Fortive Corp Stock Alpha and Beta Analysis
| FTV Stock | USD 78.42 1.47 1.91% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Fortive Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Fortive Corp over a specified time horizon. Remember, high Fortive Corp'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 Fortive Corp's market risk premium analysis include:
Beta 1.26 | Alpha (0.03) | Risk 1.34 | Sharpe Ratio 0.0781 | Expected Return 0.1 |
Fortive Corp Quarterly Cash And Equivalents |
|
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.
Fortive |
Fortive Corp Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Fortive Corp market risk premium is the additional return an investor will receive from holding Fortive Corp 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 Fortive Corp. 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 Fortive Corp's performance over market.| α | -0.03 | β | 1.26 |
Fortive Corp 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 Fortive Corp's Buy-and-hold return. Our buy-and-hold chart shows how Fortive Corp performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Fortive Corp Market Price Analysis
Market price analysis indicators help investors to evaluate how Fortive Corp stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Fortive Corp shares will generate the highest return on investment. By understating and applying Fortive Corp stock market price indicators, traders can identify Fortive Corp position entry and exit signals to maximize returns.
Fortive Corp Return and Market Media
The median price of Fortive Corp for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 75.2 with a coefficient of variation of 2.94. The daily time series for the period is distributed with a sample standard deviation of 2.21, arithmetic mean of 75.12, and mean deviation of 1.85. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | VALD Secures Significant Growth Equity Investment from FTV Capital | 09/25/2024 |
| Fortive Corp dividend paid on 27th of September 2024 | 09/27/2024 |
2 | Fortive Co. Short Interest Up 17.2 percent in September | 10/17/2024 |
3 | Fortive Reports Strong Third Quarter 2024 Results Raises Full Year 2024 Outlook | 10/30/2024 |
4 | Quintet Private Bank Europe S.A. Acquires 34,303 Shares of Fortive Co. | 11/04/2024 |
5 | Fortive Corp Shares Up 3.81 percent on Nov 6 | 11/06/2024 |
6 | Fortive declares 0.08 dividend | 11/07/2024 |
7 | Disposition of 5000 shares by Peter Underwood of Fortive Corp at 76.58 subject to Rule 16b-3 | 11/11/2024 |
8 | Arcus Capital Partners LLC Purchases 1,664 Shares of Fortive Co. | 11/12/2024 |
9 | T. Rowe Price Investment Management, Inc. Reduces Stake in Coastal Financial Corp | 11/14/2024 |
10 | Provation Celebrates 30 Years of Healthcare Productivity and Innovation | 11/15/2024 |
11 | Clarkston Capital Partners LLC Invests 25.93 Million in Fortive Co. | 11/18/2024 |
12 | Siemens, SwiftConnect and Fortive advance their FM software systems | 11/22/2024 |
About Fortive Corp 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 Fortive or other stocks. Alpha measures the amount that position in Fortive Corp 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 | 0.004965 | 0.004345 | 0.00393 | 0.003733 | Price To Sales Ratio | 5.07 | 3.93 | 4.28 | 2.62 |
Fortive Corp Upcoming Company Events
As portrayed in its financial statements, the presentation of Fortive Corp's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Fortive Corp's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Fortive Corp's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Fortive Corp. Please utilize our Beneish M Score to check the likelihood of Fortive Corp's management manipulating its earnings.
| 31st of January 2024 Upcoming Quarterly Report | View | |
| 24th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 31st of January 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Fortive Corp
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Additional Tools for Fortive Stock Analysis
When running Fortive Corp's price analysis, check to measure Fortive Corp'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 Fortive Corp is operating at the current time. Most of Fortive Corp's value examination focuses on studying past and present price action to predict the probability of Fortive Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fortive Corp's price. Additionally, you may evaluate how the addition of Fortive Corp to your portfolios can decrease your overall portfolio volatility.