Totalenergies Se Adr Stock Alpha and Beta Analysis
| TTE Stock | USD 60.03 0.49 0.81% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as TotalEnergies SE ADR. It also helps investors analyze the systematic and unsystematic risks associated with investing in TotalEnergies over a specified time horizon. Remember, high TotalEnergies' 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 TotalEnergies' market risk premium analysis include:
Beta 0.27 | Alpha (0.20) | Risk 1.34 | Sharpe Ratio (0.14) | Expected Return (0.19) |
TotalEnergies 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.
TotalEnergies |
TotalEnergies Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. TotalEnergies market risk premium is the additional return an investor will receive from holding TotalEnergies 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 TotalEnergies. 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 TotalEnergies' performance over market.| α | -0.2 | β | 0.27 |
TotalEnergies 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 TotalEnergies' Buy-and-hold return. Our buy-and-hold chart shows how TotalEnergies performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.TotalEnergies Market Price Analysis
Market price analysis indicators help investors to evaluate how TotalEnergies stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading TotalEnergies shares will generate the highest return on investment. By understating and applying TotalEnergies stock market price indicators, traders can identify TotalEnergies position entry and exit signals to maximize returns.
TotalEnergies Return and Market Media
The median price of TotalEnergies for the period between Fri, Aug 23, 2024 and Thu, Nov 21, 2024 is 65.68 with a coefficient of variation of 4.16. The daily time series for the period is distributed with a sample standard deviation of 2.72, arithmetic mean of 65.54, and mean deviation of 2.24. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | 2 No-Brainer High-Yield Oil Stocks to Buy With 500 Right Now | 09/19/2024 |
2 | TotalEnergies, Santos sign LNG supply deal | 10/02/2024 |
| TotalEnergies dividend paid on 11th of October 2024 | 10/11/2024 |
3 | Total Plans Major Overhaul of Antwerp Refinery in 2025 | 10/18/2024 |
4 | TotalEnergies Misses Profit Forecast on Weak Refining and Low s | 10/31/2024 |
5 | A Mixed Earnings Season for Oil and Gas Giants | 11/01/2024 |
6 | TotalEnergies strikes 15-year LNG supply deal with Chinas Sinopec | 11/04/2024 |
7 | AMUNDI Acquires Significant Stake in TotalEnergies SE | 11/07/2024 |
8 | TotalEnergies SE Trading Down 3.33 percent on Nov 12 | 11/12/2024 |
9 | Bearish Sentiment Is Dominating Oil Markets | 11/15/2024 |
10 | TotalEnergies Expands Decarbonization Efforts Through Partnership with Oil India Limited | 11/19/2024 |
About TotalEnergies 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 TotalEnergies or other stocks. Alpha measures the amount that position in TotalEnergies SE ADR 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.
| 2020 | 2021 | 2022 | 2024 (projected) | Dividend Yield | 0.0613 | 0.0632 | 0.063 | 0.0294 | Price To Sales Ratio | 0.91 | 0.7 | 0.6 | 0.87 |
TotalEnergies Upcoming Company Events
As portrayed in its financial statements, the presentation of TotalEnergies' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, TotalEnergies' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of TotalEnergies' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of TotalEnergies. Please utilize our Beneish M Score to check the likelihood of TotalEnergies' management manipulating its earnings.
| 14th of February 2024 Upcoming Quarterly Report | View | |
| 25th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 14th of February 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 TotalEnergies
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Check out TotalEnergies Backtesting, TotalEnergies Valuation, TotalEnergies Correlation, TotalEnergies Hype Analysis, TotalEnergies Volatility, TotalEnergies History and analyze TotalEnergies Performance. You can also try the Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.
TotalEnergies 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.