Tsakos Energy Navigation Stock Alpha and Beta Analysis
| TEN Stock | USD 20.14 0.26 1.27% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Tsakos Energy Navigation. It also helps investors analyze the systematic and unsystematic risks associated with investing in Tsakos Energy over a specified time horizon. Remember, high Tsakos Energy'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 Tsakos Energy's market risk premium analysis include:
Beta 0.67 | Alpha (0.34) | Risk 2.18 | Sharpe Ratio (0.14) | Expected Return (0.30) |
Enterprise Value |
|
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.
Tsakos |
Tsakos Energy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Tsakos Energy market risk premium is the additional return an investor will receive from holding Tsakos Energy 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 Tsakos Energy. 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 Tsakos Energy's performance over market.| α | -0.34 | β | 0.67 |
Tsakos Energy 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 Tsakos Energy's Buy-and-hold return. Our buy-and-hold chart shows how Tsakos Energy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Tsakos Energy Market Price Analysis
Market price analysis indicators help investors to evaluate how Tsakos Energy stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Tsakos Energy shares will generate the highest return on investment. By understating and applying Tsakos Energy stock market price indicators, traders can identify Tsakos Energy position entry and exit signals to maximize returns.
Tsakos Energy Return and Market Media
The median price of Tsakos Energy for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 24.26 with a coefficient of variation of 7.89. The daily time series for the period is distributed with a sample standard deviation of 1.87, arithmetic mean of 23.7, and mean deviation of 1.61. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | What to know before obtaining Tsakos based on its volatility | 09/11/2024 |
2 | Tsakos Energy Navigation Ltd Shares Up 3.28 percent on Oct 2 | 10/02/2024 |
3 | Tsakos Energy Navigation Ltd Cum Red Perp Pfd Shs Series F declares 0.5937 dividend | 10/07/2024 |
4 | Q2 2024 Tsakos Energy Navigation Ltd Earnings Call Transcript | 10/09/2024 |
5 | Investors in Tsakos Energy Navigation have seen stellar returns of 200 percent over the past three years | 10/11/2024 |
6 | Tenneco Systems Protection Business Marks 100 Years of Innovation with Global Celebration | 10/21/2024 |
7 | Has Your Dashboard Hula Figurine Stopped Dancing Monroe Ride Solutions Happily Accepts the Blame | 10/28/2024 |
8 | Automotive Shielding System Market All Sets for Continued Outperformance Tenneco, 3M, Parker Hannifin Corporation | 11/06/2024 |
9 | InfuSystem Appoints Ronald Hundzinski to the Board of Directors | 11/18/2024 |
10 | Germany Automotive Aftermarket Size, Share Trends Analysis Report 2024-2030 | 11/20/2024 |
About Tsakos Energy 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 Tsakos or other stocks. Alpha measures the amount that position in Tsakos Energy Navigation 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.26 | 0.0923 | 0.0944 | 0.0783 | Price To Sales Ratio | 0.26 | 0.55 | 0.74 | 1.26 |
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 Tsakos Energy 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, Tsakos Energy's short interest history, or implied volatility extrapolated from Tsakos Energy options trading.
Build Portfolio with Tsakos Energy
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Tsakos Energy Backtesting, Tsakos Energy Valuation, Tsakos Energy Correlation, Tsakos Energy Hype Analysis, Tsakos Energy Volatility, Tsakos Energy History and analyze Tsakos Energy Performance. You can also try the Financial Widgets module to easily integrated Macroaxis content with over 30 different plug-and-play financial widgets.
Tsakos Energy 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.