Tronox Holdings Plc Stock Alpha and Beta Analysis
| TROX Stock | USD 12.29 0.18 1.49% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Tronox Holdings PLC. It also helps investors analyze the systematic and unsystematic risks associated with investing in Tronox Holdings over a specified time horizon. Remember, high Tronox Holdings' 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 Tronox Holdings' market risk premium analysis include:
Beta 1.88 | Alpha (0.30) | Risk 3.11 | Sharpe Ratio (0.05) | Expected Return (0.16) |
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.
Tronox |
Tronox Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Tronox Holdings market risk premium is the additional return an investor will receive from holding Tronox Holdings 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 Tronox Holdings. 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 Tronox Holdings' performance over market.| α | -0.3 | β | 1.88 |
Tronox Holdings 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 Tronox Holdings' Buy-and-hold return. Our buy-and-hold chart shows how Tronox Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Tronox Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how Tronox Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Tronox Holdings shares will generate the highest return on investment. By understating and applying Tronox Holdings stock market price indicators, traders can identify Tronox Holdings position entry and exit signals to maximize returns.
Tronox Holdings Return and Market Media
The median price of Tronox Holdings for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 12.81 with a coefficient of variation of 8.57. The daily time series for the period is distributed with a sample standard deviation of 1.1, arithmetic mean of 12.86, and mean deviation of 0.98. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of tradable shares by Jeff Engle of Tronox Holdings subject to Rule 16b-3 | 08/30/2024 |
2 | Acquisition by Jeffrey Neuman of 33355 shares of Tronox Holdings subject to Rule 16b-3 | 09/12/2024 |
3 | Tronox Holdings PLC Shares Up 4.34 percent on Sep 24 | 09/24/2024 |
| Tronox Holdings dividend paid on 27th of September 2024 | 09/27/2024 |
4 | Acquisition by Jeff Engle of 10803 shares of Tronox Holdings subject to Rule 16b-3 | 10/09/2024 |
5 | Disposition of 32163 shares by Timothy Carlson of Tronox Holdings at 15.5193 subject to Rule 16b-3 | 10/15/2024 |
6 | Is Tronox Holdings plcs ROE Of 2.5 percent Concerning | 10/16/2024 |
7 | Tronox Holdings PLC Shares Gap Down to 13.85 on Oct 21 | 10/21/2024 |
8 | Tronox Holdings Non-GAAP EPS of 0.13 misses by 0.04, revenue of 804M beats by 14.89M | 10/24/2024 |
9 | Tronox Holdings PLC Q3 2024 Earnings Revenue Hits 804M, EPS Misses Estimates at -0.16 | 10/25/2024 |
10 | Tronox Declares Fourth Quarter 2024 Dividend | 10/30/2024 |
11 | Tronox Holdings PLC Shares Gap Down to 11.995 on Nov 8 | 11/08/2024 |
12 | Tronox Holdings Seems To Be Using A Lot Of Debt | 11/21/2024 |
About Tronox Holdings 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 Tronox or other stocks. Alpha measures the amount that position in Tronox Holdings PLC 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 | 2023 | 2024 (projected) | Dividend Yield | 0.0178 | 0.041 | 0.0402 | 0.0672 | Price To Sales Ratio | 1.02 | 0.61 | 0.78 | 0.74 |
Tronox Holdings Upcoming Company Events
As portrayed in its financial statements, the presentation of Tronox Holdings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Tronox Holdings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Tronox Holdings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Tronox Holdings. Please utilize our Beneish M Score to check the likelihood of Tronox Holdings' management manipulating its earnings.
| 15th of February 2024 Upcoming Quarterly Report | View | |
| 24th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 15th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Additional Tools for Tronox Stock Analysis
When running Tronox Holdings' price analysis, check to measure Tronox Holdings' 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 Tronox Holdings is operating at the current time. Most of Tronox Holdings' value examination focuses on studying past and present price action to predict the probability of Tronox Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Tronox Holdings' price. Additionally, you may evaluate how the addition of Tronox Holdings to your portfolios can decrease your overall portfolio volatility.