Trellidor Holdings (South Africa) Alpha and Beta Analysis
| TRL Stock | 162.00 13.00 7.43% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Trellidor Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Trellidor Holdings over a specified time horizon. Remember, high Trellidor Holdings' 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 Trellidor Holdings' market risk premium analysis include:
Beta 0.0704 | Alpha (0.29) | Risk 2.33 | Sharpe Ratio (0.12) | Expected Return (0.28) |
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.
Trellidor |
Trellidor Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Trellidor Holdings market risk premium is the additional return an investor will receive from holding Trellidor Holdings 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 Trellidor Holdings. 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 Trellidor Holdings' performance over market.| α | -0.29 | β | 0.07 |
Trellidor Holdings 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 Trellidor Holdings' Buy-and-hold return. Our buy-and-hold chart shows how Trellidor Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Trellidor Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how Trellidor Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Trellidor Holdings shares will generate the highest return on investment. By understating and applying Trellidor Holdings stock market price indicators, traders can identify Trellidor Holdings position entry and exit signals to maximize returns.
Trellidor Holdings Return and Market Media
The median price of Trellidor Holdings for the period between Tue, Oct 8, 2024 and Mon, Jan 6, 2025 is 180.0 with a coefficient of variation of 5.37. The daily time series for the period is distributed with a sample standard deviation of 9.52, arithmetic mean of 177.47, and mean deviation of 8.5. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Trellidor Holdings 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 Trellidor or other stocks. Alpha measures the amount that position in Trellidor Holdings 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 Trellidor Holdings 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, Trellidor Holdings' short interest history, or implied volatility extrapolated from Trellidor Holdings options trading.
Build Portfolio with Trellidor Holdings
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
Other Information on Investing in Trellidor Stock
Trellidor Holdings financial ratios help investors to determine whether Trellidor Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Trellidor with respect to the benefits of owning Trellidor Holdings security.