Tutor Perini Stock Alpha and Beta Analysis
| TPC Stock | USD 28.69 0.13 0.45% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Tutor Perini. It also helps investors analyze the systematic and unsystematic risks associated with investing in Tutor Perini over a specified time horizon. Remember, high Tutor Perini'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 Tutor Perini's market risk premium analysis include:
Beta 2.43 | Alpha 0.28 | Risk 3.79 | Sharpe Ratio 0.11 | Expected Return 0.43 |
Tutor Perini 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.
Tutor |
Tutor Perini Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Tutor Perini market risk premium is the additional return an investor will receive from holding Tutor Perini 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 Tutor Perini. 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 Tutor Perini's performance over market.| α | 0.28 | β | 2.43 |
Tutor Perini 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 Tutor Perini's Buy-and-hold return. Our buy-and-hold chart shows how Tutor Perini performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Tutor Perini Market Price Analysis
Market price analysis indicators help investors to evaluate how Tutor Perini stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Tutor Perini shares will generate the highest return on investment. By understating and applying Tutor Perini stock market price indicators, traders can identify Tutor Perini position entry and exit signals to maximize returns.
Tutor Perini Return and Market Media
The median price of Tutor Perini for the period between Fri, Aug 23, 2024 and Thu, Nov 21, 2024 is 26.31 with a coefficient of variation of 10.18. The daily time series for the period is distributed with a sample standard deviation of 2.65, arithmetic mean of 25.99, and mean deviation of 2.06. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Black Construction-Tutor Perini Joint Venture Awarded 113.3 Million P-541 Missile Integration Test Facility in Guam | 10/02/2024 |
2 | Disposition of 50000 shares by Ronald Tutor of Tutor Perini at 11.86 subject to Rule 16b-3 | 10/11/2024 |
3 | Tutor Perini Corp Shares Up 3.31 percent on Oct 16 | 10/16/2024 |
4 | Tutor Perini-Nan joint venture gets 330.6M contract | 10/31/2024 |
5 | Tutor Perini reports Q3 results | 11/06/2024 |
6 | Tutor Perini Corp Q3 2024 Earnings Call Highlights Record Backlog and Strategic Debt ... | 11/07/2024 |
7 | Disposition of 5903 shares by Ronald Tutor of Tutor Perini at 31.85 subject to Rule 16b-3 | 11/08/2024 |
8 | Disposition of 10494 shares by Ronald Tutor of Tutor Perini at 31.14 subject to Rule 16b-3 | 11/11/2024 |
9 | Tutor Perini Corporation is Attracting Investor Attention Here is What You Should Know | 11/13/2024 |
10 | Tutor Perini to Serve as Managing Partner for 1.18B Project | 11/19/2024 |
About Tutor Perini 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 Tutor or other stocks. Alpha measures the amount that position in Tutor Perini 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.
| 2023 | 2024 (projected) | PTB Ratio | 0.37 | 0.35 | Dividend Yield | 0.0526 | 0.0661 |
Tutor Perini Upcoming Company Events
As portrayed in its financial statements, the presentation of Tutor Perini's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Tutor Perini's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Tutor Perini's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Tutor Perini. Please utilize our Beneish M Score to check the likelihood of Tutor Perini's management manipulating its earnings.
| 20th of March 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 20th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Tutor Perini
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 Tutor Perini Backtesting, Tutor Perini Valuation, Tutor Perini Correlation, Tutor Perini Hype Analysis, Tutor Perini Volatility, Tutor Perini History and analyze Tutor Perini Performance. For information on how to trade Tutor Stock refer to our How to Trade Tutor Stock guide.You can also try the Watchlist Optimization module to optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm.
Tutor Perini 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.