Twin Disc Incorporated Stock Alpha and Beta Analysis
| TWIN Stock | USD 11.42 0.25 2.24% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Twin Disc Incorporated. It also helps investors analyze the systematic and unsystematic risks associated with investing in Twin Disc over a specified time horizon. Remember, high Twin Disc'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 Twin Disc's market risk premium analysis include:
Beta 1.7 | Alpha (0.32) | Risk 2.48 | Sharpe Ratio (0.08) | Expected Return (0.19) |
Enterprise Value |
|
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.
Twin |
Twin Disc Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Twin Disc market risk premium is the additional return an investor will receive from holding Twin Disc 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 Twin Disc. 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 Twin Disc's performance over market.| α | -0.32 | β | 1.70 |
Twin Disc 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 Twin Disc's Buy-and-hold return. Our buy-and-hold chart shows how Twin Disc performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Twin Disc Market Price Analysis
Market price analysis indicators help investors to evaluate how Twin Disc stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Twin Disc shares will generate the highest return on investment. By understating and applying Twin Disc stock market price indicators, traders can identify Twin Disc position entry and exit signals to maximize returns.
Twin Disc Return and Market Media
The median price of Twin Disc for the period between Sun, Aug 25, 2024 and Sat, Nov 23, 2024 is 12.1 with a coefficient of variation of 4.21. The daily time series for the period is distributed with a sample standard deviation of 0.51, arithmetic mean of 12.11, and mean deviation of 0.42. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 50971 shares by John Batten of Twin Disc at 12.8 subject to Rule 16b-3 | 10/11/2024 |
2 | Acquisition by Jeffrey Knutson of 12571 shares of Twin Disc at 12.62 subject to Rule 16b-3 | 10/23/2024 |
3 | Twin Disc to Release Earnings on Wednesday | 10/30/2024 |
4 | Acquisition by Smiley Michael C of 6747 shares of Twin Disc at 11.857 subject to Rule 16b-3 | 10/31/2024 |
5 | Acquisition by Johnson David W of 343 shares of Twin Disc at 11.836 subject to Rule 16b-3 | 11/01/2024 |
6 | Acquisition by Johnson David W of 6747 shares of Twin Disc at 11.857 subject to Rule 16b-3 | 11/04/2024 |
7 | Noteworthy Insider Activity Jannet Giesselman Invests 79K In Twin Disc Stock | 11/05/2024 |
8 | Twin Disc Inc Reports Q1 Revenue of 72.9 Million, EPS Loss of 0.20 | 11/06/2024 |
9 | Twin Disc Inc Q1 2025 Earnings Call Highlights Navigating Growth Amidst Challenges | 11/07/2024 |
10 | A Subaru Justy With A Twin-Turbo Toyota V8 Is The Perfect Car | 11/14/2024 |
11 | At 19,000, Is This 1991 Ford F150 Nite A Dark Deal | 11/21/2024 |
About Twin Disc 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 Twin or other stocks. Alpha measures the amount that position in Twin Disc 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.001769 | 0.001556 | 0.0102 | 0.009694 | Price To Sales Ratio | 0.5 | 0.55 | 0.56 | 0.46 |
Twin Disc Upcoming Company Events
As portrayed in its financial statements, the presentation of Twin Disc's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Twin Disc's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Twin Disc's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Twin Disc. Please utilize our Beneish M Score to check the likelihood of Twin Disc's management manipulating its earnings.
| 7th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Twin Disc
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 Twin Disc Backtesting, Twin Disc Valuation, Twin Disc Correlation, Twin Disc Hype Analysis, Twin Disc Volatility, Twin Disc History and analyze Twin Disc Performance. You can also try the Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
Twin Disc 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.