Fredonia Mining Stock Alpha and Beta Analysis
| FRED Stock | 0.28 0.02 6.67% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Fredonia Mining. It also helps investors analyze the systematic and unsystematic risks associated with investing in Fredonia Mining over a specified time horizon. Remember, high Fredonia Mining'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 Fredonia Mining's market risk premium analysis include:
Beta (0.15) | Alpha 1.32 | Risk 8.61 | Sharpe Ratio 0.12 | Expected Return 1.06 |
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.
Fredonia |
Fredonia Mining Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Fredonia Mining market risk premium is the additional return an investor will receive from holding Fredonia Mining 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 Fredonia Mining. 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 Fredonia Mining's performance over market.| α | 1.32 | β | -0.15 |
Fredonia Mining 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 Fredonia Mining's Buy-and-hold return. Our buy-and-hold chart shows how Fredonia Mining performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Fredonia Mining Market Price Analysis
Market price analysis indicators help investors to evaluate how Fredonia Mining stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Fredonia Mining shares will generate the highest return on investment. By understating and applying Fredonia Mining stock market price indicators, traders can identify Fredonia Mining position entry and exit signals to maximize returns.
Fredonia Mining Return and Market Media
The median price of Fredonia Mining for the period between Sun, Sep 22, 2024 and Sat, Dec 21, 2024 is 0.34 with a coefficient of variation of 28.93. The daily time series for the period is distributed with a sample standard deviation of 0.1, arithmetic mean of 0.34, and mean deviation of 0.08. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | TSX Venture Composite Index Quote - Press Release - The Globe and Mail | 09/27/2024 |
2 | Fredonia Mining Inc. Announces 3 Million Best Efforts Private Placement Financing - Marketscreener.com | 11/14/2024 |
About Fredonia Mining 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 Fredonia or other stocks. Alpha measures the amount that position in Fredonia Mining 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 Fredonia Mining 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, Fredonia Mining's short interest history, or implied volatility extrapolated from Fredonia Mining options trading.
Build Portfolio with Fredonia Mining
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Additional Tools for Fredonia Stock Analysis
When running Fredonia Mining's price analysis, check to measure Fredonia Mining'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 Fredonia Mining is operating at the current time. Most of Fredonia Mining's value examination focuses on studying past and present price action to predict the probability of Fredonia Mining's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fredonia Mining's price. Additionally, you may evaluate how the addition of Fredonia Mining to your portfolios can decrease your overall portfolio volatility.