Two Harbors Investments Stock Alpha and Beta Analysis
| TWO Stock | USD 13.68 0.31 2.32% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Two Harbors Investments. It also helps investors analyze the systematic and unsystematic risks associated with investing in Two Harbors over a specified time horizon. Remember, high Two Harbors' 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 Two Harbors' market risk premium analysis include:
Beta 0.74 | Alpha 0.35 | Risk 1.57 | Sharpe Ratio 0.19 | Expected Return 0.3 |
Two Harbors Quarterly Cash And Equivalents |
|
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.
Two |
Two Harbors Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Two Harbors market risk premium is the additional return an investor will receive from holding Two Harbors 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 Two Harbors. 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 Two Harbors' performance over market.| α | 0.35 | β | 0.74 |
Two Harbors 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 Two Harbors' Buy-and-hold return. Our buy-and-hold chart shows how Two Harbors performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Two Harbors Market Price Analysis
Market price analysis indicators help investors to evaluate how Two Harbors stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Two Harbors shares will generate the highest return on investment. By understating and applying Two Harbors stock market price indicators, traders can identify Two Harbors position entry and exit signals to maximize returns.
Two Harbors Return and Market Media
The median price of Two Harbors for the period between Sat, Dec 14, 2024 and Fri, Mar 14, 2025 is 11.98 with a coefficient of variation of 8.49. The daily time series for the period is distributed with a sample standard deviation of 1.05, arithmetic mean of 12.39, and mean deviation of 0.97. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Boucher Nathan of 7678 shares of Two Harbors subject to Rule 16b-3 | 01/07/2025 |
2 | Two Harbors Investment to Report Q4 Earnings Whats in the Cards - Yahoo Finance | 01/27/2025 |
| Two Harbors dividend paid on 29th of January 2025 | 01/29/2025 |
3 | Two Harbors Investment Upgraded at StockNews.com | 01/31/2025 |
4 | Disposition of 902 shares by Alecia Hanson of Two Harbors at 12.2976 subject to Rule 16b-3 | 02/07/2025 |
5 | Disposition of 7945 shares by William Greenberg of Two Harbors at 12.95 subject to Rule 16b-3 | 02/10/2025 |
6 | Two Harbors Investment Corp. Insider Sells 33,190.56 in Stock | 02/14/2025 |
7 | Two Harbors Investment Full Year 2024 Earnings EPS Beats Expectations, Revenues Lag | 02/20/2025 |
8 | Two Harbors Investment Corp to Present at RBC Capital Markets Global Financial ... | 02/25/2025 |
9 | Is Invesco KBW High Dividend Yield Financial ETF a Strong ETF Right Now | 03/03/2025 |
10 | TWO Announces New Conversation Series Video | 03/13/2025 |
About Two Harbors 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 Two or other stocks. Alpha measures the amount that position in Two Harbors Investments 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.
| 2023 | 2024 | 2025 (projected) | PTB Ratio | 0.6 | 0.58 | 0.77 | Dividend Yield | 0.19 | 0.0386 | 0.0367 |
Two Harbors Upcoming Company Events
As portrayed in its financial statements, the presentation of Two Harbors' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Two Harbors' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Two Harbors' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Two Harbors. Please utilize our Beneish M Score to check the likelihood of Two Harbors' management manipulating its earnings.
| 29th of January 2024 Upcoming Quarterly Report | View | |
| 6th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 29th of January 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Two Harbors
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
Check out Two Harbors Backtesting, Two Harbors Valuation, Two Harbors Correlation, Two Harbors Hype Analysis, Two Harbors Volatility, Two Harbors History and analyze Two Harbors Performance. You can also try the Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
Two Harbors 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.