Fidelis Insurance Holdings Stock Alpha and Beta Analysis
| FIHL Stock | 20.59 0.20 0.98% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Fidelis Insurance Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Fidelis Insurance over a specified time horizon. Remember, high Fidelis Insurance'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 Fidelis Insurance's market risk premium analysis include:
Beta 1.14 | Alpha 0.0681 | Risk 2.15 | Sharpe Ratio 0.0997 | Expected Return 0.21 |
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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.
Fidelis |
Fidelis Insurance Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Fidelis Insurance market risk premium is the additional return an investor will receive from holding Fidelis Insurance 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 Fidelis Insurance. 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 Fidelis Insurance's performance over market.| α | 0.07 | β | 1.14 |
Fidelis Insurance 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 Fidelis Insurance's Buy-and-hold return. Our buy-and-hold chart shows how Fidelis Insurance performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Fidelis Insurance Market Price Analysis
Market price analysis indicators help investors to evaluate how Fidelis Insurance stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Fidelis Insurance shares will generate the highest return on investment. By understating and applying Fidelis Insurance stock market price indicators, traders can identify Fidelis Insurance position entry and exit signals to maximize returns.
Fidelis Insurance Return and Market Media
The median price of Fidelis Insurance for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 18.08 with a coefficient of variation of 4.41. The daily time series for the period is distributed with a sample standard deviation of 0.8, arithmetic mean of 18.18, and mean deviation of 0.57. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Fidelis Insurance Holdings Limited is CVC Management Holdings II Ltd.s 3rd Largest Position - MarketBeat | 09/24/2024 |
| Fidelis Insurance dividend paid on 30th of September 2024 | 09/30/2024 |
2 | Horace Mann Q3 Earnings Match Estimates | 11/04/2024 |
3 | Saul Centers Q3 FFO and Revenues Beat Estimates | 11/07/2024 |
4 | Fidelis Insurance Holdings Ltd Q3 2024 Earnings Report Preview What To Expect | 11/11/2024 |
5 | Fidelis Insurance Stock Hits 52-Week High Amid Growing Market Interest | 11/14/2024 |
6 | Fidelis Insurance Holdings SWOT analysis specialty insurers stock navigates market shifts | 11/21/2024 |
About Fidelis Insurance 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 Fidelis or other stocks. Alpha measures the amount that position in Fidelis Insurance 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 | 0.001398 | 1.99E-4 | 2.29E-4 | 2.18E-4 | Price To Sales Ratio | 1.26 | 1.67 | 0.4 | 0.38 |
Fidelis Insurance Upcoming Company Events
As portrayed in its financial statements, the presentation of Fidelis Insurance's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Fidelis Insurance's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Fidelis Insurance's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Fidelis Insurance. Please utilize our Beneish M Score to check the likelihood of Fidelis Insurance's management manipulating its earnings.
| 28th of June 2024 Upcoming Quarterly Report | View | |
| 28th of June 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 28th of June 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Fidelis Insurance
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Fidelis Insurance Backtesting, Fidelis Insurance Valuation, Fidelis Insurance Correlation, Fidelis Insurance Hype Analysis, Fidelis Insurance Volatility, Fidelis Insurance History and analyze Fidelis Insurance Performance. You can also try the Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
Fidelis Insurance 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.