Federal Agricultural Mortgage Stock Alpha and Beta Analysis
| AGM Stock | USD 202.66 1.27 0.62% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Federal Agricultural Mortgage. It also helps investors analyze the systematic and unsystematic risks associated with investing in Federal Agricultural over a specified time horizon. Remember, high Federal Agricultural'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 Federal Agricultural's market risk premium analysis include:
Beta 0.25 | Alpha (0.01) | Risk 1.52 | Sharpe Ratio (0.04) | Expected Return (0.07) |
Federal Agricultural Quarterly Cash And Equivalents |
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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.
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Federal Agricultural Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Federal Agricultural market risk premium is the additional return an investor will receive from holding Federal Agricultural 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 Federal Agricultural. 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 Federal Agricultural's performance over market.| α | -0.01 | β | 0.25 |
Federal Agricultural 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 Federal Agricultural's Buy-and-hold return. Our buy-and-hold chart shows how Federal Agricultural performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Federal Agricultural Market Price Analysis
Market price analysis indicators help investors to evaluate how Federal Agricultural stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Federal Agricultural shares will generate the highest return on investment. By understating and applying Federal Agricultural stock market price indicators, traders can identify Federal Agricultural position entry and exit signals to maximize returns.
Federal Agricultural Return and Market Media
The median price of Federal Agricultural for the period between Thu, Nov 28, 2024 and Wed, Feb 26, 2025 is 199.42 with a coefficient of variation of 3.71. The daily time series for the period is distributed with a sample standard deviation of 7.44, arithmetic mean of 200.65, and mean deviation of 5.91. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Defense Metals Provides Update Regarding Its AGM and the Canada Post Strike | 12/10/2024 |
2 | Disposition of tradable shares by Stephen Mullery of Federal Agricultural at 216.12 subject to Rule 16b-3 | 12/11/2024 |
3 | Disposition of 4 shares by Zachary Carpenter of Federal Agricultural at 209.13 subject to Rule 16b-3 | 12/20/2024 |
4 | W. Edmund Clark, C.M. to Complete Service on Thomson Reuters Board of Directors at AGM | 12/23/2024 |
| Federal Agricultural dividend paid on 31st of December 2024 | 12/31/2024 |
5 | Federal Agricultural Mortgage Shares Cross Above Two Hundred Day Moving Average - Heres Why - MarketBeat | 01/07/2025 |
6 | Signify announces that CEO Eric Rondolat will step down after the AGM 2025 | 01/24/2025 |
7 | Agronomics Limited Announces Result of AGM | 02/07/2025 |
8 | Proposals by Huhtamki Oyjs Board of Directors and the Shareholders Nomination Board to the Annual General Meeting of Shareholders | 02/14/2025 |
9 | Federal Agricultural Mortgage Corporation raises dividend by 7.1 percent to 1.50 | 02/21/2025 |
10 | Independent Bank Corp. and Rockland Trust Company Expands Board of Directors with Three Accomplished Leaders | 02/24/2025 |
About Federal Agricultural 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 Federal or other stocks. Alpha measures the amount that position in Federal Agricultural 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.
| 2022 | 2023 | 2024 | 2025 (projected) | Dividend Yield | 0.056 | 0.0361 | 0.0416 | 0.0648 | Price To Sales Ratio | 3.93 | 5.97 | 5.92 | 6.07 |
Federal Agricultural Upcoming Company Events
As portrayed in its financial statements, the presentation of Federal Agricultural's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Federal Agricultural's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Federal Agricultural's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Federal Agricultural. Please utilize our Beneish M Score to check the likelihood of Federal Agricultural's management manipulating its earnings.
| 23rd of February 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 23rd of February 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 Federal Agricultural
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
Check out Federal Agricultural Backtesting, Federal Agricultural Valuation, Federal Agricultural Correlation, Federal Agricultural Hype Analysis, Federal Agricultural Volatility, Federal Agricultural History and analyze Federal Agricultural Performance. You can also try the Technical Analysis module to check basic technical indicators and analysis based on most latest market data.
Federal Agricultural technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.