Tanger Factory (Germany) Alpha and Beta Analysis
| T6O Stock | EUR 34.57 0.59 1.74% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Tanger Factory Outlet. It also helps investors analyze the systematic and unsystematic risks associated with investing in Tanger Factory over a specified time horizon. Remember, high Tanger Factory'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 Tanger Factory's market risk premium analysis include:
Beta 0.61 | Alpha 0.42 | Risk 1.27 | Sharpe Ratio 0.35 | Expected Return 0.45 |
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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Tanger Factory Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Tanger Factory market risk premium is the additional return an investor will receive from holding Tanger Factory 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 Tanger Factory. 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 Tanger Factory's performance over market.| α | 0.42 | β | 0.61 |
Tanger Factory 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 Tanger Factory's Buy-and-hold return. Our buy-and-hold chart shows how Tanger Factory performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Tanger Factory Market Price Analysis
Market price analysis indicators help investors to evaluate how Tanger Factory stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Tanger Factory shares will generate the highest return on investment. By understating and applying Tanger Factory stock market price indicators, traders can identify Tanger Factory position entry and exit signals to maximize returns.
Tanger Factory Return and Market Media
The median price of Tanger Factory for the period between Mon, Aug 26, 2024 and Sun, Nov 24, 2024 is 29.74 with a coefficient of variation of 7.98. The daily time series for the period is distributed with a sample standard deviation of 2.36, arithmetic mean of 29.55, and mean deviation of 1.97. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Tanger Factory 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 Tanger or other stocks. Alpha measures the amount that position in Tanger Factory Outlet 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 Tanger Factory 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, Tanger Factory's short interest history, or implied volatility extrapolated from Tanger Factory options trading.
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Additional Information and Resources on Investing in Tanger Stock
When determining whether Tanger Factory Outlet is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Tanger Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Tanger Factory Outlet Stock. Highlighted below are key reports to facilitate an investment decision about Tanger Factory Outlet Stock:Check out Tanger Factory Backtesting, Tanger Factory Valuation, Tanger Factory Correlation, Tanger Factory Hype Analysis, Tanger Factory Volatility, Tanger Factory History and analyze Tanger Factory Performance. You can also try the Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.
Tanger Factory 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.