Finance Of America Stock Alpha and Beta Analysis
| FOA Stock | USD 20.74 1.11 5.65% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Finance of America. It also helps investors analyze the systematic and unsystematic risks associated with investing in Finance Of over a specified time horizon. Remember, high Finance Of'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 Finance Of's market risk premium analysis include:
Beta 0.98 | Alpha 1.85 | Risk 8.78 | Sharpe Ratio 0.23 | Expected Return 2.04 |
Finance Of Quarterly Cash And Equivalents |
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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.
Finance |
Finance Of Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Finance Of market risk premium is the additional return an investor will receive from holding Finance Of 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 Finance Of. 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 Finance Of's performance over market.| α | 1.85 | β | 0.98 |
Finance Of 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 Finance Of's Buy-and-hold return. Our buy-and-hold chart shows how Finance Of performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Finance Of Market Price Analysis
Market price analysis indicators help investors to evaluate how Finance Of stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Finance Of shares will generate the highest return on investment. By understating and applying Finance Of stock market price indicators, traders can identify Finance Of position entry and exit signals to maximize returns.
Finance Of Return and Market Media
The median price of Finance Of for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 11.0 with a coefficient of variation of 34.76. The daily time series for the period is distributed with a sample standard deviation of 4.22, arithmetic mean of 12.15, and mean deviation of 2.92. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 15300 shares by Lauren Richmond of Finance Of at 0.7351 subject to Rule 16b-3 | 08/29/2024 |
2 | Finance of America Companies Inc Trading Down 4.06 percent on Oct 1 | 10/01/2024 |
3 | Finance of America Announces Third Quarter 2024 Earnings Release and Conference Call on November 6, 2024 | 10/23/2024 |
4 | Finance of America Announces a Nearly 98 percent Participation Rate in the Exchange Offer and Consent Solicitation for Existing 2025 Unsecured Notes | 10/28/2024 |
5 | Acquisition by Brian Libman of tradable shares of Finance Of subject to Rule 16b-3 | 10/31/2024 |
6 | LoanDepot Beats Q3 Earnings and Revenue Estimates | 11/05/2024 |
7 | Acquisition by Lance West of 100000 shares of Finance Of subject to Rule 16b-3 | 11/06/2024 |
8 | Finance of America Companies Inc Q3 2024 Earnings Call Highlights Strong Financial ... | 11/07/2024 |
9 | Finance Of America Companies Inc. Q3 2024 Earnings Call Transcript | 11/08/2024 |
10 | Disposition of 4443 shares by Engel Matthew A of Finance Of at 20.52 subject to Rule 16b-3 | 11/15/2024 |
11 | UBS Group Downgrades Finance of America Companies to Neutral | 11/21/2024 |
About Finance Of 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 Finance or other stocks. Alpha measures the amount that position in Finance of America 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.
| 2020 | 2021 | 2023 (projected) | Dividend Yield | 1.27 | 0.31 | 0.28 | Price To Sales Ratio | 0.17 | 0.14 | 0.51 |
Finance Of Upcoming Company Events
As portrayed in its financial statements, the presentation of Finance Of's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Finance Of's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Finance Of's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Finance Of. Please utilize our Beneish M Score to check the likelihood of Finance Of's management manipulating its earnings.
| 11th of March 2024 Upcoming Quarterly Report | View | |
| 13th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 11th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Finance Of
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 Finance Of Backtesting, Finance Of Valuation, Finance Of Correlation, Finance Of Hype Analysis, Finance Of Volatility, Finance Of History and analyze Finance Of Performance. You can also try the Transaction History module to view history of all your transactions and understand their impact on performance.
Finance Of 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.