Fundamental Global Stock Alpha and Beta Analysis
| FGF Stock | USD 31.02 1.32 4.44% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Fundamental Global. It also helps investors analyze the systematic and unsystematic risks associated with investing in Fundamental Global over a specified time horizon. Remember, high Fundamental Global'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 Fundamental Global's market risk premium analysis include:
Beta 0.0408 | Alpha 0.59 | Risk 8.56 | Sharpe Ratio 0.0741 | Expected Return 0.63 |
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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.
Fundamental |
Fundamental Global Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Fundamental Global market risk premium is the additional return an investor will receive from holding Fundamental Global 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 Fundamental Global. 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 Fundamental Global's performance over market.| α | 0.59 | β | 0.04 |
Fundamental Global 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 Fundamental Global's Buy-and-hold return. Our buy-and-hold chart shows how Fundamental Global performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Fundamental Global Market Price Analysis
Market price analysis indicators help investors to evaluate how Fundamental Global stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Fundamental Global shares will generate the highest return on investment. By understating and applying Fundamental Global stock market price indicators, traders can identify Fundamental Global position entry and exit signals to maximize returns.
Fundamental Global Return and Market Media
The median price of Fundamental Global for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 24.88 with a coefficient of variation of 15.41. The daily time series for the period is distributed with a sample standard deviation of 3.78, arithmetic mean of 24.52, and mean deviation of 2.55. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Top Chinese Dividend Stocks To Watch In September 2024 | 09/05/2024 |
2 | Fundamental Global Completes Combination with Strong Global Entertainment | 09/30/2024 |
3 | Fundamental Global Inc. Announces Reverse Stock Split | 10/28/2024 |
4 | Dow Falls Over 200 Points Marriott Posts Downbeat Earnings | 11/04/2024 |
5 | Acquisition by Swets Larry G Jr of 103 shares of Fundamental Global at 22.248 subject to Rule 16b-3 | 11/05/2024 |
6 | Fundamental Global Inc Reports Q3 EPS of 15.06 and Revenue of 10. ... | 11/14/2024 |
7 | Acquisition by Fundamental Global Gp, Llc of 3156 shares of Fundamental Global at 17.05 subject to Rule 16b-3 | 11/19/2024 |
8 | Acquisition by Fundamental Global Gp, Llc of 4586 shares of Fundamental Global at 16.98 subject to Rule 16b-3 | 11/20/2024 |
9 | Acquisition by Fundamental Global Gp, Llc of 2279 shares of Fundamental Global at 17.59 subject to Rule 16b-3 | 11/21/2024 |
10 | Acquisition by Fundamental Global Gp, Llc of 2712 shares of Fundamental Global at 18.5 subject to Rule 16b-3 | 11/25/2024 |
About Fundamental Global 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 Fundamental or other stocks. Alpha measures the amount that position in Fundamental Global 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) | PTB Ratio | 14.41 | 15.34 | 0.38 | 0.36 | Dividend Yield | 0.003453 | 0.003127 | 0.11 | 0.12 |
Fundamental Global Upcoming Company Events
As portrayed in its financial statements, the presentation of Fundamental Global's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Fundamental Global's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Fundamental Global's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Fundamental Global. Please utilize our Beneish M Score to check the likelihood of Fundamental Global's management manipulating its earnings.
| 22nd of March 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Other Information on Investing in Fundamental Stock
Fundamental Global financial ratios help investors to determine whether Fundamental 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 Fundamental with respect to the benefits of owning Fundamental Global security.