Foresight Autonomous Holdings Stock Alpha and Beta Analysis
| FRSX Stock | USD 0.65 0.01 1.56% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Foresight Autonomous Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Foresight Autonomous over a specified time horizon. Remember, high Foresight Autonomous' 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 Foresight Autonomous' market risk premium analysis include:
Beta 0.36 | Alpha (0.30) | Risk 3.25 | Sharpe Ratio (0.08) | Expected Return (0.26) |
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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.
Foresight |
Foresight Autonomous Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Foresight Autonomous market risk premium is the additional return an investor will receive from holding Foresight Autonomous 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 Foresight Autonomous. 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 Foresight Autonomous' performance over market.| α | -0.3 | β | 0.36 |
Foresight Autonomous 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 Foresight Autonomous' Buy-and-hold return. Our buy-and-hold chart shows how Foresight Autonomous performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Foresight Autonomous Market Price Analysis
Market price analysis indicators help investors to evaluate how Foresight Autonomous stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Foresight Autonomous shares will generate the highest return on investment. By understating and applying Foresight Autonomous stock market price indicators, traders can identify Foresight Autonomous position entry and exit signals to maximize returns.
Foresight Autonomous Return and Market Media
The median price of Foresight Autonomous for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 0.68 with a coefficient of variation of 7.91. The daily time series for the period is distributed with a sample standard deviation of 0.05, arithmetic mean of 0.69, and mean deviation of 0.04. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Foresight receives non-compliance notice from Nasdaq | 09/06/2024 |
2 | Foresight Autonomous signs multi-phase collaboration agreement with BuilderX | 09/27/2024 |
3 | Foresight Autonomous Holdings Ltd. Short Interest Update | 10/31/2024 |
4 | Foresights Cutting-Edge 3D Perception Technology in Line with Expected Trump Administrations ... | 11/19/2024 |
About Foresight Autonomous 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 Foresight or other stocks. Alpha measures the amount that position in Foresight Autonomous 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) | Current Ratio | 17.14 | 10.38 | 7.92 | 14.5 | Net Debt To EBITDA | 1.61 | 1.0 | 0.87 | 0.83 |
Foresight Autonomous Upcoming Company Events
As portrayed in its financial statements, the presentation of Foresight Autonomous' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Foresight Autonomous' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Foresight Autonomous' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Foresight Autonomous. Please utilize our Beneish M Score to check the likelihood of Foresight Autonomous' management manipulating its earnings.
| 4th of April 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Additional Tools for Foresight Stock Analysis
When running Foresight Autonomous' price analysis, check to measure Foresight Autonomous' 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 Foresight Autonomous is operating at the current time. Most of Foresight Autonomous' value examination focuses on studying past and present price action to predict the probability of Foresight Autonomous' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Foresight Autonomous' price. Additionally, you may evaluate how the addition of Foresight Autonomous to your portfolios can decrease your overall portfolio volatility.