Trinseo SA stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Trinseo SA shares will generate the highest return on investment. By understating and applying Trinseo SA stock market price indicators, traders can identify Trinseo SA position entry and exit signals to maximize returns.
Trinseo SA Return and Market Media
The median price of Trinseo SA for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 4.45 with a coefficient of variation of 21.65. The daily time series for the period is distributed with a sample standard deviation of 1.01, arithmetic mean of 4.66, and mean deviation of 0.83. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Trinseo SA dividend paid on 24th of October 2024 | 10/24/2024 |
1 | Slate Retail REIT Announces Monthly Dividend of 0.10 | 10/30/2024 |
2 | InterRent REIT Downgraded by Raymond James to Moderate Buy | 11/07/2024 |
3 | Docebo Downgraded by Atb Cap Markets to Hold | 11/12/2024 |
4 | Trinseo Announces Agreement to Sell Polycarbonate Technology License and Stade, Germany Polycarbonate Assets to Deepak Chem Tech Limited | 11/13/2024 |
5 | Deepak Chem Tech Limited to invest Rs 5000 Crores to acquire Polycarbonate Assets of Trinseo at Germany | 11/15/2024 |
6 | Lassonde Industries Inc Announces Quarterly Dividend of 1.00 | 11/19/2024 |
7 | iShares Convertible Bond Index ETF Common to Issue Monthly Dividend of 0.08 | 11/20/2024 |
8 | Trinseo declares 0.01 dividend | 11/21/2024 |
9 | iShares SPTSX Capped REIT Index ETF Trading Up 0.1 percent Still a Buy | 11/22/2024 |
About Trinseo SA 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 Trinseo or other stocks. Alpha measures the amount that position in Trinseo SA 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.
| 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0583 | 0.0606 | 0.0576 | Price To Sales Ratio | 0.16 | 0.0804 | 0.0764 |
Trinseo SA Upcoming Company Events
As portrayed in its financial statements, the presentation of Trinseo SA's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Trinseo SA's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Trinseo SA's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Trinseo SA. Please utilize our Beneish M Score to check the likelihood of Trinseo SA's management manipulating its earnings.
| 12th of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 12th 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 Trinseo SA
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 Trinseo SA Backtesting, Trinseo SA Valuation, Trinseo SA Correlation, Trinseo SA Hype Analysis, Trinseo SA Volatility, Trinseo SA History and analyze Trinseo SA Performance. For information on how to trade Trinseo Stock refer to our How to Trade Trinseo Stock guide.You can also try the Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
Trinseo SA 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.