Tenaga Nasional Berhad Stock Alpha and Beta Analysis
| TNABY Stock | USD 14.83 0.92 6.61% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Tenaga Nasional Berhad. It also helps investors analyze the systematic and unsystematic risks associated with investing in Tenaga Nasional over a specified time horizon. Remember, high Tenaga Nasional'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 Tenaga Nasional's market risk premium analysis include:
Beta (0.63) | Alpha 0.24 | Risk 4.77 | Sharpe Ratio 0.0655 | Expected Return 0.31 |
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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Tenaga Nasional Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Tenaga Nasional market risk premium is the additional return an investor will receive from holding Tenaga Nasional 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 Tenaga Nasional. 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 Tenaga Nasional's performance over market.| α | 0.24 | β | -0.63 |
Tenaga Nasional 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 Tenaga Nasional's Buy-and-hold return. Our buy-and-hold chart shows how Tenaga Nasional performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Tenaga Nasional Market Price Analysis
Market price analysis indicators help investors to evaluate how Tenaga Nasional pink sheet reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Tenaga Nasional shares will generate the highest return on investment. By understating and applying Tenaga Nasional pink sheet market price indicators, traders can identify Tenaga Nasional position entry and exit signals to maximize returns.
Tenaga Nasional Return and Market Media
The median price of Tenaga Nasional for the period between Mon, Sep 29, 2025 and Sun, Dec 28, 2025 is 12.55 with a coefficient of variation of 7.83. The daily time series for the period is distributed with a sample standard deviation of 1.0, arithmetic mean of 12.74, and mean deviation of 0.82. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Tenaga Nasional 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 Tenaga or other pink sheets. Alpha measures the amount that position in Tenaga Nasional Berhad 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 Tenaga Nasional 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, Tenaga Nasional's short interest history, or implied volatility extrapolated from Tenaga Nasional options trading.
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Additional Tools for Tenaga Pink Sheet Analysis
When running Tenaga Nasional's price analysis, check to measure Tenaga Nasional'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 Tenaga Nasional is operating at the current time. Most of Tenaga Nasional's value examination focuses on studying past and present price action to predict the probability of Tenaga Nasional's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Tenaga Nasional's price. Additionally, you may evaluate how the addition of Tenaga Nasional to your portfolios can decrease your overall portfolio volatility.