Telecom Italia (UK) Alpha and Beta Analysis
| 0GA3 Stock | 0.26 0.01 3.70% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Telecom Italia SpA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Telecom Italia over a specified time horizon. Remember, high Telecom Italia'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 Telecom Italia's market risk premium analysis include:
Beta 0.2 | Alpha 0.11 | Risk 2.5 | Sharpe Ratio 0.0368 | Expected Return 0.0919 |
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.
Telecom |
Telecom Italia Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Telecom Italia market risk premium is the additional return an investor will receive from holding Telecom Italia 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 Telecom Italia. 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 Telecom Italia's performance over market.| α | 0.11 | β | 0.20 |
Telecom Italia 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 Telecom Italia's Buy-and-hold return. Our buy-and-hold chart shows how Telecom Italia performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Telecom Italia Market Price Analysis
Market price analysis indicators help investors to evaluate how Telecom Italia stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Telecom Italia shares will generate the highest return on investment. By understating and applying Telecom Italia stock market price indicators, traders can identify Telecom Italia position entry and exit signals to maximize returns.
Telecom Italia Return and Market Media
The median price of Telecom Italia for the period between Sun, Aug 11, 2024 and Sat, Nov 9, 2024 is 0.27 with a coefficient of variation of 5.84. The daily time series for the period is distributed with a sample standard deviation of 0.02, arithmetic mean of 0.27, and mean deviation of 0.01. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Lists up tentatively traders await data - Marketscreener.com | 09/02/2024 |
2 | Lists bearish widespread red on Wall Street - Marketscreener.com | 10/07/2024 |
About Telecom Italia 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 Telecom or other stocks. Alpha measures the amount that position in Telecom Italia SpA 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 Telecom Italia 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, Telecom Italia's short interest history, or implied volatility extrapolated from Telecom Italia options trading.
Build Portfolio with Telecom Italia
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
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Additional Tools for Telecom Stock Analysis
When running Telecom Italia's price analysis, check to measure Telecom Italia'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 Telecom Italia is operating at the current time. Most of Telecom Italia's value examination focuses on studying past and present price action to predict the probability of Telecom Italia's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Telecom Italia's price. Additionally, you may evaluate how the addition of Telecom Italia to your portfolios can decrease your overall portfolio volatility.