Flotek Industries Stock Alpha and Beta Analysis
| FTK Stock | USD 8.84 0.02 0.23% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Flotek Industries. It also helps investors analyze the systematic and unsystematic risks associated with investing in Flotek Industries over a specified time horizon. Remember, high Flotek Industries' 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 Flotek Industries' market risk premium analysis include:
Beta 2.03 | Alpha 1.02 | Risk 5.05 | Sharpe Ratio 0.21 | Expected Return 1.07 |
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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Flotek Industries Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Flotek Industries market risk premium is the additional return an investor will receive from holding Flotek Industries 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 Flotek Industries. 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 Flotek Industries' performance over market.| α | 1.02 | β | 2.03 |
Flotek Industries 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 Flotek Industries' Buy-and-hold return. Our buy-and-hold chart shows how Flotek Industries performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Flotek Industries Market Price Analysis
Market price analysis indicators help investors to evaluate how Flotek Industries stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Flotek Industries shares will generate the highest return on investment. By understating and applying Flotek Industries stock market price indicators, traders can identify Flotek Industries position entry and exit signals to maximize returns.
Flotek Industries Return and Market Media
The median price of Flotek Industries for the period between Sun, Oct 20, 2024 and Sat, Jan 18, 2025 is 8.08 with a coefficient of variation of 19.26. The daily time series for the period is distributed with a sample standard deviation of 1.47, arithmetic mean of 7.66, and mean deviation of 1.17. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Flotek Industries 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 Flotek or other stocks. Alpha measures the amount that position in Flotek Industries 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.
Flotek Industries Upcoming Company Events
As portrayed in its financial statements, the presentation of Flotek Industries' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Flotek Industries' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Flotek Industries' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Flotek Industries. Please utilize our Beneish M Score to check the likelihood of Flotek Industries' management manipulating its earnings.
| 18th of March 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Flotek Industries
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Align your risk with return expectations
Check out Flotek Industries Backtesting, Flotek Industries Valuation, Flotek Industries Correlation, Flotek Industries Hype Analysis, Flotek Industries Volatility, Flotek Industries History and analyze Flotek Industries Performance. For more information on how to buy Flotek Stock please use our How to buy in Flotek Stock guide.You can also try the Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
Flotek Industries 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.