Federal Realty Investment Stock Alpha and Beta Analysis
| FRT Stock | USD 105.39 1.37 1.32% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Federal Realty Investment. It also helps investors analyze the systematic and unsystematic risks associated with investing in Federal Realty over a specified time horizon. Remember, high Federal Realty'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 Federal Realty's market risk premium analysis include:
Beta 0.12 | Alpha (0.08) | Risk 1.18 | Sharpe Ratio (0.08) | Expected Return (0.09) |
Federal Realty 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.
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Federal Realty Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Federal Realty market risk premium is the additional return an investor will receive from holding Federal Realty 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 Federal Realty. 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 Federal Realty's performance over market.| α | -0.08 | β | 0.12 |
Federal Realty 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 Federal Realty's Buy-and-hold return. Our buy-and-hold chart shows how Federal Realty performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Federal Realty Market Price Analysis
Market price analysis indicators help investors to evaluate how Federal Realty stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Federal Realty shares will generate the highest return on investment. By understating and applying Federal Realty stock market price indicators, traders can identify Federal Realty position entry and exit signals to maximize returns.
Federal Realty Return and Market Media
The median price of Federal Realty for the period between Sun, Oct 20, 2024 and Sat, Jan 18, 2025 is 112.13 with a coefficient of variation of 2.71. The daily time series for the period is distributed with a sample standard deviation of 3.01, arithmetic mean of 111.15, and mean deviation of 2.19. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Federal REIT FFO of 1.71 misses by 0.01, revenue of 303.63M beats by 2.13M | 10/30/2024 |
2 | Earnings call Federal Realty posts record FFO in Q3, eyes growth | 11/22/2024 |
3 | Why Is Federal Realty Investment Trust Among the Dividend Kings You Should Consider | 12/04/2024 |
4 | Quantinno Capital Management LP Raises Stake in Federal Realty Investment Trust | 12/10/2024 |
5 | Federal Realty Investment Trusts SWOT analysis mixed-use REIT stock faces retail headwinds | 12/16/2024 |
6 | Better Dividend Stock Federal Realty vs. AGNC Investment - The Motley Fool | 12/26/2024 |
7 | Disposition of 5684 shares by Donald Wood of Federal Realty at 116.4378 subject to Rule 16b-3 | 12/27/2024 |
8 | Disposition of 15515 shares by Jeffrey Berkes of Federal Realty at 111.95 subject to Rule 16b-3 | 12/31/2024 |
9 | Acquisition by David Faeder of 804 shares of Federal Realty subject to Rule 16b-3 | 01/02/2025 |
10 | Federal Realty Investment Trust Navigating Market Fluctuations | 01/08/2025 |
11 | Federal Realty Investment Trust Announces Q4 2024 Earnings Release Date | 01/13/2025 |
| Federal Realty dividend paid on 15th of January 2025 | 01/15/2025 |
12 | Federal Realtys Quarterly Earnings Preview What You Need to Know - MSN | 01/16/2025 |
About Federal Realty 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 Federal or other stocks. Alpha measures the amount that position in Federal Realty Investment 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.
| 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.043 | 0.0429 | 0.0493 | Price To Sales Ratio | 7.51 | 7.4 | 6.66 |
Federal Realty Upcoming Company Events
As portrayed in its financial statements, the presentation of Federal Realty's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Federal Realty's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Federal Realty's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Federal Realty. Please utilize our Beneish M Score to check the likelihood of Federal Realty's management manipulating its earnings.
| 12th of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 12th 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 Federal Stock Analysis
When running Federal Realty's price analysis, check to measure Federal Realty'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 Federal Realty is operating at the current time. Most of Federal Realty's value examination focuses on studying past and present price action to predict the probability of Federal Realty's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Federal Realty's price. Additionally, you may evaluate how the addition of Federal Realty to your portfolios can decrease your overall portfolio volatility.