TTM Technologies (Germany) Alpha and Beta Analysis
| TT1 Stock | EUR 23.60 0.20 0.85% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as TTM Technologies. It also helps investors analyze the systematic and unsystematic risks associated with investing in TTM Technologies over a specified time horizon. Remember, high TTM Technologies' 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 TTM Technologies' market risk premium analysis include:
Beta 0.42 | Alpha 0.62 | Risk 2.57 | Sharpe Ratio 0.24 | Expected Return 0.62 |
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.
TTM |
TTM Technologies Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. TTM Technologies market risk premium is the additional return an investor will receive from holding TTM Technologies 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 TTM Technologies. 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 TTM Technologies' performance over market.| α | 0.62 | β | 0.42 |
TTM Technologies 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 TTM Technologies' Buy-and-hold return. Our buy-and-hold chart shows how TTM Technologies performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.TTM Technologies Market Price Analysis
Market price analysis indicators help investors to evaluate how TTM Technologies stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading TTM Technologies shares will generate the highest return on investment. By understating and applying TTM Technologies stock market price indicators, traders can identify TTM Technologies position entry and exit signals to maximize returns.
TTM Technologies Return and Market Media
The median price of TTM Technologies for the period between Mon, Sep 23, 2024 and Sun, Dec 22, 2024 is 20.4 with a coefficient of variation of 15.23. The daily time series for the period is distributed with a sample standard deviation of 3.05, arithmetic mean of 19.99, and mean deviation of 2.86. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About TTM Technologies 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 TTM or other stocks. Alpha measures the amount that position in TTM Technologies 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 TTM Technologies 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, TTM Technologies' short interest history, or implied volatility extrapolated from TTM Technologies options trading.
Build Portfolio with TTM Technologies
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 TTM Stock
When determining whether TTM Technologies offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of TTM Technologies' 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 Ttm Technologies Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Ttm Technologies Stock:Check out TTM Technologies Backtesting, TTM Technologies Valuation, TTM Technologies Correlation, TTM Technologies Hype Analysis, TTM Technologies Volatility, TTM Technologies History and analyze TTM Technologies Performance. For more detail on how to invest in TTM Stock please use our How to Invest in TTM Technologies guide.You can also try the ETF Categories module to list of ETF categories grouped based on various criteria, such as the investment strategy or type of investments.
TTM Technologies 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.