Travelers Stock Alpha and Beta Analysis

TRV
 Stock
  

USD 153.20  1.48  0.96%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as The Travelers Companies. It also helps investors analyze the systematic and unsystematic risks associated with investing in Travelers Companies over a specified time horizon. Remember, high Travelers Companies' 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.
Additionally, take a look at Travelers Companies Backtesting, Travelers Companies Valuation, Travelers Companies Correlation, Travelers Companies Hype Analysis, Travelers Companies Volatility, Travelers Companies History and analyze Travelers Companies Performance.
  
Please note that although Travelers Companies alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, Travelers Companies did 0.04708  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of The Travelers Companies stock's relative risk over its benchmark. The Travelers Companies has a beta of 0.61  . Let's try to break down what Travelers's beta means in this case. As returns on the market increase, Travelers Companies returns are expected to increase less than the market. However, during the bear market, the loss on holding Travelers Companies will be expected to be smaller as well.
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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.

Travelers Companies Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Travelers Companies market risk premium is the additional return an investor will receive from holding Travelers Companies 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 Travelers Companies. 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 Travelers Companies' performance over market.
α-0.05   β0.61
90 days against DJI

Travelers Companies 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 Travelers Companies' Buy-and-hold return. Our buy-and-hold chart shows how Travelers Companies performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Travelers Companies Market Price Analysis

Market price analysis indicators help investors to evaluate how Travelers Companies stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Travelers Companies shares will generate the highest return on investment. By understating and applying Travelers Companies stock market price indicators, traders can identify Travelers Companies position entry and exit signals to maximize returns.

Travelers Companies Return and Market Media

The median price of Travelers Companies for the period between Sun, Jul 3, 2022 and Sat, Oct 1, 2022 is 163.24 with a coefficient of variation of 3.69. The daily time series for the period is distributed with a sample standard deviation of 6.01, arithmetic mean of 162.72, and mean deviation of 4.99. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
EPS Reported07/21/2022
2
Bona fide gift to Avrohom Kess of 1000 shares of Travelers C...07/25/2022
3
Murphy Pohlad Asset Management - GuruFocus.com08/03/2022
4
Top 5 2nd Quarter Trades of Je - GuruFocus.com08/11/2022
5
Exercise or conversion by Michael Klein of 11478 shares of T...08/17/2022
6
Sale by Mojgan Lefebvre of 2945 shares of Travelers Companie...08/26/2022
7
Delta Air Lines releases new stock images of Black and brown...08/31/2022
8
The Travelers Companies, Inc. Given Consensus Recommendation...09/08/2022
9
Travelers Cos. Inc. stock underperforms Thursday when compar...09/15/2022
10
Google Cloud and Travelers to Create Connected Data Ecosyste...09/22/2022

About Travelers Companies 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 Travelers or other stocks. Alpha measures the amount that position in The Travelers Companies 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.

Travelers Companies Upcoming Company Events

As portrayed in its financial statements, the presentation of Travelers Companies' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Travelers Companies' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Travelers Companies' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Travelers Companies. Please utilize our Beneish M Score to check the likelihood of Travelers Companies' management manipulating its earnings.
Upcoming Quarterly Report20th of January 2022
Next Financial Report19th of April 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End20th of January 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with Travelers Companies

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Additionally, take a look at Travelers Companies Backtesting, Travelers Companies Valuation, Travelers Companies Correlation, Travelers Companies Hype Analysis, Travelers Companies Volatility, Travelers Companies History and analyze Travelers Companies Performance. You can also try Crypto Correlations module to use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins.

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When running The Travelers Companies price analysis, check to measure Travelers Companies' 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 Travelers Companies is operating at the current time. Most of Travelers Companies' value examination focuses on studying past and present price action to predict the probability of Travelers Companies' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Travelers Companies' price. Additionally, you may evaluate how the addition of Travelers Companies to your portfolios can decrease your overall portfolio volatility.
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Travelers Companies 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.
A focus of Travelers Companies technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Travelers Companies trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...