Trump Media Technology Stock Alpha and Beta Analysis
| DJT Stock | 19.17 0.90 4.48% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Trump Media Technology. It also helps investors analyze the systematic and unsystematic risks associated with investing in Trump Media over a specified time horizon. Remember, high Trump Media'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 Trump Media's market risk premium analysis include:
Beta 1 | Alpha (0.61) | Risk 4.85 | Sharpe Ratio (0.22) | Expected Return (1.06) |
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.
Trump |
Trump Media Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Trump Media market risk premium is the additional return an investor will receive from holding Trump Media 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 Trump Media. 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 Trump Media's performance over market.| α | -0.61 | β | 1.00 |
Trump Media 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 Trump Media's Buy-and-hold return. Our buy-and-hold chart shows how Trump Media performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Trump Media Market Price Analysis
Market price analysis indicators help investors to evaluate how Trump Media stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Trump Media shares will generate the highest return on investment. By understating and applying Trump Media stock market price indicators, traders can identify Trump Media position entry and exit signals to maximize returns.
Trump Media Return and Market Media
The median price of Trump Media for the period between Sat, Dec 14, 2024 and Fri, Mar 14, 2025 is 32.71 with a coefficient of variation of 18.3. The daily time series for the period is distributed with a sample standard deviation of 5.77, arithmetic mean of 31.51, and mean deviation of 4.63. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by Trump Donald J. Jr of 114750000 shares of Trump Media subject to Rule 16b-3 | 12/17/2024 |
2 | Stocks making the biggest moves premarket Netflix, United Airlines, Procter Gamble, Oracle and more | 01/22/2025 |
3 | Acquisition by Green W. Kyle of 25946 shares of Trump Media subject to Rule 16b-3 | 01/28/2025 |
4 | Trump Media stock surges on crypto expansion plans | 01/29/2025 |
5 | Trump Media Technology Trading Volume Falls Amid Expensive Valuations And Bearish Charts Heres What Technical Analysis For DJT Stock Shows | 02/05/2025 |
6 | Disposition of 179291 shares by Devin Nunes of Trump Media at 27.84 subject to Rule 16b-3 | 02/20/2025 |
7 | Trump Media Files Preliminary Proxy Statement, Proposes Corporate Move to Florida | 02/21/2025 |
8 | Trumps DJT stock falls for seventh straight trading session - MarketWatch | 02/25/2025 |
9 | Trump Media Stock Craters 70 percent From Highs Is There Any Floor Left | 02/28/2025 |
10 | Trump Media Technology Group Corp Appoints George Holding to Board of Directors | 03/07/2025 |
11 | Disposition of 5000 shares by Eric Swider of Trump Media at 19.57 subject to Rule 16b-3 | 03/11/2025 |
12 | DJT Stock Price Analysis Heres Why Trump Media Is Crashing | 03/13/2025 |
About Trump Media 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 Trump or other stocks. Alpha measures the amount that position in Trump Media Technology 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.
| 2023 | 2024 | 2025 (projected) | Interest Debt Per Share | 0.46 | 0.0964 | 0.13 | Revenue Per Share | 0.0413 | 0.0213 | 0.0206 |
Trump Media Investors Sentiment
The influence of Trump Media's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Trump. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Trump Media's public news can be used to forecast risks associated with an investment in Trump. The trend in average sentiment can be used to explain how an investor holding Trump can time the market purely based on public headlines and social activities around Trump Media Technology. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Trump Media's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Trump Media's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Trump Media's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Trump Media.
Trump Media Implied Volatility | 1.03 |
Trump Media's implied volatility exposes the market's sentiment of Trump Media Technology stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Trump Media's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Trump Media stock will not fluctuate a lot when Trump Media's options are near their expiration.
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 Trump Media 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, Trump Media's short interest history, or implied volatility extrapolated from Trump Media options trading.
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Additional Tools for Trump Stock Analysis
When running Trump Media's price analysis, check to measure Trump Media'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 Trump Media is operating at the current time. Most of Trump Media's value examination focuses on studying past and present price action to predict the probability of Trump Media's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Trump Media's price. Additionally, you may evaluate how the addition of Trump Media to your portfolios can decrease your overall portfolio volatility.