Fortress Transportation And Stock Alpha and Beta Analysis
| FTAIO Stock | USD 25.41 0.02 0.08% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Fortress Transportation and. It also helps investors analyze the systematic and unsystematic risks associated with investing in Fortress Transportation over a specified time horizon. Remember, high Fortress Transportation'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 Fortress Transportation's market risk premium analysis include:
Beta 0.0934 | Alpha (0) | Risk 0.48 | Sharpe Ratio 0.0421 | Expected Return 0.0203 |
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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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Fortress Transportation Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Fortress Transportation market risk premium is the additional return an investor will receive from holding Fortress Transportation 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 Fortress Transportation. 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 Fortress Transportation's performance over market.| α | -0.0014 | β | 0.09 |
Fortress Transportation 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 Fortress Transportation's Buy-and-hold return. Our buy-and-hold chart shows how Fortress Transportation performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Fortress Transportation Market Price Analysis
Market price analysis indicators help investors to evaluate how Fortress Transportation stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Fortress Transportation shares will generate the highest return on investment. By understating and applying Fortress Transportation stock market price indicators, traders can identify Fortress Transportation position entry and exit signals to maximize returns.
Fortress Transportation Return and Market Media
The median price of Fortress Transportation for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 25.65 with a coefficient of variation of 1.52. The daily time series for the period is distributed with a sample standard deviation of 0.39, arithmetic mean of 25.63, and mean deviation of 0.32. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
| Fortress Transportation dividend paid on 16th of September 2024 | 09/16/2024 |
1 | Acquisition by Nicholson Kenneth J. of 364 shares of Fortress Transportation at 16.77 subject to Rule 16b-3 | 09/27/2024 |
2 | FTAI Stock Soars to All-Time High, Reaching 133.04 By Investing.com - Investing.com Canada | 09/30/2024 |
3 | FTAI stock soars to all-time high of 150.5 amid robust growth - Investing.com | 11/07/2024 |
About Fortress Transportation 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 Fortress or other stocks. Alpha measures the amount that position in Fortress Transportation 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 | 0.0643 | 0.0914 | 0.0327 | 0.057 | Price To Sales Ratio | 4.87 | 2.4 | 3.96 | 3.76 |
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 Fortress Transportation 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, Fortress Transportation's short interest history, or implied volatility extrapolated from Fortress Transportation options trading.
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Other Information on Investing in Fortress Stock
Fortress Transportation financial ratios help investors to determine whether Fortress Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Fortress with respect to the benefits of owning Fortress Transportation security.