Fti Consulting Stock Alpha and Beta Analysis
| FCN Stock | USD 162.70 1.07 0.66% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as FTI Consulting. It also helps investors analyze the systematic and unsystematic risks associated with investing in FTI Consulting over a specified time horizon. Remember, high FTI Consulting'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 FTI Consulting's market risk premium analysis include:
Beta 0.53 | Alpha (0.23) | Risk 2.17 | Sharpe Ratio (0.15) | Expected Return (0.32) |
FTI Consulting 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.
FTI |
FTI Consulting Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. FTI Consulting market risk premium is the additional return an investor will receive from holding FTI Consulting 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 FTI Consulting. 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 FTI Consulting's performance over market.| α | -0.23 | β | 0.53 |
FTI Consulting 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 FTI Consulting's Buy-and-hold return. Our buy-and-hold chart shows how FTI Consulting performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.FTI Consulting Market Price Analysis
Market price analysis indicators help investors to evaluate how FTI Consulting stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading FTI Consulting shares will generate the highest return on investment. By understating and applying FTI Consulting stock market price indicators, traders can identify FTI Consulting position entry and exit signals to maximize returns.
FTI Consulting Return and Market Media
The median price of FTI Consulting for the period between Sat, Dec 14, 2024 and Fri, Mar 14, 2025 is 193.04 with a coefficient of variation of 6.85. The daily time series for the period is distributed with a sample standard deviation of 12.83, arithmetic mean of 187.27, and mean deviation of 10.59. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Boglioli Elsy Lisa of 1145 shares of FTI Consulting subject to Rule 16b-3 | 02/07/2025 |
2 | FTI Consulting Inc Reports Q4 EPS of 1.38 and Revenue of 894.9 Million, Missing Estimates | 02/21/2025 |
3 | FTI Consulting Inc Strengthens Restructuring Team with Key Appointment | 02/25/2025 |
4 | Compass Lexecon Enhances Capabilities with Appointment of Prominent Economist Ginger Jin | 02/28/2025 |
5 | FTI Consulting Strengthens Strategic Communications Segment in F | 03/03/2025 |
6 | FTI Consulting Inc Expands Italian Presence with New Rome Office | 03/04/2025 |
7 | Compass Lexecon Adds Healthcare Economist Matthew Grennan | 03/05/2025 |
8 | Disposition of tradable shares by Matthew Pachman of FTI Consulting at 168.75 subject to Rule 16b-3 | 03/06/2025 |
9 | Disposition of 234 shares by Curtis Lu of FTI Consulting at 169.56 subject to Rule 16b-3 | 03/07/2025 |
10 | Prospect Medicals Pennsylvania Hospitals at Risk of Closure | 03/11/2025 |
11 | FTI Consulting Adds Regulatory Risk and Compliance Expert Michae | 03/13/2025 |
About FTI Consulting 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 FTI or other stocks. Alpha measures the amount that position in FTI Consulting 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.
| 2024 | 2025 (projected) | Dividend Yield | 0.003122 | 0.003852 | Price To Sales Ratio | 1.82 | 1.19 |
FTI Consulting Upcoming Company Events
As portrayed in its financial statements, the presentation of FTI Consulting's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, FTI Consulting's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of FTI Consulting's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of FTI Consulting. Please utilize our Beneish M Score to check the likelihood of FTI Consulting's management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 25th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd 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 FTI Consulting
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
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Check out FTI Consulting Backtesting, FTI Consulting Valuation, FTI Consulting Correlation, FTI Consulting Hype Analysis, FTI Consulting Volatility, FTI Consulting History and analyze FTI Consulting Performance. To learn how to invest in FTI Stock, please use our How to Invest in FTI Consulting guide.You can also try the Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
FTI Consulting 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.