FORTEC Elektronik (Germany) Alpha and Beta Analysis
| FEV Stock | 18.80 0.50 2.73% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as FORTEC Elektronik AG. It also helps investors analyze the systematic and unsystematic risks associated with investing in FORTEC Elektronik over a specified time horizon. Remember, high FORTEC Elektronik'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 FORTEC Elektronik's market risk premium analysis include:
Beta (0.09) | Alpha (0.02) | Risk 1.94 | Sharpe Ratio (0.01) | Expected Return (0.02) |
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.
FORTEC |
FORTEC Elektronik Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. FORTEC Elektronik market risk premium is the additional return an investor will receive from holding FORTEC Elektronik 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 FORTEC Elektronik. 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 FORTEC Elektronik's performance over market.| α | -0.02 | β | -0.09 |
FORTEC Elektronik Fundamentals Vs Peers
Comparing FORTEC Elektronik's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze FORTEC Elektronik's direct or indirect competition across all of the common fundamentals between FORTEC Elektronik and the related equities. This way, we can detect undervalued stocks with similar characteristics as FORTEC Elektronik or determine the stocks which would be an excellent addition to an existing portfolio. Peer analysis of FORTEC Elektronik's fundamental indicators could also be used in its relative valuation, which is a method of valuing FORTEC Elektronik by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare FORTEC Elektronik to competition |
| Fundamentals | FORTEC Elektronik | Peer Average |
| Return On Equity | 0.13 | -0.31 |
| Return On Asset | 0.0695 | -0.14 |
| Profit Margin | 0.07 % | (1.27) % |
| Operating Margin | 0.08 % | (5.51) % |
| Current Valuation | 76.99 M | 16.62 B |
| Shares Outstanding | 3.25 M | 571.82 M |
| Shares Owned By Insiders | 36.50 % | 10.09 % |
FORTEC Elektronik Opportunities
FORTEC Elektronik Return and Market Media
The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About FORTEC Elektronik 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 FORTEC or other stocks. Alpha measures the amount that position in FORTEC Elektronik 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 FORTEC Elektronik 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, FORTEC Elektronik's short interest history, or implied volatility extrapolated from FORTEC Elektronik options trading.
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Additional Tools for FORTEC Stock Analysis
When running FORTEC Elektronik's price analysis, check to measure FORTEC Elektronik'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 FORTEC Elektronik is operating at the current time. Most of FORTEC Elektronik's value examination focuses on studying past and present price action to predict the probability of FORTEC Elektronik's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move FORTEC Elektronik's price. Additionally, you may evaluate how the addition of FORTEC Elektronik to your portfolios can decrease your overall portfolio volatility.