Thomas Scott (India) Alpha and Beta Analysis
| THOMASCOTT | 374.20 17.81 5.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Thomas Scott Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Thomas Scott over a specified time horizon. Remember, high Thomas Scott'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 Thomas Scott's market risk premium analysis include:
Beta 0.67 | Alpha 0.59 | Risk 3.62 | Sharpe Ratio 0.19 | Expected Return 0.68 |
Thomas Scott Quarterly Cash And Equivalents |
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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.
Thomas |
Thomas Scott Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Thomas Scott market risk premium is the additional return an investor will receive from holding Thomas Scott 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 Thomas Scott. 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 Thomas Scott's performance over market.| α | 0.59 | β | 0.67 |
Thomas Scott 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 Thomas Scott's Buy-and-hold return. Our buy-and-hold chart shows how Thomas Scott performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Thomas Scott Market Price Analysis
Market price analysis indicators help investors to evaluate how Thomas Scott stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Thomas Scott shares will generate the highest return on investment. By understating and applying Thomas Scott stock market price indicators, traders can identify Thomas Scott position entry and exit signals to maximize returns.
Thomas Scott Return and Market Media
The median price of Thomas Scott for the period between Tue, Sep 17, 2024 and Mon, Dec 16, 2024 is 233.04 with a coefficient of variation of 13.78. The daily time series for the period is distributed with a sample standard deviation of 32.58, arithmetic mean of 236.31, and mean deviation of 23.06. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Ascendis plans share sale for USD 300m despite promises to the contrary - MedWatch | 09/19/2024 |
2 | First Foundation Names Banking Veteran Thomas Shafer as New CEO, Awards 500K Stock Units FFWM Stock News - StockTitan | 11/22/2024 |
About Thomas Scott 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 Thomas or other stocks. Alpha measures the amount that position in Thomas Scott Limited 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 Thomas Scott 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, Thomas Scott's short interest history, or implied volatility extrapolated from Thomas Scott options trading.
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Other Information on Investing in Thomas Stock
Thomas Scott financial ratios help investors to determine whether Thomas 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 Thomas with respect to the benefits of owning Thomas Scott security.