Tilray Inc Stock Alpha and Beta Analysis
| TLRY Stock | USD 0.61 0.02 3.39% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Tilray Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Tilray over a specified time horizon. Remember, high Tilray'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 Tilray's market risk premium analysis include:
Beta 1.19 | Alpha (0.92) | Risk 5.02 | Sharpe Ratio (0.20) | Expected Return (1.00) |
Enterprise Value |
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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.
Tilray |
Tilray Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Tilray market risk premium is the additional return an investor will receive from holding Tilray 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 Tilray. 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 Tilray's performance over market.| α | -0.92 | β | 1.19 |
Tilray 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 Tilray's Buy-and-hold return. Our buy-and-hold chart shows how Tilray performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Tilray Market Price Analysis
Market price analysis indicators help investors to evaluate how Tilray stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Tilray shares will generate the highest return on investment. By understating and applying Tilray stock market price indicators, traders can identify Tilray position entry and exit signals to maximize returns.
Tilray Return and Market Media
The median price of Tilray for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 1.13 with a coefficient of variation of 22.97. The daily time series for the period is distributed with a sample standard deviation of 0.25, arithmetic mean of 1.07, and mean deviation of 0.21. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Tilray Brands Moves Earnings Date to January 10, 2025, in Observance of the National Day of Mourning | 01/02/2025 |
2 | Acquisition by Cohen Steven Michael of 124378 shares of Tilray subject to Rule 16b-3 | 01/07/2025 |
3 | CannabisBeer Company Tilray Outlines Plan To Reduce Its Beverage Portfolio, Reports Mixed Q2 Earnings | 01/10/2025 |
4 | Terrapin Beer Co. Celebrates 20 Years of Iconic Wake-n-Bake Beer with Exciting Wake-n-Bake Off ... | 01/23/2025 |
5 | This Week In Cannabis DeSantis Anti-Weed Push, NYs Drug Decriminalization, Auroras Record Earnings, Tilray And More Global News | 02/07/2025 |
6 | Tilray Stock Drops 5 percent Amidst Market Fluctuations | 02/10/2025 |
7 | Tilray Expands Medical Cannabis Portfolio in Germany | 02/11/2025 |
8 | Is Tilray Brands, Inc. the Best Get Rich Fast Stock to Buy Now | 02/20/2025 |
9 | Tilray Buy, Sell, or Hold Post Q4 Earnings | 02/21/2025 |
10 | Tilray Brands, Inc. Gains As Market Dips What You Should Know | 03/04/2025 |
11 | Tilray Medical Launches Tilray Craft Introducing High THC, High Terpene Genetics to the German ... | 03/11/2025 |
12 | Tilray Sets New 12-Month Low Should You Sell | 03/13/2025 |
About Tilray 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 Tilray or other stocks. Alpha measures the amount that position in Tilray Inc 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.
| 2024 | 2025 (projected) | Dividend Yield | 3.12 | 2.77 | Price To Sales Ratio | 1.95 | 1.85 |
Tilray Upcoming Company Events
As portrayed in its financial statements, the presentation of Tilray's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Tilray's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Tilray's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Tilray. Please utilize our Beneish M Score to check the likelihood of Tilray's management manipulating its earnings.
| 8th of April 2024 Upcoming Quarterly Report | View | |
| 24th of July 2024 Next Financial Report | View | |
| 29th of February 2024 Next Fiscal Quarter End | View | |
| 24th of July 2024 Next Fiscal Year End | View | |
| 30th of November 2023 Last Quarter Report | View | |
| 31st of May 2023 Last Financial Announcement | View |
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Additional Tools for Tilray Stock Analysis
When running Tilray's price analysis, check to measure Tilray'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 Tilray is operating at the current time. Most of Tilray's value examination focuses on studying past and present price action to predict the probability of Tilray's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Tilray's price. Additionally, you may evaluate how the addition of Tilray to your portfolios can decrease your overall portfolio volatility.