Freightos Limited Ordinary Stock Alpha and Beta Analysis
| CRGO Stock | 2.07 0.02 0.98% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Freightos Limited Ordinary. It also helps investors analyze the systematic and unsystematic risks associated with investing in Freightos Limited over a specified time horizon. Remember, high Freightos Limited'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 Freightos Limited's market risk premium analysis include:
Beta 2.07 | Alpha 0.28 | Risk 7.41 | Sharpe Ratio 0.0932 | Expected Return 0.69 |
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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.
Freightos |
Freightos Limited Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Freightos Limited market risk premium is the additional return an investor will receive from holding Freightos Limited 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 Freightos Limited. 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 Freightos Limited's performance over market.| α | 0.28 | β | 2.07 |
Freightos Limited 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 Freightos Limited's Buy-and-hold return. Our buy-and-hold chart shows how Freightos Limited performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Freightos Limited Market Price Analysis
Market price analysis indicators help investors to evaluate how Freightos Limited stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Freightos Limited shares will generate the highest return on investment. By understating and applying Freightos Limited stock market price indicators, traders can identify Freightos Limited position entry and exit signals to maximize returns.
Freightos Limited Return and Market Media
The median price of Freightos Limited for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 1.43 with a coefficient of variation of 21.9. The daily time series for the period is distributed with a sample standard deviation of 0.35, arithmetic mean of 1.59, and mean deviation of 0.28. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Freightos Second Quarter 2024 Earnings US0.11 loss per share | 09/27/2024 |
2 | Freightos Limited Sees Significant Decrease in Short Interest | 11/01/2024 |
3 | Frieghtos to Present at Sidoti Virtual Investor Conference | 11/07/2024 |
4 | Paysafe Limited Misses Q3 Earnings Estimates | 11/13/2024 |
5 | Freightos Announces CFO Transition | 11/25/2024 |
6 | Freightos Ltd Q3 2024 Earnings Call Highlights Record Transactions and Strategic ... | 11/26/2024 |
7 | Freightos Third Quarter 2024 Earnings US0.056 loss per share | 11/27/2024 |
About Freightos Limited 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 Freightos or other stocks. Alpha measures the amount that position in Freightos Limited 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Days Sales Outstanding | 54.73 | 37.03 | 33.83 | 46.55 | PTB Ratio | 0.61 | 6.86 | 2.08 | 1.97 |
Freightos Limited Upcoming Company Events
As portrayed in its financial statements, the presentation of Freightos Limited's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Freightos Limited's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Freightos Limited's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Freightos Limited. Please utilize our Beneish M Score to check the likelihood of Freightos Limited's management manipulating its earnings.
| 26th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 26th 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 Freightos Limited
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Check out Freightos Limited Backtesting, Freightos Limited Valuation, Freightos Limited Correlation, Freightos Limited Hype Analysis, Freightos Limited Volatility, Freightos Limited History and analyze Freightos Limited Performance. You can also try the Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.
Freightos Limited 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.