Five Point Holdings Stock Alpha and Beta Analysis
| FPH Stock | USD 3.96 0.06 1.54% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Five Point Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Five Point over a specified time horizon. Remember, high Five Point'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 Five Point's market risk premium analysis include:
Beta (0.44) | Alpha 0.48 | Risk 2.81 | Sharpe Ratio 0.14 | Expected Return 0.4 |
Five Point 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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Five Point Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Five Point market risk premium is the additional return an investor will receive from holding Five Point 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 Five Point. 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 Five Point's performance over market.| α | 0.48 | β | -0.44 |
Five Point 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 Five Point's Buy-and-hold return. Our buy-and-hold chart shows how Five Point performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Five Point Market Price Analysis
Market price analysis indicators help investors to evaluate how Five Point stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Five Point shares will generate the highest return on investment. By understating and applying Five Point stock market price indicators, traders can identify Five Point position entry and exit signals to maximize returns.
Five Point Return and Market Media
The median price of Five Point for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 3.85 with a coefficient of variation of 10.3. The daily time series for the period is distributed with a sample standard deviation of 0.38, arithmetic mean of 3.71, and mean deviation of 0.34. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 118 shares by Luxor Capital Group, Lp of Five Point at 3.0311 subject to Rule 16b-3 | 09/06/2024 |
2 | Disposition of 4073 shares by Luxor Capital Group, Lp of Five Point at 3.0943 subject to Rule 16b-3 | 09/11/2024 |
3 | Disposition of 191 shares by Luxor Capital Group, Lp of Five Point at 3.4231 subject to Rule 16b-3 | 09/17/2024 |
4 | Disposition of 259 shares by Luxor Capital Group, Lp of Five Point at 3.3647 subject to Rule 16b-3 | 09/18/2024 |
5 | Disposition of tradable shares by Luxor Capital Group, Lp of Five Point at 3.4 subject to Rule 16b-3 | 09/20/2024 |
6 | ROBOTTI ROBERTs Strategic Acquisition of Five Point Holdings LLC Shares - Yahoo Finance | 09/27/2024 |
7 | Five Point Holdings, LLC Sets Date for Third Quarter 2024 Earnings Announcement and Investor Conference Call | 10/10/2024 |
8 | Five Point Holdings, LLC Announces Changes to its Board of Directors | 10/16/2024 |
9 | Five Point Holdings GAAP EPS of 0.07, revenue of 17.01M | 10/17/2024 |
10 | Q3 2024 Five Point Holdings LLC Earnings Call Transcript | 10/18/2024 |
11 | Acquisition by Levinson Sam of 3283024 shares of Five Point at 3.15 subject to Rule 16b-3 | 10/22/2024 |
12 | Acquisition by Levinson Sam of 10730 shares of Five Point subject to Rule 16b-3 | 10/23/2024 |
13 | Disposition of 11644 shares by William Browning of Five Point at 3.84 subject to Rule 16b-3 | 10/24/2024 |
14 | Five Point Holdings director Levinson buys 10.3m in shares | 10/25/2024 |
15 | Five Point Sees Unusually-High Trading Volume Heres What Happened | 10/31/2024 |
About Five Point 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 Five or other stocks. Alpha measures the amount that position in Five Point Holdings 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) | Days Sales Outstanding | 128.64 | 682.77 | 120.55 | 197.7 | PTB Ratio | 0.69 | 0.54 | 0.33 | 0.31 |
Five Point Upcoming Company Events
As portrayed in its financial statements, the presentation of Five Point's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Five Point's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Five Point's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Five Point. Please utilize our Beneish M Score to check the likelihood of Five Point's management manipulating its earnings.
| 18th of April 2024 Upcoming Quarterly Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View |
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Check out Five Point Backtesting, Five Point Valuation, Five Point Correlation, Five Point Hype Analysis, Five Point Volatility, Five Point History and analyze Five Point Performance. You can also try the Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.
Five Point 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.