Franklin Resources Stock Alpha and Beta Analysis
| BEN Stock | USD 20.15 0.10 0.50% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Franklin Resources. It also helps investors analyze the systematic and unsystematic risks associated with investing in Franklin Resources over a specified time horizon. Remember, high Franklin Resources' 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 Franklin Resources' market risk premium analysis include:
Beta 0.72 | Alpha (0.09) | Risk 1.7 | Sharpe Ratio (0.01) | Expected Return (0.02) |
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.
Franklin |
Franklin Resources Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Franklin Resources market risk premium is the additional return an investor will receive from holding Franklin Resources 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 Franklin Resources. 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 Franklin Resources' performance over market.| α | -0.09 | β | 0.72 |
Franklin Resources 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 Franklin Resources' Buy-and-hold return. Our buy-and-hold chart shows how Franklin Resources performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Franklin Resources Market Price Analysis
Market price analysis indicators help investors to evaluate how Franklin Resources stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Franklin Resources shares will generate the highest return on investment. By understating and applying Franklin Resources stock market price indicators, traders can identify Franklin Resources position entry and exit signals to maximize returns.
Franklin Resources Return and Market Media
The median price of Franklin Resources for the period between Fri, Nov 1, 2024 and Thu, Jan 30, 2025 is 20.64 with a coefficient of variation of 4.52. The daily time series for the period is distributed with a sample standard deviation of 0.94, arithmetic mean of 20.78, and mean deviation of 0.82. The Stock did not receive any noticable media coverage during the period.About Franklin Resources 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 Franklin or other stocks. Alpha measures the amount that position in Franklin Resources 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.
Franklin Resources Upcoming Company Events
As portrayed in its financial statements, the presentation of Franklin Resources' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Franklin Resources' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Franklin Resources' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Franklin Resources. Please utilize our Beneish M Score to check the likelihood of Franklin Resources' management manipulating its earnings.
| 29th of January 2024 Upcoming Quarterly Report | View | |
| 6th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 29th of October 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of September 2023 Last Financial Announcement | View |
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Check out Franklin Resources Backtesting, Franklin Resources Valuation, Franklin Resources Correlation, Franklin Resources Hype Analysis, Franklin Resources Volatility, Franklin Resources History and analyze Franklin Resources Performance. To learn how to invest in Franklin Stock, please use our How to Invest in Franklin Resources guide.You can also try the Stock Tickers module to use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites.
Franklin Resources 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.