Take Two Interactive Software Stock Alpha and Beta Analysis
| TTWO Stock | USD 207.91 4.11 1.94% |
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 over a specified time horizon. Remember, high Take Two'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's market risk premium analysis include:
Beta 0.12 | Alpha 0.21 | Risk 2.34 | Sharpe Ratio 0.0838 | Expected Return 0.2 |
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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.
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Take Two Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Take Two market risk premium is the additional return an investor will receive from holding Take Two 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. 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's performance over market.| α | 0.21 | β | 0.12 |
Take Two 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's Buy-and-hold return. Our buy-and-hold chart shows how Take Two performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Take Two Market Price Analysis
Market price analysis indicators help investors to evaluate how Take Two 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 shares will generate the highest return on investment. By understating and applying Take Two stock market price indicators, traders can identify Take Two position entry and exit signals to maximize returns.
Take Two Return and Market Media
The median price of Take Two for the period between Thu, Nov 28, 2024 and Wed, Feb 26, 2025 is 187.14 with a coefficient of variation of 5.48. The daily time series for the period is distributed with a sample standard deviation of 10.44, arithmetic mean of 190.38, and mean deviation of 7.7. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 618 shares by Daniel Emerson of Take Two at 188.35 subject to Rule 16b-3 | 12/03/2024 |
2 | Roman Reigns Named WWE 2K25 Cover Star as Franchise Evolves with Bloodline Showcase, Enhanced Gameplay Features, New Match Types, and New The Island Experience | 01/28/2025 |
3 | Ninety One UK Ltd Has 280.19 Million Stock Holdings in Take-Two Interactive Software, Inc. | 02/05/2025 |
4 | Is Take-Two Interactive Software Using Too Much Debt | 02/07/2025 |
5 | 5 ETFs That Beat Market Turmoil With Gains Last Week | 02/10/2025 |
6 | Build Something You Believe In Sid Meiers Civilization VII Now Available Worldwide | 02/11/2025 |
7 | We Think Take-Two Interactive Software Has A Fair Chunk Of Debt | 02/12/2025 |
8 | Take-Two Interactive Software Among the Best Esports Stocks to Buy Now | 02/14/2025 |
9 | DA Davidson starts coverage of Take-Two at Buy, EA at Neutral | 02/19/2025 |
10 | Acquisition by Srinivasan Laverne Evans of 518 shares of Take Two subject to Rule 16b-3 | 02/24/2025 |
11 | Acquisition by Hernandez Roland A of 310 shares of Take Two subject to Rule 16b-3 | 02/25/2025 |
About Take Two 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 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.
| 2024 | 2025 (projected) | Dividend Yield | 0.003128 | 0.002781 | Price To Sales Ratio | 0.87 | 0.83 |
Take Two Upcoming Company Events
As portrayed in its financial statements, the presentation of Take Two's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Take Two's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Take Two's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Take Two. Please utilize our Beneish M Score to check the likelihood of Take Two's management manipulating its earnings.
| 8th of February 2024 Upcoming Quarterly Report | View | |
| 15th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 15th of May 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of March 2023 Last Financial Announcement | View |
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Check out Take Two Backtesting, Take Two Valuation, Take Two Correlation, Take Two Hype Analysis, Take Two Volatility, Take Two History and analyze Take Two Performance. You can also try the AI Portfolio Architect module to use AI to generate optimal portfolios and find profitable investment opportunities.
Take Two 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.