Truist Financial Corp Stock Alpha and Beta Analysis
| TFC Stock | USD 46.81 0.63 1.36% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Truist Financial Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Truist Financial over a specified time horizon. Remember, high Truist Financial'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 Truist Financial's market risk premium analysis include:
Beta 1.84 | Alpha 0.002146 | Risk 1.88 | Sharpe Ratio 0.0727 | Expected Return 0.14 |
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.
Truist |
Truist Financial Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Truist Financial market risk premium is the additional return an investor will receive from holding Truist Financial 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 Truist Financial. 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 Truist Financial's performance over market.| α | 0 | β | 1.84 |
Truist Financial 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 Truist Financial's Buy-and-hold return. Our buy-and-hold chart shows how Truist Financial performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Truist Financial Market Price Analysis
Market price analysis indicators help investors to evaluate how Truist Financial stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Truist Financial shares will generate the highest return on investment. By understating and applying Truist Financial stock market price indicators, traders can identify Truist Financial position entry and exit signals to maximize returns.
Truist Financial Return and Market Media
The median price of Truist Financial for the period between Fri, Aug 23, 2024 and Thu, Nov 21, 2024 is 42.47 with a coefficient of variation of 3.96. The daily time series for the period is distributed with a sample standard deviation of 1.7, arithmetic mean of 42.95, and mean deviation of 1.32. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Insider Trading | 08/30/2024 |
| Truist Financial dividend paid on 3rd of September 2024 | 09/03/2024 |
2 | 3 High-Yield Dividend Stocks Analysts Favor as Rates Drop | 10/07/2024 |
3 | Sysco Co. Shares Bought by Plimoth Trust Co. LLC | 10/21/2024 |
4 | Short Interest in James River Group Holdings, Ltd. Drops By 12.6 | 10/31/2024 |
5 | The Dixie Group Earns Hold Rating from Analysts at StockNews.com | 11/11/2024 |
6 | The Home Depot, Inc. Shares Bought by Black Swift Group LLC | 11/14/2024 |
7 | First Long Island Investors LLC Has 62.19 Million Stake in UnitedHealth Group Incorporated | 11/15/2024 |
8 | Charlotte insurance brokerage taps new CEO | 11/18/2024 |
9 | Chesapeake Wealth Management Sells 107 Shares of Eli Lilly and Company | 11/19/2024 |
About Truist Financial 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 Truist or other stocks. Alpha measures the amount that position in Truist Financial Corp 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 | 0.0364 | 0.0523 | 0.0637 | 0.0669 | Price To Sales Ratio | 3.39 | 2.57 | 2.1 | 3.6 |
Truist Financial Upcoming Company Events
As portrayed in its financial statements, the presentation of Truist Financial's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Truist Financial's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Truist Financial's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Truist Financial. Please utilize our Beneish M Score to check the likelihood of Truist Financial's management manipulating its earnings.
| 18th of April 2024 Upcoming Quarterly Report | View | |
| 18th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 16th of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
Build Portfolio with Truist Financial
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 Truist Financial Backtesting, Truist Financial Valuation, Truist Financial Correlation, Truist Financial Hype Analysis, Truist Financial Volatility, Truist Financial History and analyze Truist Financial Performance. You can also try the Portfolio Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.
Truist Financial 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.