Teck Resources (Germany) Alpha and Beta Analysis
| TEKB Stock | EUR 44.32 0.80 1.84% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Teck Resources Ltd. It also helps investors analyze the systematic and unsystematic risks associated with investing in Teck Resources over a specified time horizon. Remember, high Teck 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 Teck Resources' market risk premium analysis include:
Beta 1.52 | Alpha (0.10) | Risk 2.42 | Sharpe Ratio 0.0392 | Expected Return 0.0949 |
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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Teck Resources Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Teck Resources market risk premium is the additional return an investor will receive from holding Teck 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 Teck 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 Teck Resources' performance over market.| α | -0.1 | β | 1.52 |
Teck 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 Teck Resources' Buy-and-hold return. Our buy-and-hold chart shows how Teck Resources performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Teck Resources Market Price Analysis
Market price analysis indicators help investors to evaluate how Teck 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 Teck Resources shares will generate the highest return on investment. By understating and applying Teck Resources stock market price indicators, traders can identify Teck Resources position entry and exit signals to maximize returns.
Teck Resources Return and Market Media
The median price of Teck Resources for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 44.07 with a coefficient of variation of 4.93. The daily time series for the period is distributed with a sample standard deviation of 2.17, arithmetic mean of 44.01, and mean deviation of 1.75. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Teck 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 Teck or other stocks. Alpha measures the amount that position in Teck 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.
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 Teck 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, Teck Resources' short interest history, or implied volatility extrapolated from Teck Resources options trading.
Build Portfolio with Teck Resources
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Additional Information and Resources on Investing in Teck Stock
When determining whether Teck Resources 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 Teck 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 Teck Resources Ltd Stock. Highlighted below are key reports to facilitate an investment decision about Teck Resources Ltd Stock:Check out Teck Resources Backtesting, Teck Resources Valuation, Teck Resources Correlation, Teck Resources Hype Analysis, Teck Resources Volatility, Teck Resources History and analyze Teck Resources Performance. 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.
Teck 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.