Ftai Infrastructure Stock Alpha and Beta Analysis
| FIP Stock | USD 8.47 0.01 0.12% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as FTAI Infrastructure. It also helps investors analyze the systematic and unsystematic risks associated with investing in FTAI Infrastructure over a specified time horizon. Remember, high FTAI Infrastructure'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 FTAI Infrastructure's market risk premium analysis include:
Beta 2.13 | Alpha (0.33) | Risk 3.14 | Sharpe Ratio (0.03) | Expected Return (0.08) |
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.
FTAI |
FTAI Infrastructure Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. FTAI Infrastructure market risk premium is the additional return an investor will receive from holding FTAI Infrastructure 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 FTAI Infrastructure. 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 FTAI Infrastructure's performance over market.| α | -0.33 | β | 2.13 |
FTAI Infrastructure 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 FTAI Infrastructure's Buy-and-hold return. Our buy-and-hold chart shows how FTAI Infrastructure performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.FTAI Infrastructure Market Price Analysis
Market price analysis indicators help investors to evaluate how FTAI Infrastructure stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading FTAI Infrastructure shares will generate the highest return on investment. By understating and applying FTAI Infrastructure stock market price indicators, traders can identify FTAI Infrastructure position entry and exit signals to maximize returns.
FTAI Infrastructure Return and Market Media
The median price of FTAI Infrastructure for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 8.99 with a coefficient of variation of 4.74. The daily time series for the period is distributed with a sample standard deviation of 0.42, arithmetic mean of 8.95, and mean deviation of 0.34. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Where are the Opportunities in - Stock Traders Daily | 09/24/2024 |
2 | FTAI Infrastructure Inc. Stake Lowered by Long Focus Capital Management LLC - MarketBeat | 09/27/2024 |
3 | FTAI Infrastructures SWOT analysis stock poised for growth amid AI boom - Investing.com India | 09/30/2024 |
4 | FTAI Infrastructure Inc Q3 2024 Earnings Report Preview What To Expect | 10/29/2024 |
5 | Earnings To Watch FTAI Infrastructure Inc Reports Q3 2024 Result | 10/30/2024 |
6 | FTAI Infrastructure Inc. Plans Quarterly Dividend of 0.03 | 11/01/2024 |
7 | FIP acquires American Spool Packaging Inc. | 11/06/2024 |
| FTAI Infrastructure dividend paid on 19th of November 2024 | 11/19/2024 |
8 | Acquisition by Fig Buyer Gp, Llc of 1983 shares of FTAI Infrastructure at 1.9 subject to Rule 16b-3 | 11/22/2024 |
About FTAI Infrastructure 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 FTAI or other stocks. Alpha measures the amount that position in FTAI Infrastructure 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.0353 | 0.0207 | Price To Sales Ratio | 1.25 | 2.31 |
FTAI Infrastructure Upcoming Company Events
As portrayed in its financial statements, the presentation of FTAI Infrastructure's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, FTAI Infrastructure's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of FTAI Infrastructure's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of FTAI Infrastructure. Please utilize our Beneish M Score to check the likelihood of FTAI Infrastructure's management manipulating its earnings.
| 6th of March 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Additional Tools for FTAI Stock Analysis
When running FTAI Infrastructure's price analysis, check to measure FTAI Infrastructure'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 FTAI Infrastructure is operating at the current time. Most of FTAI Infrastructure's value examination focuses on studying past and present price action to predict the probability of FTAI Infrastructure's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move FTAI Infrastructure's price. Additionally, you may evaluate how the addition of FTAI Infrastructure to your portfolios can decrease your overall portfolio volatility.