Forestar Group Stock Alpha and Beta Analysis
| FOR Stock | USD 22.25 0.35 1.60% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Forestar Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Forestar over a specified time horizon. Remember, high Forestar'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 Forestar's market risk premium analysis include:
Beta (0.14) | Alpha (0.23) | Risk 2.37 | Sharpe Ratio (0.09) | Expected Return (0.21) |
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.
Forestar |
Forestar Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Forestar market risk premium is the additional return an investor will receive from holding Forestar 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 Forestar. 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 Forestar's performance over market.| α | -0.23 | β | -0.14 |
Forestar 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 Forestar's Buy-and-hold return. Our buy-and-hold chart shows how Forestar performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Forestar Market Price Analysis
Market price analysis indicators help investors to evaluate how Forestar stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Forestar shares will generate the highest return on investment. By understating and applying Forestar stock market price indicators, traders can identify Forestar position entry and exit signals to maximize returns.
Forestar Return and Market Media
The median price of Forestar for the period between Sat, Dec 21, 2024 and Fri, Mar 21, 2025 is 23.25 with a coefficient of variation of 7.03. The daily time series for the period is distributed with a sample standard deviation of 1.67, arithmetic mean of 23.71, and mean deviation of 1.41. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Forestar 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 Forestar or other stocks. Alpha measures the amount that position in Forestar Group 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.
Forestar Upcoming Company Events
As portrayed in its financial statements, the presentation of Forestar's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Forestar's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Forestar's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Forestar. Please utilize our Beneish M Score to check the likelihood of Forestar's management manipulating its earnings.
| 18th of April 2024 Upcoming Quarterly Report | View | |
| 18th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 5th of November 2024 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 30th of September 2023 Last Financial Announcement | View |
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Additional Tools for Forestar Stock Analysis
When running Forestar's price analysis, check to measure Forestar'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 Forestar is operating at the current time. Most of Forestar's value examination focuses on studying past and present price action to predict the probability of Forestar's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Forestar's price. Additionally, you may evaluate how the addition of Forestar to your portfolios can decrease your overall portfolio volatility.