How to Analyze Fortress Transp Alpha and Beta - FTAI

Fortress Transp Infra Stock Alpha and Beta Analysis

FTAI Stock  USD 130.15  0.49  0.38%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Fortress Transp Infra. It also helps investors analyze the systematic and unsystematic risks associated with investing in Fortress Transp over a specified time horizon. Remember, high Fortress Transp'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 Fortress Transp's market risk premium analysis include:
Beta
2.1
Alpha
(0.05)
Risk
2.97
Sharpe Ratio
0.0155
Expected Return
0.046
Please note that although Fortress Transp alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Fortress Transp did 0.05  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Fortress Transp Infra stock's relative risk over its benchmark. Fortress Transp Infra has a beta of 2.10  . As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Fortress Transp will likely underperform. As of now, Fortress Transp's Price Book Value Ratio is increasing as compared to previous years. The Fortress Transp's current Price Fair Value is estimated to increase to 27.76, while Book Value Per Share is projected to decrease to 1.67.

Enterprise Value

7.42 Billion

84%5%
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.
  
Check out Fortress Transp Backtesting, Fortress Transp Valuation, Fortress Transp Correlation, Fortress Transp Hype Analysis, Fortress Transp Volatility, Fortress Transp History and analyze Fortress Transp Performance.

Fortress Transp Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Fortress Transp market risk premium is the additional return an investor will receive from holding Fortress Transp 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 Fortress Transp. 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 Fortress Transp's performance over market.
α-0.05   β2.10
0.0281-0.0485-0.15990.00510.0347100%

Fortress Transp 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 Fortress Transp's Buy-and-hold return. Our buy-and-hold chart shows how Fortress Transp performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Fortress Transp Market Price Analysis

Market price analysis indicators help investors to evaluate how Fortress Transp stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Fortress Transp shares will generate the highest return on investment. By understating and applying Fortress Transp stock market price indicators, traders can identify Fortress Transp position entry and exit signals to maximize returns.

Fortress Transp Return and Market Media

The median price of Fortress Transp for the period between Thu, Sep 19, 2024 and Wed, Dec 18, 2024 is 144.67 with a coefficient of variation of 9.63. The daily time series for the period is distributed with a sample standard deviation of 14.1, arithmetic mean of 146.47, and mean deviation of 11.65. The Stock received a lot of media exposure during the period.
 Price Growth (%)  
JavaScript chart by amCharts 3.21.1512345678910111213OctNovDec 0102030
JavaScript chart by amCharts 3.21.15Fortress Transp Infra Fortress Transp Infra Dividend Benchmark Dow Jones Industrial
       Timeline  
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11/04/2024
4
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11/19/2024
5
Disposition of 20000 shares by Paul Goodwin of Fortress Transp at 174.36 subject to Rule 16b-3
11/22/2024
 
Fortress Transp dividend paid on 25th of November 2024
11/25/2024
7
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11/27/2024
8
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12/03/2024
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12/04/2024
10
Luxor Capital Group LP Buys New Stake in FTAI Aviation Ltd.
12/09/2024
11
Zacks Investment Management Makes New Investment in FTAI Aviation Ltd.
12/12/2024
12
Acquisition by Ray Robinson of 648 shares of Fortress Transp subject to Rule 16b-3
12/16/2024
13
FTAI Aviations SWOT analysis engine market strength fuels stock growth
12/17/2024

About Fortress Transp 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 Fortress or other stocks. Alpha measures the amount that position in Fortress Transp Infra 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 Yield0.06430.09140.03270.057
Price To Sales Ratio4.872.43.963.76

Fortress Transp Upcoming Company Events

As portrayed in its financial statements, the presentation of Fortress Transp's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Fortress Transp's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Fortress Transp's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Fortress Transp. Please utilize our Beneish M Score to check the likelihood of Fortress Transp's management manipulating its earnings.
22nd of February 2024
Upcoming Quarterly Report
View
24th of April 2024
Next Financial Report
View
31st of December 2023
Next Fiscal Quarter End
View
22nd of February 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 Fortress Transp

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.

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Align your risk with return expectations

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
When determining whether Fortress Transp Infra offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Fortress Transp's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Fortress Transp Infra Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Fortress Transp Infra Stock:
Fortress Transp 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.
A focus of Fortress Transp technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Fortress Transp trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...

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