Frontdoor Stock Alpha and Beta Analysis
| FTDR Stock | USD 58.46 1.02 1.78% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Frontdoor. It also helps investors analyze the systematic and unsystematic risks associated with investing in Frontdoor over a specified time horizon. Remember, high Frontdoor'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 Frontdoor's market risk premium analysis include:
Beta 1.04 | Alpha 0.2 | Risk 1.82 | Sharpe Ratio 0.17 | Expected Return 0.31 |
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.
Frontdoor |
Frontdoor Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Frontdoor market risk premium is the additional return an investor will receive from holding Frontdoor 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 Frontdoor. 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 Frontdoor's performance over market.| α | 0.20 | β | 1.04 |
Frontdoor 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 Frontdoor's Buy-and-hold return. Our buy-and-hold chart shows how Frontdoor performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Frontdoor Market Price Analysis
Market price analysis indicators help investors to evaluate how Frontdoor stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Frontdoor shares will generate the highest return on investment. By understating and applying Frontdoor stock market price indicators, traders can identify Frontdoor position entry and exit signals to maximize returns.
Frontdoor Return and Market Media
The median price of Frontdoor for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 48.79 with a coefficient of variation of 6.84. The daily time series for the period is distributed with a sample standard deviation of 3.45, arithmetic mean of 50.47, and mean deviation of 2.85. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Frontdoor Inc Q2 2024 Earnings Call Highlights Record Financial Performance Amid Market ... | 10/09/2024 |
2 | Frontdoor Announces Record Third-Quarter 2024 Results | 11/04/2024 |
3 | Frontdoor Inc Q3 2024 Earnings Call Highlights Record Financial Performance Amidst ... | 11/05/2024 |
4 | Are Construction Stocks Lagging Frontdoor This Year | 11/06/2024 |
5 | Best Momentum Stocks to Buy for November 7th | 11/07/2024 |
6 | Entropy Technologies LP Makes New Investment in Frontdoor, Inc. | 11/15/2024 |
7 | This Frontdoor Insider Reduced Their Stake By 42 | 11/22/2024 |
About Frontdoor 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 Frontdoor or other stocks. Alpha measures the amount that position in Frontdoor 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) | Interest Coverage | 6.18 | 5.1 | 7.6 | 6.62 | POCF Ratio | 16.86 | 11.98 | 14.04 | 17.56 |
Frontdoor Upcoming Company Events
As portrayed in its financial statements, the presentation of Frontdoor's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Frontdoor's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Frontdoor's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Frontdoor. Please utilize our Beneish M Score to check the likelihood of Frontdoor's management manipulating its earnings.
| 6th of March 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 6th 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 Frontdoor Stock Analysis
When running Frontdoor's price analysis, check to measure Frontdoor'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 Frontdoor is operating at the current time. Most of Frontdoor's value examination focuses on studying past and present price action to predict the probability of Frontdoor's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Frontdoor's price. Additionally, you may evaluate how the addition of Frontdoor to your portfolios can decrease your overall portfolio volatility.