Triton Development (Poland) Alpha and Beta Analysis
| TRI Stock | 3.00 0.02 0.66% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Triton Development SA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Triton Development over a specified time horizon. Remember, high Triton Development'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 Triton Development's market risk premium analysis include:
Beta 1.2 | Alpha (0.14) | Risk 5.1 | Sharpe Ratio (0.04) | Expected Return (0.19) |
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.
Triton |
Triton Development Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Triton Development market risk premium is the additional return an investor will receive from holding Triton Development 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 Triton Development. 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 Triton Development's performance over market.| α | -0.14 | β | 1.20 |
Triton Development Return and Market Media
The median price of Triton Development for the period between Thu, Sep 5, 2024 and Wed, Dec 4, 2024 is 3.36 with a coefficient of variation of 8.55. The daily time series for the period is distributed with a sample standard deviation of 0.29, arithmetic mean of 3.44, and mean deviation of 0.25. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
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 Triton Development 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, Triton Development's short interest history, or implied volatility extrapolated from Triton Development options trading.
Build Portfolio with Triton Development
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 Tools for Triton Stock Analysis
When running Triton Development's price analysis, check to measure Triton Development'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 Triton Development is operating at the current time. Most of Triton Development's value examination focuses on studying past and present price action to predict the probability of Triton Development's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Triton Development's price. Additionally, you may evaluate how the addition of Triton Development to your portfolios can decrease your overall portfolio volatility.