Talanx AG (Germany) Alpha and Beta Analysis
| TLX Stock | 82.15 0.70 0.86% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Talanx AG. It also helps investors analyze the systematic and unsystematic risks associated with investing in Talanx AG over a specified time horizon. Remember, high Talanx AG'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 Talanx AG's market risk premium analysis include:
Beta (0.22) | Alpha 0.15 | Risk 1.5 | Sharpe Ratio 0.15 | Expected Return 0.22 |
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.
Talanx |
Talanx AG Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Talanx AG market risk premium is the additional return an investor will receive from holding Talanx AG 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 Talanx AG. 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 Talanx AG's performance over market.| α | 0.15 | β | -0.22 |
Talanx AG Fundamentals Vs Peers
Comparing Talanx AG's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze Talanx AG's direct or indirect competition across all of the common fundamentals between Talanx AG and the related equities. This way, we can detect undervalued stocks with similar characteristics as Talanx AG or determine the stocks which would be an excellent addition to an existing portfolio. Peer analysis of Talanx AG's fundamental indicators could also be used in its relative valuation, which is a method of valuing Talanx AG by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Talanx AG to competition |
| Fundamentals | Talanx AG | Peer Average |
| Return On Equity | 0.11 | -0.31 |
| Return On Asset | 0.0085 | -0.14 |
| Profit Margin | 0.02 % | (1.27) % |
| Operating Margin | 0.06 % | (5.51) % |
| Current Valuation | 14 B | 16.62 B |
| Shares Outstanding | 253.35 M | 571.82 M |
| Shares Owned By Insiders | 78.82 % | 10.09 % |
Talanx AG Opportunities
Talanx AG Return and Market Media
The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Talanx AG 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 Talanx or other stocks. Alpha measures the amount that position in Talanx AG 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 Talanx AG 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, Talanx AG's short interest history, or implied volatility extrapolated from Talanx AG options trading.
Build Portfolio with Talanx AG
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
Additional Tools for Talanx Stock Analysis
When running Talanx AG's price analysis, check to measure Talanx AG'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 Talanx AG is operating at the current time. Most of Talanx AG's value examination focuses on studying past and present price action to predict the probability of Talanx AG's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Talanx AG's price. Additionally, you may evaluate how the addition of Talanx AG to your portfolios can decrease your overall portfolio volatility.