PerformanceRiskValuationProfitabilityCashflowLiquidityESGRevenue & Geographic ExposureForecastFinancial GrowthIncome GrowthCashflow GrowthBalance Sheet Growth
Texas Instruments Incorporated (TXN)
205.980.01 (0.00%)
205.24 - 207.41
139.95 - 221.69
4.54M / 6.59M (Avg.)
37.73 | 5.46
Total Return
22.64%
Annual Return
7.09%
Risk (Volatility)
31.62%
Risk-Return Assessment:
22.64%
Strong cumulative return significantly outpacing inflation and market expectations.
7.09%
Return is positive but below market average.
31.62%
High volatility suggests significant price swings and higher risk.
0.46
Low or negative Sharpe ratio suggests poor risk-adjusted performance.
0.38
Low Sortino ratio suggests poor downside risk management.
33.90%
Large maximum drawdown suggests significant potential losses.
0.21
Low Calmar ratio suggests poor return relative to drawdown risk.
1.29
Beta close to 1.0 indicates market-like sensitivity.
-9.31%
Negative alpha suggests underperformance relative to the benchmark.
12.66%
High VaR suggests significant potential losses in extreme scenarios based on given confidence interval.
20.62%
High CVaR suggests significant losses in worst-case scenarios.
-0.23
Low information ratio suggests poor active management value.
47.24%
Lower R-squared indicates performance is not strongly correlated with market, so returns are independent of overall market movements.
6.46
High Treynor ratio indicates excellent return per unit of market risk.
126.48%
High upside capture indicates strong participation in market gains.
138.17%
High downside capture suggests full participation in market losses.