Frontier Communications Parent Stock Alpha and Beta Analysis
| FYBR Stock | USD 34.87 0.07 0.20% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Frontier Communications Parent. It also helps investors analyze the systematic and unsystematic risks associated with investing in Frontier Communications over a specified time horizon. Remember, high Frontier Communications' 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 Frontier Communications' market risk premium analysis include:
Beta 0.41 | Alpha 0.39 | Risk 4.99 | Sharpe Ratio 0.0786 | Expected Return 0.39 |
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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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Frontier Communications Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Frontier Communications market risk premium is the additional return an investor will receive from holding Frontier Communications 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 Frontier Communications. 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 Frontier Communications' performance over market.| α | 0.39 | β | 0.41 |
Frontier Communications 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 Frontier Communications' Buy-and-hold return. Our buy-and-hold chart shows how Frontier Communications performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Frontier Communications Market Price Analysis
Market price analysis indicators help investors to evaluate how Frontier Communications stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Frontier Communications shares will generate the highest return on investment. By understating and applying Frontier Communications stock market price indicators, traders can identify Frontier Communications position entry and exit signals to maximize returns.
Frontier Communications Return and Market Media
The median price of Frontier Communications for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 35.41 with a coefficient of variation of 6.8. The daily time series for the period is distributed with a sample standard deviation of 2.35, arithmetic mean of 34.63, and mean deviation of 1.5. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by Ares Management Llc of 150000 shares of Frontier Communications at 14.7966 subject to Rule 16b-3 | 08/30/2024 |
2 | Disposition of 1461 shares by Alan Gardner of Frontier Communications at 24.31 subject to Rule 16b-3 | 09/03/2024 |
3 | Frontier Communications jumps on report Verizon nearing takeover | 09/04/2024 |
4 | Aristeia Capital L.L.C. Raises Stock Position in Frontier Communications Parent, Inc. - MarketBeat | 09/24/2024 |
5 | Disposition of 63129 shares by John Harrobin of Frontier Communications at 23.82 subject to Rule 16b-3 | 10/22/2024 |
6 | Frontier to Report Third-Quarter 2024 Earnings on November 5, 2024 | 10/31/2024 |
7 | Frontier Communications posts wider-than-expected Q3 loss, but beats on revenue | 11/05/2024 |
8 | Frontier Communications Parent Sees Large Volume Increase Heres What Happened | 11/13/2024 |
9 | Frontier shareholders approve Verizon merger | 11/14/2024 |
10 | Meteora Capital, LLCs Strategic Acquisition in Integrated Wellness Acquisition Corp | 11/15/2024 |
11 | Disposition of 87536 shares by Ares Management Llc of Frontier Communications at 34.9194 subject to Rule 16b-3 | 11/18/2024 |
12 | Disposition of 23491 shares by John Harrobin of Frontier Communications at 34.85 subject to Rule 16b-3 | 11/19/2024 |
13 | Insider Selling Frontier Communications Parent, Inc. EVP Sells 23,491 Shares of Stock | 11/20/2024 |
14 | Ares management reports 9.89m sale of Frontier Communications stock | 11/21/2024 |
15 | Ares management sells 16.68 million in Frontier Communications stock | 11/22/2024 |
About Frontier Communications 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 Frontier or other stocks. Alpha measures the amount that position in Frontier Communications 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 | 2023 | 2024 (projected) | Interest Coverage | 1.2 | 0.87 | 1.17 | POCF Ratio | 9.04 | 4.63 | 4.86 |
Frontier Communications Upcoming Company Events
As portrayed in its financial statements, the presentation of Frontier Communications' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Frontier Communications' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Frontier Communications' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Frontier Communications. Please utilize our Beneish M Score to check the likelihood of Frontier Communications' management manipulating its earnings.
| 23rd of February 2024 Upcoming Quarterly Report | View | |
| 3rd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 23rd 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 Frontier Stock Analysis
When running Frontier Communications' price analysis, check to measure Frontier Communications' 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 Frontier Communications is operating at the current time. Most of Frontier Communications' value examination focuses on studying past and present price action to predict the probability of Frontier Communications' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Frontier Communications' price. Additionally, you may evaluate how the addition of Frontier Communications to your portfolios can decrease your overall portfolio volatility.