Futu Holdings Stock Alpha and Beta Analysis
| FUTU Stock | USD 114.00 9.42 9.01% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Futu Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Futu Holdings over a specified time horizon. Remember, high Futu Holdings' 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 Futu Holdings' market risk premium analysis include:
Beta 0.32 | Alpha 0.27 | Risk 4.7 | Sharpe Ratio 0.12 | Expected Return 0.56 |
Enterprise Value |
|
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.
Futu |
Futu Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Futu Holdings market risk premium is the additional return an investor will receive from holding Futu Holdings 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 Futu Holdings. 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 Futu Holdings' performance over market.| α | 0.27 | β | 0.32 |
Futu Holdings 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 Futu Holdings' Buy-and-hold return. Our buy-and-hold chart shows how Futu Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Futu Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how Futu Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Futu Holdings shares will generate the highest return on investment. By understating and applying Futu Holdings stock market price indicators, traders can identify Futu Holdings position entry and exit signals to maximize returns.
Futu Holdings Return and Market Media
The median price of Futu Holdings for the period between Thu, Nov 28, 2024 and Wed, Feb 26, 2025 is 86.98 with a coefficient of variation of 13.77. The daily time series for the period is distributed with a sample standard deviation of 12.65, arithmetic mean of 91.88, and mean deviation of 10.0. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Harbour Capital Advisors LLC Boosts Stake in Futu Holdings Limited | 01/13/2025 |
2 | SG Americas Securities LLC Boosts Holdings in Futu Holdings Limited | 01/23/2025 |
3 | Futu Holdings Ltd Shares Up 5.08 percent on Jan 30 | 01/30/2025 |
4 | Futu Holdings Ltd Shares Down 4.12 percent on Feb 5 | 02/05/2025 |
5 | FUTU vs. IBTA Which Stock Should Value Investors Buy Now | 02/13/2025 |
6 | Robinhood To Expands Crypto Offerings In Singapore In Push For Global Growth | 02/18/2025 |
7 | Zacks Investment Ideas feature highlights Alibaba, Futu, Baidu, Krane CSI China Internet ETF and JD.com | 02/21/2025 |
8 | Why Futu Holdings Limited Went Down On Monday | 02/25/2025 |
About Futu Holdings 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 Futu or other stocks. Alpha measures the amount that position in Futu Holdings 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) | Graham Number | 312.52 | 328.15 | Receivables Turnover | 0.35 | 0.38 |
Futu Holdings Upcoming Company Events
As portrayed in its financial statements, the presentation of Futu Holdings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Futu Holdings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Futu Holdings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Futu Holdings. Please utilize our Beneish M Score to check the likelihood of Futu Holdings' management manipulating its earnings.
| 26th of March 2024 Upcoming Quarterly Report | View | |
| 22nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 26th of March 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 Futu Holdings
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
Additional Tools for Futu Stock Analysis
When running Futu Holdings' price analysis, check to measure Futu Holdings' 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 Futu Holdings is operating at the current time. Most of Futu Holdings' value examination focuses on studying past and present price action to predict the probability of Futu Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Futu Holdings' price. Additionally, you may evaluate how the addition of Futu Holdings to your portfolios can decrease your overall portfolio volatility.