Fact Ii Acquisition Stock Alpha and Beta Analysis
| FACTW Stock | 0.18 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as FACT II Acquisition. It also helps investors analyze the systematic and unsystematic risks associated with investing in FACT II over a specified time horizon. Remember, high FACT II'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 FACT II's market risk premium analysis include:
Beta 0.0645 | Alpha (0.59) | Risk 288.96 | Sharpe Ratio 0.29 | Expected Return 82.81 |
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.
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FACT II Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. FACT II market risk premium is the additional return an investor will receive from holding FACT II 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 FACT II. 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 FACT II's performance over market.| α | -0.59 | β | 0.06 |
FACT II Opportunities
FACT II Return and Market Media
The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About FACT II 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 FACT or other stocks. Alpha measures the amount that position in FACT II Acquisition 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.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards FACT II in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, FACT II's short interest history, or implied volatility extrapolated from FACT II options trading.
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Additional Tools for FACT Stock Analysis
When running FACT II's price analysis, check to measure FACT II'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 FACT II is operating at the current time. Most of FACT II's value examination focuses on studying past and present price action to predict the probability of FACT II's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move FACT II's price. Additionally, you may evaluate how the addition of FACT II to your portfolios can decrease your overall portfolio volatility.