Lb Foster Stock Alpha and Beta Analysis
| FSTR Stock | USD 27.80 0.53 1.94% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as LB Foster. It also helps investors analyze the systematic and unsystematic risks associated with investing in LB Foster over a specified time horizon. Remember, high LB Foster'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 LB Foster's market risk premium analysis include:
Beta 1.98 | Alpha 0.47 | Risk 3.03 | Sharpe Ratio 0.21 | Expected Return 0.62 |
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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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LB Foster Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. LB Foster market risk premium is the additional return an investor will receive from holding LB Foster 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 LB Foster. 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 LB Foster's performance over market.| α | 0.47 | β | 1.98 |
LB Foster 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 LB Foster's Buy-and-hold return. Our buy-and-hold chart shows how LB Foster performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.LB Foster Market Price Analysis
Market price analysis indicators help investors to evaluate how LB Foster stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading LB Foster shares will generate the highest return on investment. By understating and applying LB Foster stock market price indicators, traders can identify LB Foster position entry and exit signals to maximize returns.
LB Foster Return and Market Media
The median price of LB Foster for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 19.8 with a coefficient of variation of 10.93. The daily time series for the period is distributed with a sample standard deviation of 2.24, arithmetic mean of 20.53, and mean deviation of 1.54. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Guinee Patrick J. of 1666 shares of LB Foster subject to Rule 16b-3 | 09/27/2024 |
2 | Unpacking Q2 Earnings Otis In The Context Of Other General Industrial Machinery Stocks | 10/01/2024 |
3 | Commercial Metals Earnings Miss Estimates in Q4, Sales Dip YY | 10/18/2024 |
4 | L.B. Foster Company to Report Third Quarter 2024 Results on November 7, 2024 | 10/31/2024 |
5 | L.B. Foster Co Q3 2024 Everything You Need to Know Ahead of Earnings | 11/06/2024 |
6 | L.B. Foster Q3 Earnings Snapshot | 11/07/2024 |
7 | L.B. Foster Third Quarter 2024 Earnings EPS Beats Expectations, Revenues Lag | 11/12/2024 |
8 | Why L.B. Fosters Healthy Earnings Arent As Good As They Seem | 11/14/2024 |
9 | L.B. Foster Co Trading Down 2.51 percent on Nov 20 | 11/20/2024 |
About LB Foster 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 FSTR or other stocks. Alpha measures the amount that position in LB Foster 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.
| 2023 | 2024 (projected) | PTB Ratio | 1.67 | 0.87 | Dividend Yield | 0.008014 | 0.004252 |
LB Foster Upcoming Company Events
As portrayed in its financial statements, the presentation of LB Foster's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, LB Foster's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of LB Foster's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of LB Foster. Please utilize our Beneish M Score to check the likelihood of LB Foster's management manipulating its earnings.
| 4th of March 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 4th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Additional Tools for FSTR Stock Analysis
When running LB Foster's price analysis, check to measure LB Foster'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 LB Foster is operating at the current time. Most of LB Foster's value examination focuses on studying past and present price action to predict the probability of LB Foster's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move LB Foster's price. Additionally, you may evaluate how the addition of LB Foster to your portfolios can decrease your overall portfolio volatility.