Federal Home Loan Stock Alpha and Beta Analysis
| FMCC Stock | USD 3.08 0.16 5.48% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Federal Home Loan. It also helps investors analyze the systematic and unsystematic risks associated with investing in Federal Home over a specified time horizon. Remember, high Federal Home'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 Federal Home's market risk premium analysis include:
Beta 3.53 | Alpha 1.27 | Risk 7.18 | Sharpe Ratio 0.24 | Expected Return 1.76 |
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.
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Federal Home Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Federal Home market risk premium is the additional return an investor will receive from holding Federal Home 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 Federal Home. 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 Federal Home's performance over market.| α | 1.27 | β | 3.53 |
Federal Home 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 Federal Home's Buy-and-hold return. Our buy-and-hold chart shows how Federal Home performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Federal Home Market Price Analysis
Market price analysis indicators help investors to evaluate how Federal Home 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 Federal Home shares will generate the highest return on investment. By understating and applying Federal Home otc stock market price indicators, traders can identify Federal Home position entry and exit signals to maximize returns.
Federal Home Return and Market Media
The median price of Federal Home for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 1.21 with a coefficient of variation of 41.91. The daily time series for the period is distributed with a sample standard deviation of 0.61, arithmetic mean of 1.47, and mean deviation of 0.43. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Federal Home 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 Federal or other otcs. Alpha measures the amount that position in Federal Home Loan 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.
Federal Home Upcoming Company Events
As portrayed in its financial statements, the presentation of Federal Home's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Federal Home's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Federal Home's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Federal Home. Please utilize our Beneish M Score to check the likelihood of Federal Home's management manipulating its earnings.
| 28th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Other Information on Investing in Federal OTC Stock
Federal Home financial ratios help investors to determine whether Federal 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 Federal with respect to the benefits of owning Federal Home security.