Flagstar Financial, Stock Alpha and Beta Analysis
| FLG Stock | 12.28 0.58 4.96% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Flagstar Financial,. It also helps investors analyze the systematic and unsystematic risks associated with investing in Flagstar Financial, over a specified time horizon. Remember, high Flagstar Financial,'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 Flagstar Financial,'s market risk premium analysis include:
Beta 2.79 | Alpha (0.10) | Risk 3.58 | Sharpe Ratio 0.0823 | Expected Return 0.29 |
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.
Flagstar |
Flagstar Financial, Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Flagstar Financial, market risk premium is the additional return an investor will receive from holding Flagstar Financial, 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 Flagstar Financial,. 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 Flagstar Financial,'s performance over market.| α | -0.1 | β | 2.79 |
Flagstar Financial, 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 Flagstar Financial,'s Buy-and-hold return. Our buy-and-hold chart shows how Flagstar Financial, performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Flagstar Financial, Market Price Analysis
Market price analysis indicators help investors to evaluate how Flagstar Financial, stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Flagstar Financial, shares will generate the highest return on investment. By understating and applying Flagstar Financial, stock market price indicators, traders can identify Flagstar Financial, position entry and exit signals to maximize returns.
Flagstar Financial, Return and Market Media
The median price of Flagstar Financial, for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 10.89 with a coefficient of variation of 5.37. The daily time series for the period is distributed with a sample standard deviation of 0.59, arithmetic mean of 11.03, and mean deviation of 0.49. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Flagstar Financial, dividend paid on 17th of September 2024 | 09/17/2024 |
1 | FLAGSTAR BANK COMMEMORATES NEW BRANCH OPENING IN BROOKYLNS BEDFORD-STUYVESANT NEIGHBORHOOD WITH COMMUNITY EVENT AND 50,000 DONATION | 10/30/2024 |
2 | Flagstar Financials Unit Closes Sale of Mortgage Servicing Business | 11/05/2024 |
3 | Fair Value alert catches 117 percent gain in New York Community Bancorp | 11/12/2024 |
4 | Ex-Federal Reserve Bank Examiner Pleads Guilty to Insider Trades | 11/19/2024 |
5 | Flagstar Financial Inc Stock Price Up 4.55 percent on Nov 22 | 11/22/2024 |
About Flagstar Financial, 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 Flagstar or other stocks. Alpha measures the amount that position in Flagstar Financial, 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 Flagstar Financial, 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, Flagstar Financial,'s short interest history, or implied volatility extrapolated from Flagstar Financial, options trading.
Build Portfolio with Flagstar Financial,
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
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Check out Flagstar Financial, Backtesting, Flagstar Financial, Valuation, Flagstar Financial, Correlation, Flagstar Financial, Hype Analysis, Flagstar Financial, Volatility, Flagstar Financial, History and analyze Flagstar Financial, Performance. For more detail on how to invest in Flagstar Stock please use our How to Invest in Flagstar Financial, guide.You can also try the My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
Flagstar Financial, 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.