Tor Minerals OTC Stock Alpha and Beta Analysis

TORM
 Stock
  

USD 2.40  0.15  6.67%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Tor Minerals Intl. It also helps investors analyze the systematic and unsystematic risks associated with investing in Tor Minerals over a specified time horizon. Remember, high Tor Minerals' 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 Tor Minerals Backtesting, Tor Minerals Valuation, Tor Minerals Correlation, Tor Minerals Hype Analysis, Tor Minerals Volatility, Tor Minerals History and analyze Tor Minerals Performance.
  
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Please note that although Tor Minerals 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, Tor Minerals did 0.12  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 Tor Minerals Intl stock's relative risk over its benchmark. Tor Minerals Intl has a beta of 0.07  . Let's try to break down what Tor Minerals's beta means in this case. As returns on the market increase, returns on owning Tor Minerals are expected to decrease at a much lower rate. During the bear market, Tor Minerals is likely to outperform the market.
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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.

Tor Minerals Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Tor Minerals market risk premium is the additional return an investor will receive from holding Tor Minerals 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 Tor Minerals. 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 Tor Minerals' performance over market.
α-0.12   β-0.07
90 days against DJI

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

Tor Minerals Market Price Analysis

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

Tor Minerals Return and Market Media

The median price of Tor Minerals for the period between Tue, Apr 5, 2022 and Mon, Jul 4, 2022 is 2.86 with a coefficient of variation of 13.06. The daily time series for the period is distributed with a sample standard deviation of 0.35, arithmetic mean of 2.69, and mean deviation of 0.3. The Stock received some media coverage during the period.
 Price Growth (%)  
      Timeline 
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About Tor Minerals 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in Tor Minerals Intl 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.

Tor Minerals Upcoming Company Events

As portrayed in its financial statements, the presentation of Tor Minerals' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Tor Minerals' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Tor Minerals' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Tor Minerals. Please utilize our Beneish M Score to check the likelihood of Tor Minerals' management manipulating its earnings.
Upcoming Quarterly Report23rd of February 2017
Next Fiscal Quarter End31st of December 2016

Build Portfolio with Tor Minerals

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.

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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 Tor Minerals Backtesting, Tor Minerals Valuation, Tor Minerals Correlation, Tor Minerals Hype Analysis, Tor Minerals Volatility, Tor Minerals History and analyze Tor Minerals Performance. Note that the Tor Minerals Intl information on this page should be used as a complementary analysis to other Tor Minerals' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Piotroski F Score module to get Piotroski F Score based on binary analysis strategy of nine different fundamentals.

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When running Tor Minerals Intl price analysis, check to measure Tor Minerals' 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 Tor Minerals is operating at the current time. Most of Tor Minerals' value examination focuses on studying past and present price action to predict the probability of Tor Minerals' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Tor Minerals' price. Additionally, you may evaluate how the addition of Tor Minerals to your portfolios can decrease your overall portfolio volatility.
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Tor Minerals technical otc 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 Tor Minerals technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Tor Minerals 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...