Freightcar America Stock Alpha and Beta Analysis
| RAIL Stock | USD 7.97 0.25 3.24% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Freightcar America. It also helps investors analyze the systematic and unsystematic risks associated with investing in Freightcar America over a specified time horizon. Remember, high Freightcar America'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 Freightcar America's market risk premium analysis include:
Beta 1.13 | Alpha (0.38) | Risk 4.29 | Sharpe Ratio (0.06) | Expected Return (0.26) |
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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.
Freightcar |
Freightcar America Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Freightcar America market risk premium is the additional return an investor will receive from holding Freightcar America 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 Freightcar America. 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 Freightcar America's performance over market.| α | -0.38 | β | 1.13 |
Freightcar America 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 Freightcar America's Buy-and-hold return. Our buy-and-hold chart shows how Freightcar America performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Freightcar America Market Price Analysis
Market price analysis indicators help investors to evaluate how Freightcar America stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Freightcar America shares will generate the highest return on investment. By understating and applying Freightcar America stock market price indicators, traders can identify Freightcar America position entry and exit signals to maximize returns.
Freightcar America Return and Market Media
The median price of Freightcar America for the period between Fri, Nov 29, 2024 and Thu, Feb 27, 2025 is 10.21 with a coefficient of variation of 13.88. The daily time series for the period is distributed with a sample standard deviation of 1.46, arithmetic mean of 10.53, and mean deviation of 1.23. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Train company brings in airline-style luggage edict for Christmas | 12/17/2024 |
2 | Acquisition by Fuentes Sierra Juan Carlos of 3891 shares of Freightcar America at 9.805 subject to Rule 16b-3 | 01/08/2025 |
3 | Passengers face commute on 50-year-old trains at worst-performing rail operator | 01/17/2025 |
4 | Tiderock Companies Completes First Shipment to Leading European Rail Company and Secures Additional Purchase Orders | 02/04/2025 |
5 | Individual investors account for percent of FreightCar America, Inc.s ownership, while institutions account for 35 | 02/06/2025 |
6 | SIERRA NORTHERN RAILWAY ACQUIRES THE ASSETS OF RAILPOWER LLC A GROUNDBREAKING STEP TOWARD REVOLUTIONIZING RAIL TRANSPORTATION WITH CLEAN ENERGY SOLUTIONS | 02/07/2025 |
7 | European Sleepers first train to Venice didnt even reach Italy | 02/10/2025 |
8 | The ultimate guide to Turkey by train | 02/12/2025 |
9 | FreightCar America, Inc. Announces New 35 Million Asset-Based Lending Credit Facility | 02/18/2025 |
10 | Disposition of 106789 shares by Gil Benavides Jesus Salvador of Freightcar America subject to Rule 16b-3 | 02/24/2025 |
11 | FreightCar America, Inc. To Release Fourth Quarter and Full Year 2024 Results On March 12, 2025 | 02/26/2025 |
About Freightcar America 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 Freightcar or other stocks. Alpha measures the amount that position in Freightcar America 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) | Dividend Yield | 0.0144 | 0.007964 | Price To Sales Ratio | 0.25 | 0.23 |
Freightcar America Upcoming Company Events
As portrayed in its financial statements, the presentation of Freightcar America's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Freightcar America's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Freightcar America's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Freightcar America. Please utilize our Beneish M Score to check the likelihood of Freightcar America's management manipulating its earnings.
| 25th of March 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 25th 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 Freightcar America
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Check out Freightcar America Backtesting, Freightcar America Valuation, Freightcar America Correlation, Freightcar America Hype Analysis, Freightcar America Volatility, Freightcar America History and analyze Freightcar America Performance. For more information on how to buy Freightcar Stock please use our How to buy in Freightcar Stock guide.You can also try the Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
Freightcar America 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.