First Industrial (Germany) Alpha and Beta Analysis
| F5W Stock | EUR 48.40 0.20 0.41% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as First Industrial Realty. It also helps investors analyze the systematic and unsystematic risks associated with investing in First Industrial over a specified time horizon. Remember, high First Industrial'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 First Industrial's market risk premium analysis include:
Beta 0.46 | Alpha (0.06) | Risk 1.14 | Sharpe Ratio (0.02) | Expected Return (0.03) |
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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First Industrial Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. First Industrial market risk premium is the additional return an investor will receive from holding First Industrial 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 First Industrial. 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 First Industrial's performance over market.| α | -0.06 | β | 0.46 |
First Industrial 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 First Industrial's Buy-and-hold return. Our buy-and-hold chart shows how First Industrial performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.First Industrial Market Price Analysis
Market price analysis indicators help investors to evaluate how First Industrial stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading First Industrial shares will generate the highest return on investment. By understating and applying First Industrial stock market price indicators, traders can identify First Industrial position entry and exit signals to maximize returns.
First Industrial Return and Market Media
The median price of First Industrial for the period between Fri, Sep 27, 2024 and Thu, Dec 26, 2024 is 49.6 with a coefficient of variation of 1.71. The daily time series for the period is distributed with a sample standard deviation of 0.85, arithmetic mean of 49.53, and mean deviation of 0.64. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About First Industrial 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 First or other stocks. Alpha measures the amount that position in First Industrial Realty 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 First Industrial 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, First Industrial's short interest history, or implied volatility extrapolated from First Industrial options trading.
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Additional Information and Resources on Investing in First Stock
When determining whether First Industrial Realty is a strong investment it is important to analyze First Industrial's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact First Industrial's future performance. For an informed investment choice regarding First Stock, refer to the following important reports:Check out First Industrial Backtesting, First Industrial Valuation, First Industrial Correlation, First Industrial Hype Analysis, First Industrial Volatility, First Industrial History and analyze First Industrial Performance. You can also try the Stocks Directory module to find actively traded stocks across global markets.
First Industrial 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.