Fujimi Incorporated Stock Alpha and Beta Analysis
| FUJXF Stock | USD 11.61 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Fujimi Incorporated. It also helps investors analyze the systematic and unsystematic risks associated with investing in Fujimi Incorporated over a specified time horizon. Remember, high Fujimi Incorporated'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 Fujimi Incorporated's market risk premium analysis include:
Beta 0.0415 | Alpha 0.0517 | Risk 0.27 | Sharpe Ratio 0.12 | Expected Return 0.0339 |
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.
Fujimi |
Fujimi Incorporated Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Fujimi Incorporated market risk premium is the additional return an investor will receive from holding Fujimi Incorporated 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 Fujimi Incorporated. 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 Fujimi Incorporated's performance over market.| α | 0.05 | β | 0.04 |
Fujimi Incorporated 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 Fujimi Incorporated's Buy-and-hold return. Our buy-and-hold chart shows how Fujimi Incorporated performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Fujimi Incorporated Market Price Analysis
Market price analysis indicators help investors to evaluate how Fujimi Incorporated otc stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Fujimi Incorporated shares will generate the highest return on investment. By understating and applying Fujimi Incorporated otc stock market price indicators, traders can identify Fujimi Incorporated position entry and exit signals to maximize returns.
Fujimi Incorporated Return and Market Media
The median price of Fujimi Incorporated for the period between Sun, Sep 28, 2025 and Sat, Dec 27, 2025 is 11.61 with a coefficient of variation of 0.9. The daily time series for the period is distributed with a sample standard deviation of 0.1, arithmetic mean of 11.58, and mean deviation of 0.05. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Fujimi Incorporated 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 Fujimi or other otcs. Alpha measures the amount that position in Fujimi Incorporated 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.
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 Fujimi Incorporated 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, Fujimi Incorporated's short interest history, or implied volatility extrapolated from Fujimi Incorporated options trading.
Build Portfolio with Fujimi Incorporated
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
Other Information on Investing in Fujimi OTC Stock
Fujimi Incorporated financial ratios help investors to determine whether Fujimi OTC 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 Fujimi with respect to the benefits of owning Fujimi Incorporated security.