Telekom Austria (Austria) Alpha and Beta Analysis

TKA Stock  EUR 8.51  0.18  2.16%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Telekom Austria AG. It also helps investors analyze the systematic and unsystematic risks associated with investing in Telekom Austria over a specified time horizon. Remember, high Telekom Austria'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 Telekom Austria's market risk premium analysis include:
Beta
0.0
Alpha
0.0
Risk
1.04
Sharpe Ratio
0.14
Expected Return
0.15
Please note that although Telekom Austria alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Telekom Austria did 0.00  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Telekom Austria AG stock's relative risk over its benchmark. Telekom Austria AG has a beta of 0.00  . The returns on DOW JONES INDUSTRIAL and Telekom Austria are completely uncorrelated. .
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.
  
Check out Telekom Austria Backtesting, Telekom Austria Valuation, Telekom Austria Correlation, Telekom Austria Hype Analysis, Telekom Austria Volatility, Telekom Austria History and analyze Telekom Austria Performance.

Telekom Austria Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Telekom Austria market risk premium is the additional return an investor will receive from holding Telekom Austria 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 Telekom Austria. 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 Telekom Austria's performance over market.
α0.00   β0.00

Telekom Austria 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 Telekom Austria's Buy-and-hold return. Our buy-and-hold chart shows how Telekom Austria performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Telekom Austria Market Price Analysis

Market price analysis indicators help investors to evaluate how Telekom Austria stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Telekom Austria shares will generate the highest return on investment. By understating and applying Telekom Austria stock market price indicators, traders can identify Telekom Austria position entry and exit signals to maximize returns.

Telekom Austria Return and Market Media

The median price of Telekom Austria for the period between Mon, Dec 2, 2024 and Sun, Mar 2, 2025 is 7.95 with a coefficient of variation of 3.15. The daily time series for the period is distributed with a sample standard deviation of 0.25, arithmetic mean of 8.01, and mean deviation of 0.2. The Stock did not receive any noticable media coverage during the period.
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About Telekom Austria 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 Telekom or other stocks. Alpha measures the amount that position in Telekom Austria 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 Telekom Austria 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, Telekom Austria's short interest history, or implied volatility extrapolated from Telekom Austria options trading.

Build Portfolio with Telekom Austria

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations

Other Information on Investing in Telekom Stock

Telekom Austria financial ratios help investors to determine whether Telekom 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 Telekom with respect to the benefits of owning Telekom Austria security.