Trellus Health (UK) Alpha and Beta Analysis
| TRLS Stock | 0.68 0.02 2.86% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Trellus Health plc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Trellus Health over a specified time horizon. Remember, high Trellus Health'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 Trellus Health's market risk premium analysis include:
Beta (1.24) | Alpha (0.58) | Risk 6.18 | Sharpe Ratio (0.09) | Expected Return (0.55) |
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.
Trellus |
Trellus Health Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Trellus Health market risk premium is the additional return an investor will receive from holding Trellus Health 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 Trellus Health. 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 Trellus Health's performance over market.| α | -0.58 | β | -1.24 |
Trellus Health 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 Trellus Health's Buy-and-hold return. Our buy-and-hold chart shows how Trellus Health performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Trellus Health Market Price Analysis
Market price analysis indicators help investors to evaluate how Trellus Health stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Trellus Health shares will generate the highest return on investment. By understating and applying Trellus Health stock market price indicators, traders can identify Trellus Health position entry and exit signals to maximize returns.
Trellus Health Return and Market Media
The median price of Trellus Health for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 0.9 with a coefficient of variation of 24.27. The daily time series for the period is distributed with a sample standard deviation of 0.22, arithmetic mean of 0.91, and mean deviation of 0.2. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Trellus Health plc Reports Earnings Results for the Half Year Ended June 30, 2024 - Marketscreener.com | 09/25/2024 |
About Trellus Health 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 Trellus or other stocks. Alpha measures the amount that position in Trellus Health plc 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 Trellus Health 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, Trellus Health's short interest history, or implied volatility extrapolated from Trellus Health options trading.
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Additional Tools for Trellus Stock Analysis
When running Trellus Health's price analysis, check to measure Trellus Health'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 Trellus Health is operating at the current time. Most of Trellus Health's value examination focuses on studying past and present price action to predict the probability of Trellus Health's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Trellus Health's price. Additionally, you may evaluate how the addition of Trellus Health to your portfolios can decrease your overall portfolio volatility.