Tesla Stock Alpha and Beta Analysis

TSLA
 Stock
  

USD 179.05  5.61  3.23%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Tesla Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Tesla over a specified time horizon. Remember, high Tesla'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.
Additionally, take a look at Tesla Backtesting, Tesla Valuation, Tesla Correlation, Tesla Hype Analysis, Tesla Volatility, Tesla History and analyze Tesla Performance.
  
Please note that although Tesla 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., NYSE Composite index.) So in this particular case, Tesla did 0.77  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 Tesla Inc stock's relative risk over its benchmark. Tesla Inc has a beta of 1.49  . Let's try to break down what Tesla's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Tesla will likely underperform.
Tesla Book Value per Share is projected to increase significantly based on the last few years of reporting. The past year's Book Value per Share was at 7.44. The current year Tangible Assets Book Value per Share is expected to grow to 59.74, whereas Enterprise Value over EBIT is forecasted to decline to (53.35) .
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.

Enterprise Value

31.71 Billion

Tesla Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Tesla market risk premium is the additional return an investor will receive from holding Tesla 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 Tesla. 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 Tesla's performance over market.
α-0.77   β1.49
90 days against NYA

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

Tesla Market Price Analysis

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

Tesla Return and Market Media

The median price of Tesla for the period between Sat, Sep 10, 2022 and Fri, Dec 9, 2022 is 220.19 with a coefficient of variation of 19.1. The daily time series for the period is distributed with a sample standard deviation of 43.58, arithmetic mean of 228.14, and mean deviation of 36.17. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Tesla Stock Has One of the Best Charts in Tech - Henry Heral...09/21/2022
2
Apple and Tesla are the last bastions of hope for retail inv...09/28/2022
3
EPS Estimate09/30/2022
4
Tesla busts latest AI moves, but stock falls as vehicle deli...10/03/2022
5
Is Tesla undervalued10/10/2022
6
EPS Reported10/19/2022
7
Dow Jones Climbs As Oil Prices Tumble On OPEC Talks Tesla St...11/21/2022
8
Wall Street Analysts Havent Been This Bullish on Tesla Since...11/30/2022
9
Why Tesla Stocks Ceiling Is Now 200. Where the Floor Might B...12/06/2022

About Tesla 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 Tesla or other stocks. Alpha measures the amount that position in Tesla Inc 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.
 2021 2022 (projected)
Long Term Debt to Equity0.170.18
Interest Coverage20.7122.34

Tesla Upcoming Company Events

As portrayed in its financial statements, the presentation of Tesla's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Tesla's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Tesla's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Tesla. Please utilize our Beneish M Score to check the likelihood of Tesla's management manipulating its earnings.
Upcoming Quarterly Report26th of January 2022
Next Financial Report25th of April 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End26th of January 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with Tesla

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

Fix your portfolio
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 Tesla Backtesting, Tesla Valuation, Tesla Correlation, Tesla Hype Analysis, Tesla Volatility, Tesla History and analyze Tesla Performance. You can also try Piotroski F Score module to get Piotroski F Score based on binary analysis strategy of nine different fundamentals.

Complementary Tools for analysis

When running Tesla Inc price analysis, check to measure Tesla'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 Tesla is operating at the current time. Most of Tesla's value examination focuses on studying past and present price action to predict the probability of Tesla's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Tesla's price. Additionally, you may evaluate how the addition of Tesla to your portfolios can decrease your overall portfolio volatility.
Performance Analysis
Check effects of mean-variance optimization against your current asset allocation
Go
Bond Directory
Find actively traded corporate debentures issued by US companies
Go
Bollinger Bands
Use Bollinger Bands indicator to analyze target price for a given investing horizon
Go
Volatility Analysis
Get historical volatility and risk analysis based on latest market data
Go
Stock Tickers
Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites
Go
Companies Directory
Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals
Go
Analyst Recommendations
Analyst recommendations and target price estimates broken down by several categories
Go
Idea Optimizer
Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio
Go
Portfolio Comparator
Compare the composition, asset allocations and performance of any two portfolios in your account
Go
Financial Widgets
Easily integrated Macroaxis content with over 30 different plug-and-play financial widgets
Go
Fundamental Analysis
View fundamental data based on most recent published financial statements
Go
Headlines Timeline
Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity
Go
Competition Analyzer
Analyze and compare many basic indicators for a group of related or unrelated entities
Go
Tesla 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 Tesla technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Tesla 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...