Teradyne Stock Alpha and Beta Analysis
| TER Stock | USD 105.52 1.94 1.87% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Teradyne. It also helps investors analyze the systematic and unsystematic risks associated with investing in Teradyne over a specified time horizon. Remember, high Teradyne'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 Teradyne's market risk premium analysis include:
Beta 1.99 | Alpha (0.50) | Risk 2.75 | Sharpe Ratio (0.13) | Expected Return (0.36) |
Enterprise Value |
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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.
Teradyne |
Teradyne Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Teradyne market risk premium is the additional return an investor will receive from holding Teradyne 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 Teradyne. 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 Teradyne's performance over market.| α | -0.5 | β | 1.99 |
Teradyne 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 Teradyne's Buy-and-hold return. Our buy-and-hold chart shows how Teradyne performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Teradyne Market Price Analysis
Market price analysis indicators help investors to evaluate how Teradyne stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Teradyne shares will generate the highest return on investment. By understating and applying Teradyne stock market price indicators, traders can identify Teradyne position entry and exit signals to maximize returns.
Teradyne Return and Market Media
The median price of Teradyne for the period between Fri, Aug 23, 2024 and Thu, Nov 21, 2024 is 127.86 with a coefficient of variation of 8.83. The daily time series for the period is distributed with a sample standard deviation of 10.88, arithmetic mean of 123.18, and mean deviation of 9.44. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 625 shares by Johnson Mercedes of Teradyne at 133.49 subject to Rule 16b-3 | 09/03/2024 |
| Teradyne dividend paid on 27th of September 2024 | 09/27/2024 |
2 | Disposition of 4652 shares by Gregory Smith of Teradyne at 106.07 subject to Rule 16b-3 | 10/14/2024 |
3 | Shareholders in TerraCom are in the red if they invested five years ago | 10/15/2024 |
4 | Teradyne Non-GAAP EPS of 0.90 beats by 0.11, revenue of 737M beats by 21.4M | 10/23/2024 |
5 | Teradyne Inc Q3 2024 Earnings Call Highlights Strong Revenue and EPS Surpass Expectations | 10/25/2024 |
6 | IPG Photonics Reports Q3 Everything You Need To Know Ahead Of Earnings | 10/28/2024 |
7 | Teradyne Inc Shares Gap Down to 106.23 on Oct 31 | 10/31/2024 |
8 | Unlocking Teradyne International Revenues Trends, Surprises, and Prospects | 11/04/2024 |
9 | Teradyne, Inc. Shares Sold by Mn Services Vermogensbeheer B.V. | 11/06/2024 |
10 | Disposition of 625 shares by Johnson Mercedes of Teradyne at 111.42 subject to Rule 16b-3 | 11/07/2024 |
11 | Earnings call PDF Solutions sees robust Q3 growth, targets 20 percent rise in Q4 | 11/11/2024 |
12 | Teradyne, Inc.s Stock Has Shown Weakness Lately But Financial Prospects Look Decent Is The Market Wrong | 11/12/2024 |
13 | New Mobile Collaborative Robot Combines High-Payload Autonomous Mobility and Precision Robotics Arm to Drive Industrial Automation to New Heights | 11/20/2024 |
About Teradyne 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 Teradyne or other stocks. Alpha measures the amount that position in Teradyne 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 | 0.002446 | 0.005037 | 0.004053 | 0.007549 | Price To Sales Ratio | 7.29 | 4.39 | 6.26 | 6.57 |
Teradyne Upcoming Company Events
As portrayed in its financial statements, the presentation of Teradyne's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Teradyne's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Teradyne's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Teradyne. Please utilize our Beneish M Score to check the likelihood of Teradyne's management manipulating its earnings.
| 30th of January 2024 Upcoming Quarterly Report | View | |
| 24th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 30th of January 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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Additional Tools for Teradyne Stock Analysis
When running Teradyne's price analysis, check to measure Teradyne'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 Teradyne is operating at the current time. Most of Teradyne's value examination focuses on studying past and present price action to predict the probability of Teradyne's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Teradyne's price. Additionally, you may evaluate how the addition of Teradyne to your portfolios can decrease your overall portfolio volatility.