TFS FINANCIAL (Germany) Alpha and Beta Analysis
| PWT Stock | EUR 13.70 0.40 3.01% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as TFS FINANCIAL. It also helps investors analyze the systematic and unsystematic risks associated with investing in TFS FINANCIAL over a specified time horizon. Remember, high TFS FINANCIAL'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 TFS FINANCIAL's market risk premium analysis include:
Beta 0.21 | Alpha 0.26 | Risk 1.88 | Sharpe Ratio 0.14 | Expected Return 0.26 |
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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TFS FINANCIAL Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. TFS FINANCIAL market risk premium is the additional return an investor will receive from holding TFS FINANCIAL 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 TFS FINANCIAL. 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 TFS FINANCIAL's performance over market.| α | 0.26 | β | 0.21 |
TFS FINANCIAL 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 TFS FINANCIAL's Buy-and-hold return. Our buy-and-hold chart shows how TFS FINANCIAL performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.TFS FINANCIAL Market Price Analysis
Market price analysis indicators help investors to evaluate how TFS FINANCIAL stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading TFS FINANCIAL shares will generate the highest return on investment. By understating and applying TFS FINANCIAL stock market price indicators, traders can identify TFS FINANCIAL position entry and exit signals to maximize returns.
TFS FINANCIAL Return and Market Media
The median price of TFS FINANCIAL for the period between Mon, Aug 26, 2024 and Sun, Nov 24, 2024 is 11.8 with a coefficient of variation of 5.47. The daily time series for the period is distributed with a sample standard deviation of 0.66, arithmetic mean of 11.98, and mean deviation of 0.49. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About TFS FINANCIAL 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 TFS or other stocks. Alpha measures the amount that position in TFS FINANCIAL 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 TFS FINANCIAL 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, TFS FINANCIAL's short interest history, or implied volatility extrapolated from TFS FINANCIAL options trading.
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Additional Information and Resources on Investing in TFS Stock
When determining whether TFS FINANCIAL is a strong investment it is important to analyze TFS FINANCIAL'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 TFS FINANCIAL's future performance. For an informed investment choice regarding TFS Stock, refer to the following important reports:Check out TFS FINANCIAL Backtesting, TFS FINANCIAL Valuation, TFS FINANCIAL Correlation, TFS FINANCIAL Hype Analysis, TFS FINANCIAL Volatility, TFS FINANCIAL History and analyze TFS FINANCIAL Performance. For information on how to trade TFS Stock refer to our How to Trade TFS Stock guide.You can also try the Instant Ratings module to determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
TFS FINANCIAL 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.