T Mobile Stock Alpha and Beta Analysis
TMUS Stock | USD 163.25 0.89 0.55% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as T Mobile. It also helps investors analyze the systematic and unsystematic risks associated with investing in T Mobile over a specified time horizon. Remember, high T Mobile'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 T Mobile's market risk premium analysis include:
Beta 0.17 | Alpha (0.04) | Risk 0.58 | Sharpe Ratio 0.0346 | Expected Return 0.0202 |
Enterprise Value |
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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.
TMUS |
T Mobile Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. T Mobile market risk premium is the additional return an investor will receive from holding T Mobile 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 T Mobile. 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 T Mobile's performance over market.α | -0.04 | β | 0.17 |
T Mobile 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 T Mobile's Buy-and-hold return. Our buy-and-hold chart shows how T Mobile performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.T Mobile Market Price Analysis
Market price analysis indicators help investors to evaluate how T Mobile stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading T Mobile shares will generate the highest return on investment. By understating and applying T Mobile stock market price indicators, traders can identify T Mobile position entry and exit signals to maximize returns.
T Mobile Return and Market Media
The median price of T Mobile for the period between Wed, Jan 24, 2024 and Tue, Apr 23, 2024 is 161.61 with a coefficient of variation of 0.97. The daily time series for the period is distributed with a sample standard deviation of 1.58, arithmetic mean of 162.08, and mean deviation of 1.31. The Stock received a lot of media exposure during the period. Price Growth (%) |
Timeline |
T Mobile dividend paid on 1st of March 2024 | 03/01/2024 |
1 | Disposition of 38621 shares by Deutsche Telekom Ag of T Mobile at 164.7027 subject to Rule 16b-3 | 03/08/2024 |
T Mobile dividend paid on 14th of March 2024 | 03/14/2024 |
3 | Disposition of 19081 shares by Deutsche Telekom Ag of T Mobile at 161.594 subject to Rule 16b-3 | 03/18/2024 |
4 | Disposition of 2097 shares by Deutsche Telekom Ag of T Mobile at 161.7801 subject to Rule 16b-3 | 03/19/2024 |
5 | North Carolina contractor pays hefty price for Sanford warehouse | 03/22/2024 |
6 | Disposition of 1100 shares by Deutsche Telekom Ag of T Mobile at 162.4082 subject to Rule 16b-3 | 03/27/2024 |
7 | Navigating Market Uncertainty Intrinsic Value of T-Mobile US Inc | 04/03/2024 |
8 | Heres Why You Should Keep American Tower in Your Kitty | 04/09/2024 |
9 | Should You Be Concerned About T-Mobile US, Inc.s ROE | 04/10/2024 |
10 | T-Mobile Upgrades Smartphone Equality | 04/11/2024 |
11 | Disposition of 1600 shares by Deutsche Telekom Ag of T Mobile at 160.7913 subject to Rule 16b-3 | 04/12/2024 |
12 | Disposition of 8904 shares by Deutsche Telekom Ag of T Mobile at 161.5364 subject to Rule 16b-3 | 04/15/2024 |
13 | Disposition of 11875 shares by Deutsche Telekom Ag of T Mobile at 160.3573 subject to Rule 16b-3 | 04/16/2024 |
14 | T-Mobile and Governor Jeff Landry Reveal Massive 290 Million 5G Network Upgrade in Louisiana | 04/18/2024 |
15 | Verizon Outperforms Earnings Expectations But Faces Market Skepticism | 04/22/2024 |
About T Mobile 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 TMUS or other stocks. Alpha measures the amount that position in T Mobile 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.
2023 | 2024 (projected) | Dividend Yield | 0.003538 | 0.003715 | Price To Sales Ratio | 2.42 | 4.6 |
T Mobile Upcoming Company Events
As portrayed in its financial statements, the presentation of T Mobile's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, T Mobile's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of T Mobile's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of T Mobile. Please utilize our Beneish M Score to check the likelihood of T Mobile's management manipulating its earnings.
25th of April 2024 Upcoming Quarterly Report | View | |
25th of July 2024 Next Financial Report | View | |
31st of March 2024 Next Fiscal Quarter End | View | |
23rd of January 2025 Next Fiscal Year End | View | |
31st of December 2023 Last Quarter Report | View | |
31st of December 2023 Last Financial Announcement | View |
Build Portfolio with T Mobile
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
Check out T Mobile Backtesting, T Mobile Valuation, T Mobile Correlation, T Mobile Hype Analysis, T Mobile Volatility, T Mobile History and analyze T Mobile Performance. For more information on how to buy TMUS Stock please use our How to Invest in T Mobile guide.You can also try the Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.
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When running T Mobile's price analysis, check to measure T Mobile'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 T Mobile is operating at the current time. Most of T Mobile's value examination focuses on studying past and present price action to predict the probability of T Mobile's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move T Mobile's price. Additionally, you may evaluate how the addition of T Mobile to your portfolios can decrease your overall portfolio volatility.
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T Mobile 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.