Text SA (Poland) Alpha and Beta Analysis
| TXT Stock | 56.90 2.80 5.18% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Text SA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Text SA over a specified time horizon. Remember, high Text SA'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 Text SA's market risk premium analysis include:
Beta 0.2 | Alpha (0.52) | Risk 2.8 | Sharpe Ratio (0.17) | Expected Return (0.47) |
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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Text SA Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Text SA market risk premium is the additional return an investor will receive from holding Text SA 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 Text SA. 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 Text SA's performance over market.| α | -0.52 | β | 0.20 |
Text SA Return and Market Media
The median price of Text SA for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 60.1 with a coefficient of variation of 13.55. The daily time series for the period is distributed with a sample standard deviation of 8.87, arithmetic mean of 65.51, and mean deviation of 8.4. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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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 Text SA 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, Text SA's short interest history, or implied volatility extrapolated from Text SA options trading.
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Additional Tools for Text Stock Analysis
When running Text SA's price analysis, check to measure Text SA'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 Text SA is operating at the current time. Most of Text SA's value examination focuses on studying past and present price action to predict the probability of Text SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Text SA's price. Additionally, you may evaluate how the addition of Text SA to your portfolios can decrease your overall portfolio volatility.