Terex Stock Alpha and Beta Analysis
| TEX Stock | USD 56.02 2.22 4.13% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Terex. It also helps investors analyze the systematic and unsystematic risks associated with investing in Terex over a specified time horizon. Remember, high Terex'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 Terex's market risk premium analysis include:
Beta 2.28 | Alpha (0.24) | Risk 2.7 | Sharpe Ratio 0.0246 | Expected Return 0.0662 |
Terex Quarterly Cash And Equivalents |
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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.
Terex |
Terex Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Terex market risk premium is the additional return an investor will receive from holding Terex 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 Terex. 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 Terex's performance over market.| α | -0.24 | β | 2.27 |
Terex 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 Terex's Buy-and-hold return. Our buy-and-hold chart shows how Terex performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Terex Market Price Analysis
Market price analysis indicators help investors to evaluate how Terex stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Terex shares will generate the highest return on investment. By understating and applying Terex stock market price indicators, traders can identify Terex position entry and exit signals to maximize returns.
Terex Return and Market Media
The median price of Terex for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 52.89 with a coefficient of variation of 3.74. The daily time series for the period is distributed with a sample standard deviation of 1.99, arithmetic mean of 53.18, and mean deviation of 1.65. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
| Terex dividend paid on 19th of September 2024 | 09/19/2024 |
1 | Dovers Share Price Hits 52-Week High Whats Aiding the Stock | 09/25/2024 |
2 | UAE Construction Equipment Market Strategic Assessment Forecast 2024-2029 Growing Demand for Cranes in the Country in Response to Various LNG Projects | 10/11/2024 |
3 | Terex Non-GAAP EPS of 1.46 beats by 0.20, revenue of 1.2B beats by 40M | 10/30/2024 |
4 | Should You Buy, Hold or Sell Caterpillar Stock After Q3 Earnings | 11/04/2024 |
5 | Electric Construction Equipment Market to reach 77.2 Bn by 2032, Says Global Market Insights Inc. | 11/05/2024 |
6 | Terex Reliance on International Sales What Investors Need to Know | 11/06/2024 |
7 | Vietnam Construction Equipment Market Report 2024 - Vietnams National Hydrogen Development Strategy to Boost Demand for Green Fuel-Integrated Construction Equip... | 11/07/2024 |
8 | Terex director David Sachs buys 569,800 in stock | 11/08/2024 |
9 | Construction Equipment Telematics Market SWOT Analysis by Leading Key Players Doosan, JCB, Terex, John Deere, XCMG | 11/11/2024 |
10 | Insider Activity at Terex Key Sales and Ownership Trends | 11/12/2024 |
11 | Entropy Technologies LP Increases Holdings in Terex Co. | 11/14/2024 |
12 | Terex appoints CFO | 11/21/2024 |
About Terex 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 Terex or other stocks. Alpha measures the amount that position in Terex 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) | PTB Ratio | 2.76 | 2.48 | 2.32 | 2.44 | Dividend Yield | 0.0109 | 0.0122 | 0.0111 | 0.007541 |
Terex Upcoming Company Events
As portrayed in its financial statements, the presentation of Terex's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Terex's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Terex's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Terex. Please utilize our Beneish M Score to check the likelihood of Terex's management manipulating its earnings.
| 8th of February 2024 Upcoming Quarterly Report | View | |
| 6th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 8th of February 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 Terex Stock Analysis
When running Terex's price analysis, check to measure Terex'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 Terex is operating at the current time. Most of Terex's value examination focuses on studying past and present price action to predict the probability of Terex's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Terex's price. Additionally, you may evaluate how the addition of Terex to your portfolios can decrease your overall portfolio volatility.