Fs Bancorp Stock Alpha and Beta Analysis
| FXLG Stock | USD 31.50 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as FS Bancorp. It also helps investors analyze the systematic and unsystematic risks associated with investing in FS Bancorp over a specified time horizon. Remember, high FS Bancorp'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 Bancorp's market risk premium analysis include:
Beta 0.0509 | Alpha 0.0733 | Risk 0.43 | Sharpe Ratio 0.22 | Expected Return 0.0923 |
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.
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FS Bancorp Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. FS Bancorp market risk premium is the additional return an investor will receive from holding FS Bancorp 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 Bancorp. 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 Bancorp's performance over market.| α | 0.07 | β | 0.05 |
FS Bancorp 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 Bancorp's Buy-and-hold return. Our buy-and-hold chart shows how FS Bancorp performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.FS Bancorp Market Price Analysis
Market price analysis indicators help investors to evaluate how FS Bancorp pink sheet reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading FS Bancorp shares will generate the highest return on investment. By understating and applying FS Bancorp pink sheet market price indicators, traders can identify FS Bancorp position entry and exit signals to maximize returns.
FS Bancorp Return and Market Media
The median price of FS Bancorp for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 30.99 with a coefficient of variation of 1.56. The daily time series for the period is distributed with a sample standard deviation of 0.48, arithmetic mean of 30.74, and mean deviation of 0.39. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About FS Bancorp 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 FXLG or other pink sheets. Alpha measures the amount that position in FS Bancorp 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.
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 Bancorp 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 Bancorp's short interest history, or implied volatility extrapolated from FS Bancorp options trading.
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Additional Information and Resources on Investing in FXLG Pink Sheet
When determining whether FS Bancorp is a strong investment it is important to analyze FS Bancorp's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact FS Bancorp's future performance. For an informed investment choice regarding FXLG Pink Sheet, refer to the following important reports:Check out FS Bancorp Backtesting, FS Bancorp Valuation, FS Bancorp Correlation, FS Bancorp Hype Analysis, FS Bancorp Volatility, FS Bancorp History and analyze FS Bancorp Performance. For more detail on how to invest in FXLG Pink Sheet please use our How to Invest in FS Bancorp guide.You can also try the Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
FS Bancorp technical pink sheet 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, pink sheet market cycles, or different charting patterns.