Thornburg Income Builder Stock Alpha and Beta Analysis
| TBLD Stock | USD 16.75 0.07 0.42% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Thornburg Income Builder. It also helps investors analyze the systematic and unsystematic risks associated with investing in Thornburg Income over a specified time horizon. Remember, high Thornburg Income'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 Thornburg Income's market risk premium analysis include:
Beta 0.11 | Alpha (0.05) | Risk 0.75 | Sharpe Ratio (0.03) | Expected Return (0.02) |
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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.
Thornburg |
Thornburg Income Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Thornburg Income market risk premium is the additional return an investor will receive from holding Thornburg Income 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 Thornburg Income. 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 Thornburg Income's performance over market.| α | -0.05 | β | 0.11 |
Thornburg Income 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 Thornburg Income's Buy-and-hold return. Our buy-and-hold chart shows how Thornburg Income performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Thornburg Income Market Price Analysis
Market price analysis indicators help investors to evaluate how Thornburg Income stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Thornburg Income shares will generate the highest return on investment. By understating and applying Thornburg Income stock market price indicators, traders can identify Thornburg Income position entry and exit signals to maximize returns.
Thornburg Income Return and Market Media
The median price of Thornburg Income for the period between Thu, Sep 12, 2024 and Wed, Dec 11, 2024 is 17.09 with a coefficient of variation of 1.69. The daily time series for the period is distributed with a sample standard deviation of 0.29, arithmetic mean of 17.04, and mean deviation of 0.24. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
| Thornburg Income dividend paid on 20th of September 2024 | 09/20/2024 |
1 | Short Interest in Thornburg Income Builder Opportunities Trust Rises By 234.8 | 09/27/2024 |
| Thornburg Income dividend paid on 21st of October 2024 | 10/21/2024 |
| Thornburg Income dividend paid on 20th of November 2024 | 11/20/2024 |
2 | Thornburg Income Builder Opportunities Trust declares 0.1042 dividend | 12/02/2024 |
About Thornburg Income 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 Thornburg or other stocks. Alpha measures the amount that position in Thornburg Income Builder 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.
| 2010 | 2021 | 2023 | 2024 (projected) | Effective Tax Rate | 0.0461 | 0.002028 | 0.002332 | 0.002215 | Operating Profit Margin | 1.14 | 1.04 | 1.19 | 1.2 |
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 Thornburg Income 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, Thornburg Income's short interest history, or implied volatility extrapolated from Thornburg Income options trading.
Build Portfolio with Thornburg Income
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 Thornburg Income Backtesting, Thornburg Income Valuation, Thornburg Income Correlation, Thornburg Income Hype Analysis, Thornburg Income Volatility, Thornburg Income History and analyze Thornburg Income Performance. You can also try the Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.
Thornburg Income 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.