Transcontinental Realty Investors Stock Alpha and Beta Analysis
| TCI Stock | USD 28.13 0.32 1.15% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Transcontinental Realty Investors. It also helps investors analyze the systematic and unsystematic risks associated with investing in Transcontinental over a specified time horizon. Remember, high Transcontinental'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 Transcontinental's market risk premium analysis include:
Beta 1.11 | Alpha (0.18) | Risk 1.84 | Sharpe Ratio (0.05) | Expected Return (0.09) |
Transcontinental 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.
Transcontinental |
Transcontinental Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Transcontinental market risk premium is the additional return an investor will receive from holding Transcontinental 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 Transcontinental. 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 Transcontinental's performance over market.| α | -0.18 | β | 1.11 |
Transcontinental 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 Transcontinental's Buy-and-hold return. Our buy-and-hold chart shows how Transcontinental performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Transcontinental Market Price Analysis
Market price analysis indicators help investors to evaluate how Transcontinental stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Transcontinental shares will generate the highest return on investment. By understating and applying Transcontinental stock market price indicators, traders can identify Transcontinental position entry and exit signals to maximize returns.
Transcontinental Return and Market Media
The median price of Transcontinental for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 28.11 with a coefficient of variation of 2.62. The daily time series for the period is distributed with a sample standard deviation of 0.74, arithmetic mean of 28.27, and mean deviation of 0.56. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Collagen supplement Market Size Expected To Reach 3,017.6 Million by 2027 Optimum Nutrition, BIoTech USA, TCI | 09/10/2024 |
2 | Disposition of tradable shares by Abney Steven A of Transcontinental subject to Rule 16b-3 | 09/19/2024 |
3 | Transcontinental Share Price Crosses Above 50-Day Moving Average Heres What Happened | 10/11/2024 |
4 | Northern Mexico aims to solidify its role as a nearshoring hub, according TCI Network | 10/16/2024 |
5 | Flexible Plastic Packaging Market Forecast by Type, Printing Technology, Application Region, with a Detailed Analysis of the Competitive Landscape | 10/23/2024 |
6 | Transcontinental Realty Investors Coverage Initiated by Analysts at StockNews.com | 11/01/2024 |
7 | Power Solutions Internationals Products Featured at TCI 2024 | 11/06/2024 |
8 | Transcontinental Realty Investors Inc Reports Q3 2024 EPS of 0.20 and Rental Revenues of 11. ... | 11/07/2024 |
9 | Transcontinental Realty Investors Research Coverage Started at StockNews.com | 11/08/2024 |
10 | Transcontinental Realty Investors Coverage Initiated by Analysts at StockNews.com - MarketBeat | 11/13/2024 |
11 | Technical Data - Stock Traders Daily | 11/15/2024 |
12 | Transcontinental Eyes Growth with AI Investments and Emerging Markets Focus Amid Challenges | 11/18/2024 |
About Transcontinental 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 Transcontinental or other stocks. Alpha measures the amount that position in Transcontinental Realty 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.004192 | 0.003983 | Price To Sales Ratio | 5.98 | 6.28 |
Transcontinental Upcoming Company Events
As portrayed in its financial statements, the presentation of Transcontinental's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Transcontinental's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Transcontinental's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Transcontinental. Please utilize our Beneish M Score to check the likelihood of Transcontinental's management manipulating its earnings.
| 28th of March 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Check out Transcontinental Backtesting, Transcontinental Valuation, Transcontinental Correlation, Transcontinental Hype Analysis, Transcontinental Volatility, Transcontinental History and analyze Transcontinental Performance. You can also try the Equity Valuation module to check real value of public entities based on technical and fundamental data.
Transcontinental 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.