Trematon Capital (South Africa) Alpha and Beta Analysis
| TMT Stock | 255.00 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Trematon Capital Investments. It also helps investors analyze the systematic and unsystematic risks associated with investing in Trematon Capital over a specified time horizon. Remember, high Trematon Capital'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 Trematon Capital's market risk premium analysis include:
Beta 0.7 | Alpha 0.0851 | Risk 4.2 | Sharpe Ratio 0.076 | Expected Return 0.32 |
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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Trematon Capital Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Trematon Capital market risk premium is the additional return an investor will receive from holding Trematon Capital 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 Trematon Capital. 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 Trematon Capital's performance over market.| α | 0.09 | β | 0.70 |
Trematon Capital 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 Trematon Capital's Buy-and-hold return. Our buy-and-hold chart shows how Trematon Capital performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Trematon Capital Market Price Analysis
Market price analysis indicators help investors to evaluate how Trematon Capital stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Trematon Capital shares will generate the highest return on investment. By understating and applying Trematon Capital stock market price indicators, traders can identify Trematon Capital position entry and exit signals to maximize returns.
Trematon Capital Return and Market Media
The median price of Trematon Capital for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 250.0 with a coefficient of variation of 6.91. The daily time series for the period is distributed with a sample standard deviation of 17.17, arithmetic mean of 248.62, and mean deviation of 14.43. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Trematon Capital 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 Trematon or other stocks. Alpha measures the amount that position in Trematon Capital Inv 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 Trematon Capital 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, Trematon Capital's short interest history, or implied volatility extrapolated from Trematon Capital options trading.
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Other Information on Investing in Trematon Stock
Trematon Capital financial ratios help investors to determine whether Trematon Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Trematon with respect to the benefits of owning Trematon Capital security.