Take-Two Interactive (Germany) Alpha and Beta Analysis
| TKE Stock | EUR 178.98 1.58 0.89% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Take Two Interactive Software. It also helps investors analyze the systematic and unsystematic risks associated with investing in Take-Two Interactive over a specified time horizon. Remember, high Take-Two Interactive'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 Take-Two Interactive's market risk premium analysis include:
Beta 0.83 | Alpha 0.23 | Risk 1.57 | Sharpe Ratio 0.22 | Expected Return 0.34 |
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.
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Take-Two Interactive Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Take-Two Interactive market risk premium is the additional return an investor will receive from holding Take-Two Interactive 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 Take-Two Interactive. 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 Take-Two Interactive's performance over market.| α | 0.23 | β | 0.83 |
Take-Two Interactive 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 Take-Two Interactive's Buy-and-hold return. Our buy-and-hold chart shows how Take-Two Interactive performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Take-Two Interactive Market Price Analysis
Market price analysis indicators help investors to evaluate how Take-Two Interactive stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Take-Two Interactive shares will generate the highest return on investment. By understating and applying Take-Two Interactive stock market price indicators, traders can identify Take-Two Interactive position entry and exit signals to maximize returns.
Take-Two Interactive Return and Market Media
The median price of Take-Two Interactive for the period between Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 144.0 with a coefficient of variation of 10.1. The daily time series for the period is distributed with a sample standard deviation of 15.14, arithmetic mean of 149.99, and mean deviation of 12.5. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Take-Two Interactive 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 Take-Two or other stocks. Alpha measures the amount that position in Take Two Interactive 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 Take-Two Interactive 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, Take-Two Interactive's short interest history, or implied volatility extrapolated from Take-Two Interactive options trading.
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Additional Information and Resources on Investing in Take-Two Stock
When determining whether Take Two Interactive offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Take-Two Interactive'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 Take Two Interactive Software Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Take Two Interactive Software Stock:Check out Take-Two Interactive Backtesting, Take-Two Interactive Valuation, Take-Two Interactive Correlation, Take-Two Interactive Hype Analysis, Take-Two Interactive Volatility, Take-Two Interactive History and analyze Take-Two Interactive Performance. You can also try the My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
Take-Two Interactive 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.