Flagship Investments (Australia) Alpha and Beta Analysis
| FSI Stock | 2.15 0.05 2.38% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Flagship Investments. It also helps investors analyze the systematic and unsystematic risks associated with investing in Flagship Investments over a specified time horizon. Remember, high Flagship Investments' 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 Flagship Investments' market risk premium analysis include:
Beta 0.37 | Alpha 0.075 | Risk 1.28 | Sharpe Ratio 0.11 | Expected Return 0.13 |
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.
Flagship |
Flagship Investments Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Flagship Investments market risk premium is the additional return an investor will receive from holding Flagship Investments 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 Flagship Investments. 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 Flagship Investments' performance over market.| α | 0.08 | β | 0.37 |
Flagship Investments 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 Flagship Investments' Buy-and-hold return. Our buy-and-hold chart shows how Flagship Investments performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Flagship Investments Market Price Analysis
Market price analysis indicators help investors to evaluate how Flagship Investments stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Flagship Investments shares will generate the highest return on investment. By understating and applying Flagship Investments stock market price indicators, traders can identify Flagship Investments position entry and exit signals to maximize returns.
Flagship Investments Return and Market Media
The median price of Flagship Investments for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 2.0 with a coefficient of variation of 3.5. The daily time series for the period is distributed with a sample standard deviation of 0.07, arithmetic mean of 1.98, and mean deviation of 0.05. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Coast Flagship Investment Spc Harvest Ipo Mixed Strategy Investment Sp Net Worth - GuruFocus.com | 11/22/2024 |
About Flagship Investments 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 Flagship or other stocks. Alpha measures the amount that position in Flagship Investments 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 Flagship Investments 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, Flagship Investments' short interest history, or implied volatility extrapolated from Flagship Investments options trading.
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Additional Tools for Flagship Stock Analysis
When running Flagship Investments' price analysis, check to measure Flagship Investments' 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 Flagship Investments is operating at the current time. Most of Flagship Investments' value examination focuses on studying past and present price action to predict the probability of Flagship Investments' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Flagship Investments' price. Additionally, you may evaluate how the addition of Flagship Investments to your portfolios can decrease your overall portfolio volatility.