Fs Credit Opportunities Stock Alpha and Beta Analysis
| FSCO Stock | 6.80 0.03 0.44% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as FS Credit Opportunities. It also helps investors analyze the systematic and unsystematic risks associated with investing in FS Credit over a specified time horizon. Remember, high FS Credit'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 FS Credit's market risk premium analysis include:
Beta 0.19 | Alpha 0.17 | Risk 0.88 | Sharpe Ratio 0.2 | Expected Return 0.18 |
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.
FSCO |
FS Credit Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. FS Credit market risk premium is the additional return an investor will receive from holding FS Credit 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 FS Credit. 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 FS Credit's performance over market.| α | 0.17 | β | 0.19 |
FS Credit 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 FS Credit's Buy-and-hold return. Our buy-and-hold chart shows how FS Credit performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.FS Credit Market Price Analysis
Market price analysis indicators help investors to evaluate how FS Credit stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading FS Credit shares will generate the highest return on investment. By understating and applying FS Credit stock market price indicators, traders can identify FS Credit position entry and exit signals to maximize returns.
FS Credit Return and Market Media
The median price of FS Credit for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 6.5 with a coefficient of variation of 3.27. The daily time series for the period is distributed with a sample standard deviation of 0.21, arithmetic mean of 6.4, and mean deviation of 0.18. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 218961 shares by Forman Michael C. of FS Credit at 6.1503 subject to Rule 16b-3 | 09/06/2024 |
2 | Disposition of 102860 shares by Forman Michael C. of FS Credit at 6.1106 subject to Rule 16b-3 | 09/09/2024 |
3 | Reminder - FS Credit Opportunities Goes Ex-Dividend Soon - Nasdaq | 09/19/2024 |
| FS Credit dividend paid on 23rd of September 2024 | 09/23/2024 |
4 | FS Credit Opportunities Corp. amends credit facility terms - Investing.com | 09/25/2024 |
| FS Credit dividend paid on 30th of September 2024 | 09/30/2024 |
6 | FS Credit Opportunities Corp. Declares Distribution for October 2024 | 10/09/2024 |
| FS Credit dividend paid on 31st of October 2024 | 10/31/2024 |
7 | FS Credit Opportunities Corp. Declares Distribution for November 2024 | 11/04/2024 |
8 | FSCO An 8 percent Discount On An 11 percent Yield, Sign Me Up - Seeking Alpha | 11/11/2024 |
9 | Discretionary transaction by Franklin Square Holdings, L.p. of tradable shares of FS Credit subject to Rule 16b-3 | 11/15/2024 |
| FS Credit dividend paid on 29th of November 2024 | 11/29/2024 |
About FS Credit 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 FSCO or other stocks. Alpha measures the amount that position in FS Credit Opportunities 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.
| 2010 | 2023 | 2024 (projected) | Current Ratio | 18.54 | 16.69 | 14.83 | Net Debt To EBITDA | 0.53 | 0.47 | 0.42 |
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 FS Credit 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, FS Credit's short interest history, or implied volatility extrapolated from FS Credit options trading.
Build Portfolio with FS Credit
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
Align your risk with return expectations
Check out FS Credit Backtesting, FS Credit Valuation, FS Credit Correlation, FS Credit Hype Analysis, FS Credit Volatility, FS Credit History and analyze FS Credit Performance. You can also try the Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.
FS Credit 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.