Tamboran Resources Stock Alpha and Beta Analysis
TBN Stock | 17.25 1.33 7.16% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Tamboran Resources. It also helps investors analyze the systematic and unsystematic risks associated with investing in Tamboran Resources over a specified time horizon. Remember, high Tamboran Resources' 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 Tamboran Resources' market risk premium analysis include:
Beta 0.68 | Alpha (0.35) | Risk 2.39 | Sharpe Ratio (0.08) | Expected Return (0.20) |
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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.
Tamboran |
Tamboran Resources Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Tamboran Resources market risk premium is the additional return an investor will receive from holding Tamboran Resources 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 Tamboran Resources. 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 Tamboran Resources' performance over market.α | -0.35 | β | 0.68 |
Tamboran Resources 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 Tamboran Resources' Buy-and-hold return. Our buy-and-hold chart shows how Tamboran Resources performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Tamboran Resources Market Price Analysis
Market price analysis indicators help investors to evaluate how Tamboran Resources stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Tamboran Resources shares will generate the highest return on investment. By understating and applying Tamboran Resources stock market price indicators, traders can identify Tamboran Resources position entry and exit signals to maximize returns.
Tamboran Resources Return and Market Media
The median price of Tamboran Resources for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 19.25 with a coefficient of variation of 3.37. The daily time series for the period is distributed with a sample standard deviation of 0.65, arithmetic mean of 19.26, and mean deviation of 0.51. The Stock received substential amount of media coverage during this period. Price Growth (%) |
Timeline |
1 | Acquisition by Sheffield Bryan of 12424 shares of Tamboran Resources at 20.1178 subject to Rule 16b-3 | 08/30/2024 |
2 | Sheffield Holdings buys 250k of Tamboran Resources stock - Investing.com India | 09/04/2024 |
3 | Tamboran Resources Building a Sustainable Future with Major Gas Deal in the Northern Territory | 09/20/2024 |
4 | Will Tamboran Resources Spend Its Cash Wisely | 09/24/2024 |
5 | Tamboran Resources Plans New Stock Issuance - TipRanks | 10/07/2024 |
6 | Tamboran Resources GAAP EPS of -0.42 | 11/12/2024 |
7 | Clean Air Metals Announces Positive Results from Innovative Seismic Survey at the Escape Deposit Down-Plunge Extension | 11/21/2024 |
About Tamboran Resources 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 Tamboran or other stocks. Alpha measures the amount that position in Tamboran Resources 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) | Payables Turnover | 0.19 | 0.23 | 0.14 | Days Of Inventory On Hand | 2.0K | 1.8K | 1.0K |
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 Tamboran Resources 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, Tamboran Resources' short interest history, or implied volatility extrapolated from Tamboran Resources options trading.
Build Portfolio with Tamboran Resources
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Check out Tamboran Resources Backtesting, Tamboran Resources Valuation, Tamboran Resources Correlation, Tamboran Resources Hype Analysis, Tamboran Resources Volatility, Tamboran Resources History and analyze Tamboran Resources Performance. To learn how to invest in Tamboran Stock, please use our How to Invest in Tamboran Resources guide.You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
Tamboran Resources 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.