Farmland Partners Stock Alpha and Beta Analysis
| FPI Stock | USD 12.35 0.06 0.48% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Farmland Partners. It also helps investors analyze the systematic and unsystematic risks associated with investing in Farmland Partners over a specified time horizon. Remember, high Farmland Partners' 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 Farmland Partners' market risk premium analysis include:
Beta 0.25 | Alpha 0.33 | Risk 1.52 | Sharpe Ratio 0.21 | Expected Return 0.32 |
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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.
Farmland |
Farmland Partners Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Farmland Partners market risk premium is the additional return an investor will receive from holding Farmland Partners 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 Farmland Partners. 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 Farmland Partners' performance over market.| α | 0.33 | β | 0.25 |
Farmland Partners 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 Farmland Partners' Buy-and-hold return. Our buy-and-hold chart shows how Farmland Partners performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Farmland Partners Market Price Analysis
Market price analysis indicators help investors to evaluate how Farmland Partners stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Farmland Partners shares will generate the highest return on investment. By understating and applying Farmland Partners stock market price indicators, traders can identify Farmland Partners position entry and exit signals to maximize returns.
Farmland Partners Return and Market Media
The median price of Farmland Partners for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 10.64 with a coefficient of variation of 7.29. The daily time series for the period is distributed with a sample standard deviation of 0.79, arithmetic mean of 10.87, and mean deviation of 0.65. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Farmland Partners to Sell 289 Million of Farmland to Farmland Reserve, Inc. | 10/02/2024 |
| Farmland Partners dividend paid on 15th of October 2024 | 10/15/2024 |
2 | Acquisition by Thomas Heneghan of 1015 shares of Farmland Partners at 9.85 subject to Rule 16b-3 | 10/18/2024 |
3 | Farmland Partners Completes 289 Million Farmland Sale | 10/21/2024 |
4 | FPI Canadien Net annonce lacquisition dun immeuble abritant un march dalimentation en Nouvelle-cosse | 10/23/2024 |
5 | Farmland Partners Inc Q3 2024 Everything You Need to Know Ahead of Earnings | 10/29/2024 |
6 | Farmland Partners Inc. Reports Third Quarter 2024 Results | 10/30/2024 |
7 | Farmland Partners earnings beat by 0.06, revenue fell short of estimates | 10/31/2024 |
8 | Farmland Partners Inc Q3 2024 Earnings Call Highlights Strategic Asset Sales and Special ... | 11/01/2024 |
9 | How To Put 100 In Your Retirement Fund Each Month With Farmland Partners | 11/08/2024 |
10 | Aethlon Medical Reaches Key Milestone with Enrollment of the First Patient in Its Hemopurifier Cancer Trial in Australia | 11/11/2024 |
11 | FPI Canadien Net annonce ses rsultats pour le troisime trimestre 2024 | 11/19/2024 |
About Farmland Partners 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 Farmland or other stocks. Alpha measures the amount that position in Farmland Partners 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 | 0.0396 | 0.0231 | 0.0247 | 0.0235 | Price To Sales Ratio | 8.0 | 10.37 | 10.91 | 10.65 |
Farmland Partners Upcoming Company Events
As portrayed in its financial statements, the presentation of Farmland Partners' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Farmland Partners' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Farmland Partners' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Farmland Partners. Please utilize our Beneish M Score to check the likelihood of Farmland Partners' management manipulating its earnings.
| 28th of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 28th of February 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 Farmland Partners
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Check out Farmland Partners Backtesting, Farmland Partners Valuation, Farmland Partners Correlation, Farmland Partners Hype Analysis, Farmland Partners Volatility, Farmland Partners History and analyze Farmland Partners Performance. For more detail on how to invest in Farmland Stock please use our How to Invest in Farmland Partners guide.You can also try the Commodity Directory module to find actively traded commodities issued by global exchanges.
Farmland Partners 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.