4front Ventures Corp Stock Alpha and Beta Analysis
| FFNTF Stock | USD 0.03 0.0003 0.94% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as 4Front Ventures Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in 4Front Ventures over a specified time horizon. Remember, high 4Front Ventures' 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 4Front Ventures' market risk premium analysis include:
Beta (1.83) | Alpha (0.20) | Risk 10.58 | Sharpe Ratio (0.01) | Expected Return (0.15) |
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.
4Front |
4Front Ventures Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. 4Front Ventures market risk premium is the additional return an investor will receive from holding 4Front Ventures 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 4Front Ventures. 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 4Front Ventures' performance over market.| α | -0.2 | β | -1.83 |
4Front Ventures 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 4Front Ventures' Buy-and-hold return. Our buy-and-hold chart shows how 4Front Ventures performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.4Front Ventures Market Price Analysis
Market price analysis indicators help investors to evaluate how 4Front Ventures otc stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading 4Front Ventures shares will generate the highest return on investment. By understating and applying 4Front Ventures otc stock market price indicators, traders can identify 4Front Ventures position entry and exit signals to maximize returns.
4Front Ventures Return and Market Media
The median price of 4Front Ventures for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 0.048 with a coefficient of variation of 17.82. The daily time series for the period is distributed with a sample standard deviation of 0.01, arithmetic mean of 0.05, and mean deviation of 0.01. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About 4Front Ventures 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 4Front or other otcs. Alpha measures the amount that position in 4Front Ventures Corp 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 4Front Ventures 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, 4Front Ventures' short interest history, or implied volatility extrapolated from 4Front Ventures options trading.
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Other Information on Investing in 4Front OTC Stock
4Front Ventures financial ratios help investors to determine whether 4Front OTC Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in 4Front with respect to the benefits of owning 4Front Ventures security.