Trip Group Ltd Stock Alpha and Beta Analysis
| TCOM Stock | USD 65.17 0.38 0.59% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Trip Group Ltd. It also helps investors analyze the systematic and unsystematic risks associated with investing in Trip Group over a specified time horizon. Remember, high Trip Group'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 Trip Group's market risk premium analysis include:
Beta 0.65 | Alpha 0.68 | Risk 3.66 | Sharpe Ratio 0.21 | Expected Return 0.75 |
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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.
Trip |
Trip Group Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Trip Group market risk premium is the additional return an investor will receive from holding Trip Group 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 Trip Group. 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 Trip Group's performance over market.| α | 0.68 | β | 0.65 |
Trip Group 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 Trip Group's Buy-and-hold return. Our buy-and-hold chart shows how Trip Group performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Trip Group Market Price Analysis
Market price analysis indicators help investors to evaluate how Trip Group stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Trip Group shares will generate the highest return on investment. By understating and applying Trip Group stock market price indicators, traders can identify Trip Group position entry and exit signals to maximize returns.
Trip Group Return and Market Media
The median price of Trip Group for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 60.5 with a coefficient of variation of 15.31. The daily time series for the period is distributed with a sample standard deviation of 8.68, arithmetic mean of 56.71, and mean deviation of 7.93. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Trip.com Group Limited Q2 2024 Earnings Call Transcript | 08/28/2024 |
2 | Spotlight on Trip.com Group Analyzing the Surge in Options Activity | 09/27/2024 |
3 | Trip.com Dips Over 1.5 percent Pre-Market Amid National Holiday Report | 10/14/2024 |
4 | Trip.com Stock Slides as Market Rises Facts to Know Before You Trade | 10/29/2024 |
5 | Trip.com Group Ltd Trading 4.43 percent Higher on Nov 4 | 11/04/2024 |
6 | Lindblad Expeditions Tops Q3 Earnings and Revenue Estimates | 11/05/2024 |
7 | Planet Fitness Surpasses Q3 Earnings and Revenue Estimates | 11/07/2024 |
8 | Trip.com Outperforms Broader Market What You Need to Know | 11/11/2024 |
9 | Target Hospitality Surpasses Q3 Earnings and Revenue Estimates | 11/12/2024 |
10 | Trip.com Q3 Earnings Snapshot | 11/18/2024 |
11 | Trip.com Reports Strong Q3 Earnings, Exceeding Analyst Expectations | 11/19/2024 |
12 | Trip.com Group Ltd Stock Price Up 2.66 percent on Nov 20 | 11/20/2024 |
About Trip Group 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 Trip or other stocks. Alpha measures the amount that position in Trip Group 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 | 0.0119 | 0.007295 | Price To Sales Ratio | 3.85 | 3.66 |
Trip Group Upcoming Company Events
As portrayed in its financial statements, the presentation of Trip Group's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Trip Group's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Trip Group's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Trip Group. Please utilize our Beneish M Score to check the likelihood of Trip Group's management manipulating its earnings.
| 4th of March 2024 Upcoming Quarterly Report | View | |
| 5th of June 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 4th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out Trip Group Backtesting, Trip Group Valuation, Trip Group Correlation, Trip Group Hype Analysis, Trip Group Volatility, Trip Group History and analyze Trip Group Performance. You can also try the Sectors module to list of equity sectors categorizing publicly traded companies based on their primary business activities.
Trip Group 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.