Fiscalnote Holdings Stock Alpha and Beta Analysis
| NOTE Stock | USD 0.92 0.05 6.18% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as FiscalNote Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in FiscalNote Holdings over a specified time horizon. Remember, high FiscalNote Holdings' 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 FiscalNote Holdings' market risk premium analysis include:
Beta 1.86 | Alpha (0.73) | Risk 3.6 | Sharpe Ratio (0.20) | Expected Return (0.71) |
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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.
FiscalNote |
FiscalNote Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. FiscalNote Holdings market risk premium is the additional return an investor will receive from holding FiscalNote Holdings 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 FiscalNote Holdings. 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 FiscalNote Holdings' performance over market.| α | -0.73 | β | 1.86 |
FiscalNote Holdings 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 FiscalNote Holdings' Buy-and-hold return. Our buy-and-hold chart shows how FiscalNote Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.FiscalNote Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how FiscalNote Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading FiscalNote Holdings shares will generate the highest return on investment. By understating and applying FiscalNote Holdings stock market price indicators, traders can identify FiscalNote Holdings position entry and exit signals to maximize returns.
FiscalNote Holdings Return and Market Media
The median price of FiscalNote Holdings for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 1.19 with a coefficient of variation of 15.02. The daily time series for the period is distributed with a sample standard deviation of 0.17, arithmetic mean of 1.12, and mean deviation of 0.14. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 25000 shares by Hwang Tim of FiscalNote Holdings at 1.2751 subject to Rule 16b-3 | 09/03/2024 |
2 | Acquisition by Yiu Conrad of 6000 shares of FiscalNote Holdings subject to Rule 16b-3 | 09/04/2024 |
3 | Disposition of 940 shares by Resnik Josh of FiscalNote Holdings at 1.1786 subject to Rule 16b-3 | 09/09/2024 |
4 | Acquisition by Richard Henderson of 150000 shares of FiscalNote Holdings at 1.46 subject to Rule 16b-3 | 09/13/2024 |
5 | The Contentapocalypse is Coming | 09/30/2024 |
6 | Acquisition by Gerald Yao of 85714 shares of FiscalNote Holdings at 1.97 subject to Rule 16b-3 | 10/11/2024 |
7 | Remembering the Face of Your Father | 10/16/2024 |
8 | Disposition of 793 shares by Todd Aman of FiscalNote Holdings at 1.3998 subject to Rule 16b-3 | 10/18/2024 |
9 | FiscalNote to Report Third Quarter 2024 Financial Results Host Conference Call on November 12, 2024 | 10/29/2024 |
10 | FiscalNote Announces Sale Of Aicel Technologies, Inc. For 9.65 Million In Total Consideration | 10/31/2024 |
11 | Disposition of 46255 shares by Hwang Tim of FiscalNote Holdings at 0.8349 subject to Rule 16b-3 | 11/01/2024 |
12 | Fiscalnote president and COO sells shares worth 2,946 | 11/05/2024 |
13 | FiscalNote Holdings Inc Q3 2024 Everything You Need To Know Ahead Of Earnings | 11/11/2024 |
14 | FiscalNote Announces Leadership Succession Plan to Drive Next Phase of Growth | 11/12/2024 |
15 | FiscalNote Q3 2024 Earnings Call Transcript | 11/13/2024 |
16 | Disposition of 447 shares by Todd Aman of FiscalNote Holdings at 0.81 subject to Rule 16b-3 | 11/15/2024 |
17 | FiscalNote Holdings, Inc. Q3 2024 Earnings Call Transcript | 11/18/2024 |
18 | Fiscalnote SVP Aman Todd sells shares worth 362 | 11/19/2024 |
19 | Disposition of 938 shares by Resnik Josh of FiscalNote Holdings at 1.3881 subject to Rule 16b-3 | 11/21/2024 |
About FiscalNote Holdings 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 FiscalNote or other stocks. Alpha measures the amount that position in FiscalNote 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) | Graham Number | 18.34 | 12.67 | 2.56 | 2.43 | Receivables Turnover | 7.42 | 7.63 | 7.32 | 8.62 |
FiscalNote Holdings Upcoming Company Events
As portrayed in its financial statements, the presentation of FiscalNote Holdings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, FiscalNote Holdings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of FiscalNote Holdings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of FiscalNote Holdings. Please utilize our Beneish M Score to check the likelihood of FiscalNote Holdings' management manipulating its earnings.
| 26th of March 2024 Upcoming Quarterly Report | View | |
| 8th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 26th of March 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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Check out FiscalNote Holdings Backtesting, FiscalNote Holdings Valuation, FiscalNote Holdings Correlation, FiscalNote Holdings Hype Analysis, FiscalNote Holdings Volatility, FiscalNote Holdings History and analyze FiscalNote Holdings Performance. For information on how to trade FiscalNote Stock refer to our How to Trade FiscalNote Stock guide.You can also try the CEOs Directory module to screen CEOs from public companies around the world.
FiscalNote Holdings 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.