Federal Realty Investment Stock Beta

FRT Stock

USD 116.65 0.88 0.75%

Federal Realty Investment fundamentals help investors to digest information that contributes to Federal Realty's financial success or failures. It also enables traders to predict the movement of Federal Stock. The fundamental analysis module provides a way to measure Federal Realty's intrinsic value by examining its available economic and financial indicators, including the cash flow records, the balance sheet account changes, the income statement patterns, and various microeconomic indicators and financial ratios related to Federal Realty stock.

Short Long Term Debt Total Total Assets

This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools.

Federal Realty Investment Company Beta Analysis

Federal Realty's Beta is one of the most important measures of equity market volatility. Beta can be thought of as asset elasticity or sensitivity to market. In other words, it is a number that shows the relationship of an equity instrument to the financial market in which this instrument is traded. For example, if Beta of equity is 2, it is expected to significantly outperform market when the market is going up and significantly underperform when the market is going down. Similarly, Beta of 1 indicates that an asset and market will generate similar returns over time.

Beta

Covariance

Variance

More About Beta | All Equity Analysis

Current Federal Realty Beta

1.26

Most of Federal Realty's fundamental indicators, such as Beta, are part of a valuation analysis module that helps investors searching for stocks that are currently trading at higher or lower prices than their real value. If the real value is higher than the market price, Federal Realty Investment is considered to be undervalued, and we provide a buy recommendation. Otherwise, we render a sell signal.

Federal Beta Driver Correlations

Understanding the fundamental principles of building solid financial models for Federal Realty is extremely important. It helps to project a fair market value of Federal Stock properly, considering its historical fundamentals such as Beta. Since Federal Realty's main accounts across its financial reports are all linked and dependent on each other, it is essential to analyze all possible correlations between related accounts. However, instead of reviewing all of Federal Realty's historical financial statements, investors can examine the correlated drivers to determine its overall health. This can be effectively done using a conventional correlation matrix of Federal Realty's interrelated accounts and indicators.

