Federal Signal Stock Alpha and Beta Analysis
| FSS Stock | USD 97.54 1.67 1.74% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Federal Signal. It also helps investors analyze the systematic and unsystematic risks associated with investing in Federal Signal over a specified time horizon. Remember, high Federal Signal'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 Federal Signal's market risk premium analysis include:
Beta 1.74 | Alpha (0.14) | Risk 2.02 | Sharpe Ratio 0.0551 | Expected Return 0.11 |
Federal Signal Quarterly Cash And Equivalents |
|
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.
Federal |
Federal Signal Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Federal Signal market risk premium is the additional return an investor will receive from holding Federal Signal 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 Federal Signal. 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 Federal Signal's performance over market.| α | -0.14 | β | 1.74 |
Federal Signal 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 Federal Signal's Buy-and-hold return. Our buy-and-hold chart shows how Federal Signal performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Federal Signal Market Price Analysis
Market price analysis indicators help investors to evaluate how Federal Signal stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Federal Signal shares will generate the highest return on investment. By understating and applying Federal Signal stock market price indicators, traders can identify Federal Signal position entry and exit signals to maximize returns.
Federal Signal Return and Market Media
The median price of Federal Signal for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 90.6 with a coefficient of variation of 4.24. The daily time series for the period is distributed with a sample standard deviation of 3.8, arithmetic mean of 89.51, and mean deviation of 3.23. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Federal Signal dividend paid on 30th of August 2024 | 08/30/2024 |
1 | Acquisition by John Workman of 5000 shares of Federal Signal at 12.69 subject to Rule 16b-3 | 09/13/2024 |
2 | Honeywell Partners With SAMSUNG EA to Offer Carbon Capture Solution | 09/18/2024 |
3 | Federal Signal Receives IBD Stock Rating Upgrade | 10/17/2024 |
4 | Q3 2024 Federal Signal Corp Earnings Call Transcript | 11/01/2024 |
5 | Down -9.77 percent in 4 Weeks, Heres Why Federal Signal Looks Ripe for a Turnaround | 11/04/2024 |
6 | Down -10.99 percent in 4 Weeks, Heres Why You Should You Buy the Dip in Federal Signal | 11/05/2024 |
7 | Are Conglomerates Stocks Lagging Bunzl This Year | 11/08/2024 |
8 | Zacks Industry Outlook PDD Holdings and Federal Signal | 11/11/2024 |
9 | Federal Signal Has A Rock Solid Balance Sheet | 11/13/2024 |
10 | ITT Benefits From Business Strength Acquisitions Amid Risks | 11/19/2024 |
About Federal Signal 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 Federal or other stocks. Alpha measures the amount that position in Federal Signal 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 | 0.008349 | 0.007754 | 0.005109 | 0.004854 | Price To Sales Ratio | 2.17 | 1.96 | 2.7 | 2.84 |
Federal Signal Upcoming Company Events
As portrayed in its financial statements, the presentation of Federal Signal's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Federal Signal's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Federal Signal's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Federal Signal. Please utilize our Beneish M Score to check the likelihood of Federal Signal's management manipulating its earnings.
| 6th of March 2024 Upcoming Quarterly Report | View | |
| 7th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 6th of March 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 Federal Signal
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
Additional Tools for Federal Stock Analysis
When running Federal Signal's price analysis, check to measure Federal Signal's 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 Federal Signal is operating at the current time. Most of Federal Signal's value examination focuses on studying past and present price action to predict the probability of Federal Signal's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Federal Signal's price. Additionally, you may evaluate how the addition of Federal Signal to your portfolios can decrease your overall portfolio volatility.