Federal Agricultural Mortgage Stock Alpha and Beta Analysis
| AGM-A Stock | USD 152.00 3.69 2.49% |
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 (0.21) | Alpha 0.0749 | Risk 2.24 | Sharpe Ratio (0.08) | Expected Return (0.18) |
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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 | 0.07 | β | -0.21 |
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 150.17 with a coefficient of variation of 4.63. The daily time series for the period is distributed with a sample standard deviation of 7.05, arithmetic mean of 152.16, and mean deviation of 6.04. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Q3 2024 Federal Agricultural Mortgage Corp Earnings Call Transcript | 11/05/2024 |
2 | Farmer Mac Closes 318.8 Million Securitization of Agricultural Mortgage-Backed Securities | 11/26/2024 |
3 | Point72 DIFC Ltd Buys 234 Shares of Federal Agricultural Mortgage Co. | 12/10/2024 |
4 | Acquisition by Sexton Robert G of 2000 shares of Federal Agricultural at 124.7732 subject to Rule 16b-3 | 12/31/2024 |
5 | Institutional shareholders may be less affected by Federal Agricultural Mortgage Corporations pullback last week after a year of 5.2 percent returns | 01/08/2025 |
6 | FMR LLC Reduces Stake in Federal Agricultural Mortgage Corp | 02/12/2025 |
7 | Farmer Mac Reports 2024 Results | 02/21/2025 |
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 |
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 Federal Agricultural 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, Federal Agricultural's short interest history, or implied volatility extrapolated from Federal Agricultural options trading.
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 Funds Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.
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.