Tsakos Energy Navigation Stock Alpha and Beta Analysis

TEN Stock  USD 25.37  0.20  0.79%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Tsakos Energy Navigation. It also helps investors analyze the systematic and unsystematic risks associated with investing in Tsakos Energy over a specified time horizon. Remember, high Tsakos Energy'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 Tsakos Energy's market risk premium analysis include:
Beta
1
Alpha
(0.22)
Risk
2.03
Sharpe Ratio
(0.03)
Expected Return
(0.07)
Please note that although Tsakos Energy 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 Jones Industrial index.) So in this particular case, Tsakos Energy did 0.22  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 Tsakos Energy Navigation stock's relative risk over its benchmark. Tsakos Energy Navigation has a beta of 1.00  . Tsakos Energy returns are very sensitive to returns on the market. As the market goes up or down, Tsakos Energy is expected to follow. At this time, Tsakos Energy's Book Value Per Share is very stable compared to the past year. As of the 11th of October 2024, Tangible Book Value Per Share is likely to grow to 58.81, while Enterprise Value Over EBITDA is likely to drop 3.78.

Enterprise Value

3.73 Billion

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.
  
Check out Tsakos Energy Backtesting, Tsakos Energy Valuation, Tsakos Energy Correlation, Tsakos Energy Hype Analysis, Tsakos Energy Volatility, Tsakos Energy History and analyze Tsakos Energy Performance.

Tsakos Energy Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Tsakos Energy market risk premium is the additional return an investor will receive from holding Tsakos Energy 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 Tsakos Energy. 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 Tsakos Energy's performance over market.
α-0.22   β1.00

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

Tsakos Energy Market Price Analysis

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

Tsakos Energy Return and Market Media

The median price of Tsakos Energy for the period between Sat, Jul 13, 2024 and Fri, Oct 11, 2024 is 25.1 with a coefficient of variation of 4.38. The daily time series for the period is distributed with a sample standard deviation of 1.1, arithmetic mean of 25.13, and mean deviation of 0.9. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
 
Tsakos Energy dividend paid on 18th of July 2024
07/18/2024
1
DRiV Announces Launch of All-New Global Product Line Wagner Sensors
08/15/2024
2
Tsakos Energy earnings beat by 0.02, revenue was in line with estimates
09/11/2024
3
Automotive Bushing Market to reach 241.9 Bn by 2032, Says Global Market Insights Inc.
09/23/2024
4
Viscount Mining Announces AGM Meeting Results
09/24/2024
5
GALDERMA AND NATIONAL BREAST CANCER FOUNDATION COMMEMORATE TEN YEARS OF A BEAUTIFUL PARTNERSHIP
10/01/2024
6
Tsakos Energy Navigation Ltd Cum Red Perp Pfd Shs Series F declares 0.5938 dividend
10/04/2024
7
Automotive Glow Plugs Market Size to Hit USD 4.69 Billion by 2033 Straits Research
10/08/2024
8
Tsakos Energy Navigation Second Quarter 2024 Earnings Beats Expectations
10/10/2024

About Tsakos Energy 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 Tsakos or other stocks. Alpha measures the amount that position in Tsakos Energy Navigation 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 Yield0.260.09230.0930.096
Price To Sales Ratio0.260.550.750.41
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Tsakos Energy in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Tsakos Energy's short interest history, or implied volatility extrapolated from Tsakos Energy options trading.

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Align your risk with return expectations

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
When determining whether Tsakos Energy Navigation offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Tsakos Energy's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Tsakos Energy Navigation Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Tsakos Energy Navigation Stock:
Tsakos Energy 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 Tsakos Energy technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Tsakos Energy 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...