Frp Holdings Ord Stock Alpha and Beta Analysis
| FRPH Stock | USD 31.70 0.27 0.86% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Frp Holdings Ord. It also helps investors analyze the systematic and unsystematic risks associated with investing in Frp Holdings over a specified time horizon. Remember, high Frp Holdings' 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 Frp Holdings' market risk premium analysis include:
Beta 0.92 | Alpha 0.0481 | Risk 1.23 | Sharpe Ratio 0.11 | 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.
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Frp Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Frp Holdings market risk premium is the additional return an investor will receive from holding Frp Holdings 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 Frp Holdings. 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 Frp Holdings' performance over market.| α | 0.05 | β | 0.92 |
Frp Holdings 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 Frp Holdings' Buy-and-hold return. Our buy-and-hold chart shows how Frp Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Frp Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how Frp Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Frp Holdings shares will generate the highest return on investment. By understating and applying Frp Holdings stock market price indicators, traders can identify Frp Holdings position entry and exit signals to maximize returns.
Frp Holdings Return and Market Media
The median price of Frp Holdings for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 29.62 with a coefficient of variation of 2.54. The daily time series for the period is distributed with a sample standard deviation of 0.76, arithmetic mean of 29.76, and mean deviation of 0.57. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 2267 shares by David Devilliers of Frp Holdings at 30.0 subject to Rule 16b-3 | 08/28/2024 |
2 | Disposition of 1867 shares by David Devilliers of Frp Holdings at 30.01 subject to Rule 16b-3 | 08/29/2024 |
3 | Disposition of 1725 shares by David Devilliers of Frp Holdings at 28.46 subject to Rule 16b-3 | 09/06/2024 |
4 | Disposition of 487 shares by David Devilliers of Frp Holdings at 29.64 subject to Rule 16b-3 | 09/13/2024 |
5 | Disposition of 1725 shares by David Devilliers of Frp Holdings at 29.3 subject to Rule 16b-3 | 09/16/2024 |
6 | Disposition of tradable shares by David Devilliers of Frp Holdings at 57.0 subject to Rule 16b-3 | 10/11/2024 |
7 | Disposition of 1351 shares by John Milton of Frp Holdings at 45.97 subject to Rule 16b-3 | 10/18/2024 |
8 | FRP Holdings, Inc. Announces Results for the Third Quarter and Nine Months Ended September 30, 2024 | 11/06/2024 |
9 | FRP Holdings Third Quarter 2024 Earnings EPS US0.07 | 11/08/2024 |
10 | Earnings call FRP Holdings reports solid growth in Q3 2024 | 11/11/2024 |
11 | Disposition of 960 shares by John Milton of Frp Holdings at 31.25 subject to Rule 16b-3 | 11/12/2024 |
12 | Estabrook Capital Management Bolsters Position in FRP Holdings Inc | 11/13/2024 |
13 | FRP Holdings president David H. DeVilliers sells 77,854 in stock | 11/14/2024 |
14 | Acquisition by Baker John D Ii of 344827 shares of Frp Holdings at 29.0 subject to Rule 16b-3 | 11/15/2024 |
15 | Disposition of 2500 shares by David Devilliers of Frp Holdings at 31.5 subject to Rule 16b-3 | 11/18/2024 |
16 | Insider Sell DEVILLIERS DAVID H JR Sells 2,500 Shares of FRP Holdings Inc | 11/20/2024 |
About Frp Holdings 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 Frp or other stocks. Alpha measures the amount that position in Frp Holdings Ord 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.
| 2020 | 2023 | 2024 (projected) | Days Sales Outstanding | 29.42 | 26.58 | 26.78 | PTB Ratio | 1.2 | 1.43 | 1.5 |
Frp Holdings Upcoming Company Events
As portrayed in its financial statements, the presentation of Frp Holdings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Frp Holdings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Frp Holdings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Frp Holdings. Please utilize our Beneish M Score to check the likelihood of Frp Holdings' management manipulating its earnings.
| 5th of March 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Check out Frp Holdings Backtesting, Frp Holdings Valuation, Frp Holdings Correlation, Frp Holdings Hype Analysis, Frp Holdings Volatility, Frp Holdings History and analyze Frp Holdings Performance. You can also try the ETFs module to find actively traded Exchange Traded Funds (ETF) from around the world.
Frp Holdings 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.