Freedom Holding Corp Stock Alpha and Beta Analysis
| FRHC Stock | USD 117.30 5.41 4.41% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Freedom Holding Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Freedom Holding over a specified time horizon. Remember, high Freedom Holding'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 Freedom Holding's market risk premium analysis include:
Beta 0.54 | Alpha 0.47 | Risk 1.81 | Sharpe Ratio 0.24 | Expected Return 0.43 |
Enterprise Value |
|
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.
Freedom |
Freedom Holding Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Freedom Holding market risk premium is the additional return an investor will receive from holding Freedom Holding 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 Freedom Holding. 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 Freedom Holding's performance over market.| α | 0.47 | β | 0.54 |
Freedom Holding 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 Freedom Holding's Buy-and-hold return. Our buy-and-hold chart shows how Freedom Holding performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Freedom Holding Market Price Analysis
Market price analysis indicators help investors to evaluate how Freedom Holding stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Freedom Holding shares will generate the highest return on investment. By understating and applying Freedom Holding stock market price indicators, traders can identify Freedom Holding position entry and exit signals to maximize returns.
Freedom Holding Return and Market Media
The median price of Freedom Holding for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 97.85 with a coefficient of variation of 8.7. The daily time series for the period is distributed with a sample standard deviation of 8.78, arithmetic mean of 100.87, and mean deviation of 7.57. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Freedom Reaches New 52-Week High at 97.87 | 09/18/2024 |
2 | Freedom Holding shareholders have earned a 50 percent CAGR over the last five years | 09/27/2024 |
3 | Disposition of tradable shares by Sergey Lukyanov of Freedom Holding subject to Rule 16b-3 | 10/02/2024 |
4 | Freedom Holding Corp stock hits 52-week high at 98.08 - Investing.com | 10/03/2024 |
5 | Freedom Holding About 7x Increase In Market Cap In 5 Years - More To Come - Seeking Alpha | 10/16/2024 |
6 | Freedom Sets New 12-Month High Should You Buy | 10/25/2024 |
7 | Freedom Reaches New 12-Month High Heres What Happened | 11/08/2024 |
8 | Disposition of 5412 shares by Azamat Yerdessov of Freedom Holding at 116.08 subject to Rule 16b-3 | 11/13/2024 |
9 | Disposition of 2250 shares by Azamat Yerdessov of Freedom Holding at 116.4 subject to Rule 16b-3 | 11/14/2024 |
10 | Disposition of 7521 shares by Azamat Yerdessov of Freedom Holding at 116.52 subject to Rule 16b-3 | 11/18/2024 |
11 | Disposition of 2317 shares by Azamat Yerdessov of Freedom Holding at 116.84 subject to Rule 16b-3 | 11/19/2024 |
About Freedom Holding 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 Freedom or other stocks. Alpha measures the amount that position in Freedom Holding Corp 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.
| 2023 | 2024 (projected) | Dividend Yield | 2.5E-5 | 2.4E-5 | Price To Sales Ratio | 3.89 | 3.69 |
Freedom Holding Upcoming Company Events
As portrayed in its financial statements, the presentation of Freedom Holding's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Freedom Holding's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Freedom Holding's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Freedom Holding. Please utilize our Beneish M Score to check the likelihood of Freedom Holding's management manipulating its earnings.
| 13th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Freedom Holding
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 Freedom Holding Backtesting, Freedom Holding Valuation, Freedom Holding Correlation, Freedom Holding Hype Analysis, Freedom Holding Volatility, Freedom Holding History and analyze Freedom Holding Performance. You can also try the Technical Analysis module to check basic technical indicators and analysis based on most latest market data.
Freedom Holding 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.