	Total Assets	Total Stockholder Equity	Net Debt	Retained Earnings	Total Liab	Net Receivables	Short Term Investments	Total Current Assets	Short Term Debt	Accounts Payable	Common Stock	Long Term Debt	Current Deferred Revenue	Net Tangible Assets	Long Term Debt Total	Capital Surpluse	Long Term Investments	Intangible Assets	Property Plant Equipment	Short Long Term Debt	Cash And Equivalents	Net Invested Capital	Net Working Capital	Capital Stock
Total Assets		0.99	0.99	-0.98	1.0	0.91	-0.56	0.24	0.71	0.53	-0.5	0.4	-0.21	0.88	-0.28	0.88	-0.32	0.24	0.78	0.09	0.37	0.77	0.25	-0.37
Total Stockholder Equity	0.99		0.99	-0.96	0.98	0.91	-0.54	0.19	0.67	0.52	-0.51	0.4	-0.19	0.89	-0.28	0.89	-0.31	0.28	0.79	0.11	0.3	0.74	0.17	-0.36
Net Debt	0.99	0.99		-0.98	0.99	0.91	-0.56	0.15	0.72	0.52	-0.48	0.36	-0.26	0.87	-0.35	0.87	-0.29	0.22	0.76	0.09	0.3	0.78	0.18	-0.39
Retained Earnings	-0.98	-0.96	-0.98		-0.98	-0.89	0.64	-0.2	-0.74	-0.55	0.46	-0.37	0.21	-0.84	0.32	-0.85	0.34	-0.17	-0.74	0.0	-0.35	-0.76	-0.23	0.31
Total Liab	1.0	0.98	0.99	-0.98		0.91	-0.56	0.27	0.74	0.54	-0.48	0.4	-0.23	0.86	-0.29	0.87	-0.31	0.2	0.77	0.07	0.41	0.8	0.29	-0.37
Net Receivables	0.91	0.91	0.91	-0.89	0.91		-0.7	0.17	0.5	0.59	-0.41	0.47	0.02	0.76	-0.08	0.73	-0.29	0.47	0.64	0.4	0.27	0.55	0.19	-0.29
Short Term Investments	-0.56	-0.54	-0.56	0.64	-0.56	-0.7		-0.03	-0.21	-0.69	0.12	-0.47	-0.38	-0.3	-0.21	-0.27	0.41	-0.25	-0.18	-0.1	-0.13	-0.05	-0.09	0.08
Total Current Assets	0.24	0.19	0.15	-0.2	0.27	0.17	-0.03		0.1	0.13	-0.25	0.28	0.28	0.27	0.48	0.31	-0.33	0.15	0.38	0.06	0.91	0.22	0.87	0.21
Short Term Debt	0.71	0.67	0.72	-0.74	0.74	0.5	-0.21	0.1		0.31	-0.17	0.12	-0.55	0.62	-0.57	0.65	0.09	-0.33	0.49	-0.34	0.38	0.87	0.32	-0.38
Accounts Payable	0.53	0.52	0.52	-0.55	0.54	0.59	-0.69	0.13	0.31		0.3	0.22	0.16	0.31	0.1	0.3	-0.24	0.1	0.18	0.04	0.23	0.18	0.16	-0.11
Common Stock	-0.5	-0.51	-0.48	0.46	-0.48	-0.41	0.12	-0.25	-0.17	0.3		-0.21	-0.08	-0.53	0.03	-0.53	0.26	-0.43	-0.66	-0.14	-0.2	-0.34	-0.14	0.12
Long Term Debt	0.4	0.4	0.36	-0.37	0.4	0.47	-0.47	0.28	0.12	0.22	-0.21		0.23	0.31	0.28	0.26	-0.48	0.13	0.21	0.14	0.32	0.2	0.28	-0.44
Current Deferred Revenue	-0.21	-0.19	-0.26	0.21	-0.23	0.02	-0.38	0.28	-0.55	0.16	-0.08	0.23		-0.27	0.89	-0.33	-0.07	0.43	-0.13	0.24	0.12	-0.66	0.2	0.38
Net Tangible Assets	0.88	0.89	0.87	-0.84	0.86	0.76	-0.3	0.27	0.62	0.31	-0.53	0.31	-0.27		-0.3	0.99	-0.27	0.26	0.9	0.09	0.3	0.79	0.14	-0.07
Long Term Debt Total	-0.28	-0.28	-0.35	0.32	-0.29	-0.08	-0.21	0.48	-0.57	0.1	0.03	0.28	0.89	-0.3		-0.35	-0.09	0.38	-0.26	0.24	0.35	-0.62	0.43	0.4
Capital Surpluse	0.88	0.89	0.87	-0.85	0.87	0.73	-0.27	0.31	0.65	0.3	-0.53	0.26	-0.33	0.99	-0.35		-0.31	0.22	0.91	0.06	0.34	0.83	0.18	-0.07
Long Term Investments	-0.32	-0.31	-0.29	0.34	-0.31	-0.29	0.41	-0.33	0.09	-0.24	0.26	-0.48	-0.07	-0.27	-0.09	-0.31		-0.29	-0.31	-0.17	-0.17	-0.08	-0.04	0.12
Intangible Assets	0.24	0.28	0.22	-0.17	0.2	0.47	-0.25	0.15	-0.33	0.1	-0.43	0.13	0.43	0.26	0.38	0.22	-0.29		0.31	0.81	-0.04	-0.19	-0.02	0.16
Property Plant Equipment	0.78	0.79	0.76	-0.74	0.77	0.64	-0.18	0.38	0.49	0.18	-0.66	0.21	-0.13	0.9	-0.26	0.91	-0.31	0.31		0.12	0.3	0.7	0.16	-0.03
Short Long Term Debt	0.09	0.11	0.09	0.0	0.07	0.4	-0.1	0.06	-0.34	0.04	-0.14	0.14	0.24	0.09	0.24	0.06	-0.17	0.81	0.12		-0.11	-0.16	-0.07	0.06
Cash And Equivalents	0.37	0.3	0.3	-0.35	0.41	0.27	-0.13	0.91	0.38	0.23	-0.2	0.32	0.12	0.3	0.35	0.34	-0.17	-0.04	0.3	-0.11		0.4	0.97	0.02
Net Invested Capital	0.77	0.74	0.78	-0.76	0.8	0.55	-0.05	0.22	0.87	0.18	-0.34	0.2	-0.66	0.79	-0.62	0.83	-0.08	-0.19	0.7	-0.16	0.4		0.28	-0.37
Net Working Capital	0.25	0.17	0.18	-0.23	0.29	0.19	-0.09	0.87	0.32	0.16	-0.14	0.28	0.2	0.14	0.43	0.18	-0.04	-0.02	0.16	-0.07	0.97	0.28		0.02
Capital Stock	-0.37	-0.36	-0.39	0.31	-0.37	-0.29	0.08	0.21	-0.38	-0.11	0.12	-0.44	0.38	-0.07	0.4	-0.07	0.12	0.16	-0.03	0.06	0.02	-0.37	0.02

Click cells to compare fundamentals

In a nutshell, Beta is a measure of individual stock risk relative to the overall volatility of the stock market. and is calculated based on very sound finance theory - Capital Assets Pricing Model (CAPM).However, since Beta is calculated based on historical price movements it may not predict how a firm's stock is going to perform in the future.

