TechnipFMC PLC (Germany) Alpha and Beta Analysis
| 1T1 Stock | EUR 27.60 0.17 0.62% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as TechnipFMC PLC. It also helps investors analyze the systematic and unsystematic risks associated with investing in TechnipFMC PLC over a specified time horizon. Remember, high TechnipFMC PLC'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 TechnipFMC PLC's market risk premium analysis include:
Beta 0.71 | Alpha 0.19 | Risk 2.24 | Sharpe Ratio 0.0885 | Expected Return 0.2 |
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.
TechnipFMC |
TechnipFMC PLC Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. TechnipFMC PLC market risk premium is the additional return an investor will receive from holding TechnipFMC PLC 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 TechnipFMC PLC. 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 TechnipFMC PLC's performance over market.| α | 0.19 | β | 0.71 |
TechnipFMC PLC 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 TechnipFMC PLC's Buy-and-hold return. Our buy-and-hold chart shows how TechnipFMC PLC performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.TechnipFMC PLC Market Price Analysis
Market price analysis indicators help investors to evaluate how TechnipFMC PLC stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading TechnipFMC PLC shares will generate the highest return on investment. By understating and applying TechnipFMC PLC stock market price indicators, traders can identify TechnipFMC PLC position entry and exit signals to maximize returns.
TechnipFMC PLC Return and Market Media
The median price of TechnipFMC PLC for the period between Tue, Sep 24, 2024 and Mon, Dec 23, 2024 is 26.22 with a coefficient of variation of 8.92. The daily time series for the period is distributed with a sample standard deviation of 2.33, arithmetic mean of 26.14, and mean deviation of 2.1. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About TechnipFMC PLC 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 TechnipFMC or other stocks. Alpha measures the amount that position in TechnipFMC PLC 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 TechnipFMC PLC 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, TechnipFMC PLC's short interest history, or implied volatility extrapolated from TechnipFMC PLC options trading.
Build Portfolio with TechnipFMC PLC
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 Information and Resources on Investing in TechnipFMC Stock
When determining whether TechnipFMC PLC offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of TechnipFMC PLC's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Technipfmc Plc Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Technipfmc Plc Stock:Check out TechnipFMC PLC Backtesting, TechnipFMC PLC Valuation, TechnipFMC PLC Correlation, TechnipFMC PLC Hype Analysis, TechnipFMC PLC Volatility, TechnipFMC PLC History and analyze TechnipFMC PLC Performance. For more detail on how to invest in TechnipFMC Stock please use our How to Invest in TechnipFMC PLC guide.You can also try the Content Syndication module to quickly integrate customizable finance content to your own investment portal.
TechnipFMC PLC 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.