Fortress Transp Infra Stock Alpha and Beta Analysis
| FTAI Stock | USD 173.71 1.25 0.71% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Fortress Transp Infra. It also helps investors analyze the systematic and unsystematic risks associated with investing in Fortress Transp over a specified time horizon. Remember, high Fortress Transp'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 Fortress Transp's market risk premium analysis include:
Beta 2.19 | Alpha 0.33 | Risk 2.76 | Sharpe Ratio 0.21 | Expected Return 0.58 |
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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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Fortress Transp Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Fortress Transp market risk premium is the additional return an investor will receive from holding Fortress Transp 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 Fortress Transp. 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 Fortress Transp's performance over market.| α | 0.33 | β | 2.19 |
Fortress Transp 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 Fortress Transp's Buy-and-hold return. Our buy-and-hold chart shows how Fortress Transp performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Fortress Transp Market Price Analysis
Market price analysis indicators help investors to evaluate how Fortress Transp stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Fortress Transp shares will generate the highest return on investment. By understating and applying Fortress Transp stock market price indicators, traders can identify Fortress Transp position entry and exit signals to maximize returns.
Fortress Transp Return and Market Media
The median price of Fortress Transp for the period between Mon, Aug 26, 2024 and Sun, Nov 24, 2024 is 139.11 with a coefficient of variation of 11.42. The daily time series for the period is distributed with a sample standard deviation of 15.78, arithmetic mean of 138.17, and mean deviation of 12.79. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Is FTAI Aviation Ltd. the Best Performing Stock in 2024 | 09/26/2024 |
2 | Moog Expected to Beat Earnings Estimates What to Know Ahead of Q4 Release | 10/25/2024 |
3 | Investment Analysts Weekly Ratings Changes for FTAI Aviation | 10/31/2024 |
4 | FTAI Aviation Ltd. Q3 2024 Earnings Call Transcript | 11/01/2024 |
5 | Are Aerospace Stocks Lagging FTAI Aviation Ltd. This Year | 11/04/2024 |
6 | Hiddenite Capital Partners LP Decreases Stock Position in FTAI Aviation Ltd. | 11/13/2024 |
7 | FTAI Aviation Ltd Shares Up 2.89 percent on Nov 19 | 11/19/2024 |
About Fortress Transp 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 Fortress or other stocks. Alpha measures the amount that position in Fortress Transp Infra 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 | 0.0643 | 0.0914 | 0.0327 | 0.057 | Price To Sales Ratio | 4.87 | 2.4 | 3.96 | 3.76 |
Fortress Transp Upcoming Company Events
As portrayed in its financial statements, the presentation of Fortress Transp's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Fortress Transp's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Fortress Transp's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Fortress Transp. Please utilize our Beneish M Score to check the likelihood of Fortress Transp's management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 24th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd of February 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 Fortress Transp
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 Fortress Transp Backtesting, Fortress Transp Valuation, Fortress Transp Correlation, Fortress Transp Hype Analysis, Fortress Transp Volatility, Fortress Transp History and analyze Fortress Transp Performance. You can also try the Sectors module to list of equity sectors categorizing publicly traded companies based on their primary business activities.
Fortress Transp 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.