Terna Energy (Greece) Alpha and Beta Analysis
| TENERGY Stock | EUR 19.86 0.06 0.30% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Terna Energy Societe. It also helps investors analyze the systematic and unsystematic risks associated with investing in Terna Energy over a specified time horizon. Remember, high Terna 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 Terna Energy's market risk premium analysis include:
Beta 0.0087 | Alpha 0.0444 | Risk 0.2 | Sharpe Ratio 0.3 | Expected Return 0.0588 |
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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Terna Energy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Terna Energy market risk premium is the additional return an investor will receive from holding Terna 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 Terna 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 Terna Energy's performance over market.| α | 0.04 | β | 0.01 |
Terna 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 Terna Energy's Buy-and-hold return. Our buy-and-hold chart shows how Terna Energy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Terna Energy Market Price Analysis
Market price analysis indicators help investors to evaluate how Terna 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 Terna Energy shares will generate the highest return on investment. By understating and applying Terna Energy stock market price indicators, traders can identify Terna Energy position entry and exit signals to maximize returns.
Terna Energy Return and Market Media
The median price of Terna Energy for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 19.58 with a coefficient of variation of 1.01. The daily time series for the period is distributed with a sample standard deviation of 0.2, arithmetic mean of 19.56, and mean deviation of 0.16. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Terna 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 Terna or other stocks. Alpha measures the amount that position in Terna Energy Societe 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 Terna 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, Terna Energy's short interest history, or implied volatility extrapolated from Terna Energy options trading.
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Additional Tools for Terna Stock Analysis
When running Terna Energy's price analysis, check to measure Terna Energy's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Terna Energy is operating at the current time. Most of Terna Energy's value examination focuses on studying past and present price action to predict the probability of Terna Energy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Terna Energy's price. Additionally, you may evaluate how the addition of Terna Energy to your portfolios can decrease your overall portfolio volatility.