Competition

Predict Federal Realty

In accordance with the recently published financial statements, Federal Realty Investment has a Beta of 1.258. This is 74.72% higher than that of the Retail REITs sector and significantly higher than that of the Real Estate industry. The beta for all United States stocks is notably lower than that of the firm.

Federal Beta Peer Comparison

Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Federal Realty's direct or indirect competition against its Beta to detect undervalued stocks with similar characteristics or determine the stocks which would be a good addition to a portfolio. Peer analysis of Federal Realty could also be used in its relative valuation, which is a method of valuing Federal Realty by comparing valuation metrics of similar companies.

Federal Realty is currently under evaluation in beta category among its peers.

Federal Realty ESG Sustainability

Some studies have found that companies with high sustainability scores are getting higher valuations than competitors with lower social-engagement activities. While most ESG disclosures are voluntary and do not directly affect the long term financial condition, Federal Realty's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to Federal Realty's managers, analysts, and investors.

Environmental

Governance

Social

Federal Realty Institutional Holders

Institutional Holdings refers to the ownership stake in Federal Realty that is held by large financial organizations, pension funds or endowments. Institutions may purchase large blocks of Federal Realty's outstanding shares and can exert considerable influence upon its management. Institutional holders may also work to push the share price higher once they own the stock. Extensive social media coverage, TV shows, articles in high-profile magazines, and presentations at investor conferences help move the stock higher, increasing Federal Realty's value.

		Shares
Charles Schwab Investment Management Inc	2024-09-30	1.2 M
Deutsche Bank Ag	2024-06-30	1.2 M
Dimensional Fund Advisors, Inc.	2024-09-30	1.1 M
Rush Island Management, Lp	2024-09-30	1 M
Legal & General Group Plc	2024-06-30	951.1 K
Westwood Holdings Group Inc	2024-09-30	944.8 K
Wells Fargo & Co	2024-06-30	880.3 K
Clark Capital Management Group Inc	2024-09-30	803.5 K
Cbre Investment Management Listed Real Assets Llc	2024-09-30	751.3 K
Vanguard Group Inc	2024-09-30	12.8 M
Blackrock Inc	2024-06-30	8.3 M

As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Federal Realty will likely underperform.

Federal Fundamentals

	Return On Equity	0.0932
	Return On Asset	0.0308
	Profit Margin	0.25 %
	Operating Margin	0.35 %
	Current Valuation	14.61 B
	Shares Outstanding	84.96 M
	Shares Owned By Insiders	1.00 %
	Shares Owned By Institutions	97.60 %
	Number Of Shares Shorted	2.31 M
	Price To Earning	23.16 X
	Price To Book	3.38 X
	Price To Sales	8.49 X
	Revenue	1.13 B
	Gross Profit	730.58 M
	EBITDA	728.23 M
	Net Income	247.22 M
	Cash And Equivalents	85.56 M
	Cash Per Share	1.88 X
	Total Debt	4.69 B
	Debt To Equity	1.40 %
	Current Ratio	0.98 X
	Book Value Per Share	34.74 X
	Cash Flow From Operations	555.83 M
	Short Ratio	3.35 X
	Earnings Per Share	3.44 X
	Price To Earnings To Growth	4.85 X
	Target Price	125.16
	Number Of Employees	297
	Beta	1.26
	Market Capitalization	10.06 B
	Total Asset	8.44 B
	Retained Earnings	(1.16 B)
	Working Capital	163.92 M
	Current Asset	173.07 M
	Current Liabilities	228.31 M
	Annual Yield	0.04 %
	Five Year Return	3.78 %
	Net Asset	8.44 B
	Last Dividend Paid	4.37

About Federal Realty Fundamental Analysis

The Macroaxis Fundamental Analysis modules help investors analyze Federal Realty Investment's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Federal Realty using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Federal Realty Investment based on its fundamental data. In general, a quantitative approach, as applied to this company, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.

Please read more on our fundamental analysis page.

Thematic Opportunities

Explore Investment Opportunities

Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.

Explore Investing Ideas

Additional Tools for Federal Stock Analysis

When running Federal Realty's price analysis, check to measure Federal Realty'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 Federal Realty is operating at the current time. Most of Federal Realty's value examination focuses on studying past and present price action to predict the probability of Federal Realty's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Federal Realty's price. Additionally, you may evaluate how the addition of Federal Realty to your portfolios can decrease your overall portfolio volatility.

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2024 Macroaxis LLC