Formula Systems 1985 Stock Alpha and Beta Analysis
| FORTY Stock | USD 82.73 2.53 3.15% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Formula Systems 1985. It also helps investors analyze the systematic and unsystematic risks associated with investing in Formula Systems over a specified time horizon. Remember, high Formula Systems' 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 Formula Systems' market risk premium analysis include:
Beta 0.0571 | Alpha 0.11 | Risk 2.61 | Sharpe Ratio 0.0514 | Expected Return 0.13 |
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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.
Formula |
Formula Systems Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Formula Systems market risk premium is the additional return an investor will receive from holding Formula Systems 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 Formula Systems. 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 Formula Systems' performance over market.| α | 0.11 | β | 0.06 |
Formula Systems 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 Formula Systems' Buy-and-hold return. Our buy-and-hold chart shows how Formula Systems performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Formula Systems Market Price Analysis
Market price analysis indicators help investors to evaluate how Formula Systems stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Formula Systems shares will generate the highest return on investment. By understating and applying Formula Systems stock market price indicators, traders can identify Formula Systems position entry and exit signals to maximize returns.
Formula Systems Return and Market Media
The median price of Formula Systems for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 78.0 with a coefficient of variation of 5.35. The daily time series for the period is distributed with a sample standard deviation of 4.2, arithmetic mean of 78.55, and mean deviation of 3.39. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | When the Price of Talks, People Listen - Stock Traders Daily | 08/30/2024 |
2 | Three Undiscovered Gems To Enhance Your Portfolio - Simply Wall St | 09/23/2024 |
| Formula Systems dividend paid on 26th of September 2024 | 09/26/2024 |
3 | Individual investors own 35 percent of Magic Software Enterprises Ltd. shares but public companies control 47 percent of the company | 09/30/2024 |
4 | MIDWEST BARREL CO. PRESIDENT BEN LOSEKE NAMED TO LOUISVILLE BUSINESS FIRSTS 2024 FORTY UNDER 40 | 10/24/2024 |
5 | Formula Systems Shares Gap Down - Should You Sell - MarketBeat | 11/11/2024 |
About Formula Systems 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 Formula or other stocks. Alpha measures the amount that position in Formula Systems 1985 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 | 0.0116 | 0.0201 | 0.009934 | 0.009437 | Price To Sales Ratio | 0.79 | 0.42 | 0.38 | 0.52 |
Formula Systems Upcoming Company Events
As portrayed in its financial statements, the presentation of Formula Systems' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Formula Systems' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Formula Systems' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Formula Systems. Please utilize our Beneish M Score to check the likelihood of Formula Systems' management manipulating its earnings.
| 21st of March 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Additional Tools for Formula Stock Analysis
When running Formula Systems' price analysis, check to measure Formula Systems' 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 Formula Systems is operating at the current time. Most of Formula Systems' value examination focuses on studying past and present price action to predict the probability of Formula Systems' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Formula Systems' price. Additionally, you may evaluate how the addition of Formula Systems to your portfolios can decrease your overall portfolio volatility.