Fresenius Medical Care Stock Alpha and Beta Analysis
| FMS Stock | USD 22.02 0.46 2.05% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Fresenius Medical Care. It also helps investors analyze the systematic and unsystematic risks associated with investing in Fresenius Medical over a specified time horizon. Remember, high Fresenius Medical'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 Fresenius Medical's market risk premium analysis include:
Beta 0.34 | Alpha 0.15 | Risk 1.83 | Sharpe Ratio 0.13 | Expected Return 0.23 |
Fresenius Medical 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.
Fresenius |
Fresenius Medical Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Fresenius Medical market risk premium is the additional return an investor will receive from holding Fresenius Medical 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 Fresenius Medical. 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 Fresenius Medical's performance over market.| α | 0.15 | β | 0.34 |
Fresenius Medical 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 Fresenius Medical's Buy-and-hold return. Our buy-and-hold chart shows how Fresenius Medical performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Fresenius Medical Market Price Analysis
Market price analysis indicators help investors to evaluate how Fresenius Medical stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Fresenius Medical shares will generate the highest return on investment. By understating and applying Fresenius Medical stock market price indicators, traders can identify Fresenius Medical position entry and exit signals to maximize returns.
Fresenius Medical Return and Market Media
The median price of Fresenius Medical for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 20.83 with a coefficient of variation of 4.16. The daily time series for the period is distributed with a sample standard deviation of 0.86, arithmetic mean of 20.73, and mean deviation of 0.7. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Roblox stock drops after Hindenburg Research short report | 10/08/2024 |
2 | Fresenius Medical Care Showcases Research and Innovations in Kidney Care at American Society of Nephrology Kidney Week 2024 | 10/21/2024 |
3 | Fresenius Q3 Earnings Snapshot | 11/05/2024 |
4 | Fresenius Medical Care Third Quarter 2024 Earnings EPS Beats Expectations, Revenues Lag | 11/06/2024 |
5 | Q3 2024 Fresenius SE Co KGaA Earnings Call Transcript | 11/07/2024 |
6 | U.S. Intravenous Solutions Market Forecast to Reach 7.91 Billion by 2030 - Industry Analysis with Strategic Profiles of Key Companies Fresenius Kabi, Pfizer, Ba... | 11/13/2024 |
7 | Fresenius Kabi Receives 2024 Novaplus Program Excellence Award from Vizient | 11/14/2024 |
8 | Fresenius Medical Cares AI-Powered Application of the Anemia Control Model Selected for CMS AI Demo Days in the United States | 11/18/2024 |
9 | Fresenius Kabi Submits 510 Notification for the Aurora Xi Plasmapheresis System Software Version 2.0 with New Nomogram | 11/21/2024 |
10 | Fresenius Medical Care AGs Stock Going Strong But Fundamentals Look Weak What Implications Could This Have On The Stock | 11/22/2024 |
11 | Getting In Cheap On Fresenius SE Co. KGaA Might Be Difficult | 11/29/2024 |
About Fresenius Medical 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 Fresenius or other stocks. Alpha measures the amount that position in Fresenius Medical Care 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) | Dividend Yield | 0.0469 | 0.0884 | 0.0583 | 0.0612 | Price To Sales Ratio | 0.47 | 0.23 | 0.29 | 0.28 |
Fresenius Medical Upcoming Company Events
As portrayed in its financial statements, the presentation of Fresenius Medical's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Fresenius Medical's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Fresenius Medical's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Fresenius Medical. Please utilize our Beneish M Score to check the likelihood of Fresenius Medical's management manipulating its earnings.
| 20th of February 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 20th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Additional Tools for Fresenius Stock Analysis
When running Fresenius Medical's price analysis, check to measure Fresenius Medical's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Fresenius Medical is operating at the current time. Most of Fresenius Medical's value examination focuses on studying past and present price action to predict the probability of Fresenius Medical's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fresenius Medical's price. Additionally, you may evaluate how the addition of Fresenius Medical to your portfolios can decrease your overall portfolio volatility.