Franklin Bsp Realty Stock Alpha and Beta Analysis
| FBRT Stock | USD 13.01 0.15 1.17% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Franklin BSP Realty. It also helps investors analyze the systematic and unsystematic risks associated with investing in Franklin BSP over a specified time horizon. Remember, high Franklin BSP'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 Franklin BSP's market risk premium analysis include:
Beta 0.83 | Alpha (0.05) | Risk 1.16 | Sharpe Ratio (0) | Expected Return (0) |
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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.
Franklin |
Franklin BSP Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Franklin BSP market risk premium is the additional return an investor will receive from holding Franklin BSP 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 BSP. 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 BSP's performance over market.| α | -0.05 | β | 0.83 |
Franklin BSP 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 BSP's Buy-and-hold return. Our buy-and-hold chart shows how Franklin BSP performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Franklin BSP Market Price Analysis
Market price analysis indicators help investors to evaluate how Franklin BSP 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 BSP shares will generate the highest return on investment. By understating and applying Franklin BSP stock market price indicators, traders can identify Franklin BSP position entry and exit signals to maximize returns.
Franklin BSP Return and Market Media
The median price of Franklin BSP for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 12.95 with a coefficient of variation of 1.59. The daily time series for the period is distributed with a sample standard deviation of 0.21, arithmetic mean of 12.95, and mean deviation of 0.17. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Peter McDonough of 6208 shares of Franklin BSP subject to Rule 16b-3 | 09/04/2024 |
2 | Benefit Street Partners L.L.C. Announces Closing of Three Senior Loans Aggregating 265 Million on a Multifamily Portfolio | 09/10/2024 |
3 | Franklin BSP Realty Trust, Inc. Outlook Bullish for 10.6 Yielder - Income Investors | 09/13/2024 |
4 | Franklin BSP Realty Trust, Inc. Announces Third Quarter 2024 Common Stock Dividend of 0.355 Per Share and Series E Cumulative Redeemable Preferred Stock Dividen... | 09/16/2024 |
5 | 1832 Asset Management L.P. Boosts Stock Holdings in Franklin BSP Realty Trust, Inc. - MarketBeat | 09/25/2024 |
6 | Acquisition by Elizabeth Tuppeny of 1187 shares of Franklin BSP at 25.27 subject to Rule 16b-3 | 10/04/2024 |
| Franklin BSP dividend paid on 10th of October 2024 | 10/10/2024 |
7 | With 63 percent institutional ownership, Franklin BSP Realty Trust, Inc. is a favorite amongst the big guns | 10/22/2024 |
8 | Franklin BSP Realty Trust Non-GAAP EPS of -0.10 misses by 0.50 | 11/04/2024 |
9 | Franklin BSP Realty Trust Inc Q3 2024 Earnings Call Highlights Navigating Challenges ... | 11/06/2024 |
10 | Franklin BSP Realty Trust, Inc. Q3 2024 Earnings Call Transcript | 11/07/2024 |
11 | Hunton Andrews Kurth Advises on 200 Million At-The-Market Public Offering by Franklin BSP Realty Trust, Inc. - Hunton Andrews Kurth LLP | 11/18/2024 |
About Franklin BSP 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 BSP Realty 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 | 0.1 | 0.15 | 0.13 | 0.14 | Price To Sales Ratio | 2.93 | 2.52 | 1.95 | 1.85 |
Franklin BSP Upcoming Company Events
As portrayed in its financial statements, the presentation of Franklin BSP's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Franklin BSP's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Franklin BSP's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Franklin BSP. Please utilize our Beneish M Score to check the likelihood of Franklin BSP's management manipulating its earnings.
| 14th of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 14th of February 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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Additional Tools for Franklin Stock Analysis
When running Franklin BSP's price analysis, check to measure Franklin BSP'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 Franklin BSP is operating at the current time. Most of Franklin BSP's value examination focuses on studying past and present price action to predict the probability of Franklin BSP's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Franklin BSP's price. Additionally, you may evaluate how the addition of Franklin BSP to your portfolios can decrease your overall portfolio volatility.