Tempur Sealy (Germany) Alpha and Beta Analysis
| TPD Stock | EUR 52.50 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Tempur Sealy International. It also helps investors analyze the systematic and unsystematic risks associated with investing in Tempur Sealy over a specified time horizon. Remember, high Tempur Sealy'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 Tempur Sealy's market risk premium analysis include:
Beta 0.58 | Alpha 0.14 | Risk 2.01 | Sharpe Ratio 0.0859 | Expected Return 0.17 |
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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Tempur Sealy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Tempur Sealy market risk premium is the additional return an investor will receive from holding Tempur Sealy 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 Tempur Sealy. 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 Tempur Sealy's performance over market.| α | 0.14 | β | 0.58 |
Tempur Sealy 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 Tempur Sealy's Buy-and-hold return. Our buy-and-hold chart shows how Tempur Sealy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Tempur Sealy Market Price Analysis
Market price analysis indicators help investors to evaluate how Tempur Sealy stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Tempur Sealy shares will generate the highest return on investment. By understating and applying Tempur Sealy stock market price indicators, traders can identify Tempur Sealy position entry and exit signals to maximize returns.
Tempur Sealy Return and Market Media
The median price of Tempur Sealy for the period between Fri, Sep 27, 2024 and Thu, Dec 26, 2024 is 48.67 with a coefficient of variation of 6.71. The daily time series for the period is distributed with a sample standard deviation of 3.28, arithmetic mean of 48.89, and mean deviation of 2.91. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Tempur Sealy 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 Tempur or other stocks. Alpha measures the amount that position in Tempur Sealy Interna 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 Tempur Sealy 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, Tempur Sealy's short interest history, or implied volatility extrapolated from Tempur Sealy options trading.
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Additional Information and Resources on Investing in Tempur Stock
When determining whether Tempur Sealy Interna offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Tempur Sealy'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 Tempur Sealy International Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Tempur Sealy International Stock:Check out Tempur Sealy Backtesting, Tempur Sealy Valuation, Tempur Sealy Correlation, Tempur Sealy Hype Analysis, Tempur Sealy Volatility, Tempur Sealy History and analyze Tempur Sealy Performance. You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
Tempur Sealy 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.