Forrester Research Stock Alpha and Beta Analysis
| FORR Stock | USD 18.34 0.15 0.82% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Forrester Research. It also helps investors analyze the systematic and unsystematic risks associated with investing in Forrester Research over a specified time horizon. Remember, high Forrester Research'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 Forrester Research's market risk premium analysis include:
Beta (1.04) | Alpha (0.47) | Risk 2.98 | Sharpe Ratio (0.14) | Expected Return (0.41) |
Forrester Research Quarterly Cash And Equivalents |
|
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.
Forrester |
Forrester Research Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Forrester Research market risk premium is the additional return an investor will receive from holding Forrester Research 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 Forrester Research. 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 Forrester Research's performance over market.| α | -0.47 | β | -1.04 |
Forrester Research 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 Forrester Research's Buy-and-hold return. Our buy-and-hold chart shows how Forrester Research performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Forrester Research Market Price Analysis
Market price analysis indicators help investors to evaluate how Forrester Research stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Forrester Research shares will generate the highest return on investment. By understating and applying Forrester Research stock market price indicators, traders can identify Forrester Research position entry and exit signals to maximize returns.
Forrester Research Return and Market Media
The median price of Forrester Research for the period between Sun, Feb 4, 2024 and Sat, May 4, 2024 is 20.37 with a coefficient of variation of 9.21. The daily time series for the period is distributed with a sample standard deviation of 1.89, arithmetic mean of 20.54, and mean deviation of 1.33. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 2484 shares by Finn Leo Christian of Forrester Research subject to Rule 16b-3 | 03/18/2024 |
2 | Acquisition by Shirley Macbeth of 3446 shares of Forrester Research subject to Rule 16b-3 | 04/05/2024 |
3 | Billionaires Are Selling Nvidia Stock and Buying 2 Supercharged Artificial Intelligence Stocks Instead | 04/15/2024 |
4 | Dave Ramsey reveals why its so difficult to start a business today, which generation has the advantage | 04/23/2024 |
5 | LTIMindtree encerra o ano fiscal de 2024 com uma forte entrada de pedidos de US 5,6 bilhes aumento de 15,7 percent em relao ao ano anterior | 04/25/2024 |
6 | Microsoft, Google Gain After AI Fuels Cloud Computing Demand | 04/26/2024 |
7 | Analysis-Second global AI safety summit faces tough questions, lower turnout | 04/29/2024 |
8 | Forrester earnings missed by 0.08, revenue fell short of estimates | 04/30/2024 |
9 | AI investments are showing signs of a payoff, but the price is steep | 05/01/2024 |
10 | Apple profit ebbs as iPhone sales under pressure | 05/02/2024 |
About Forrester Research 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 Forrester or other stocks. Alpha measures the amount that position in Forrester Research 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.0198 | 0.0297 | Price To Sales Ratio | 1.07 | 1.02 |
Forrester Research Upcoming Company Events
As portrayed in its financial statements, the presentation of Forrester Research's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Forrester Research's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Forrester Research's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Forrester Research. Please utilize our Beneish M Score to check the likelihood of Forrester Research's management manipulating its earnings.
| 8th of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 8th of February 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 Forrester Research
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 Forrester Research Backtesting, Forrester Research Valuation, Forrester Research Correlation, Forrester Research Hype Analysis, Forrester Research Volatility, Forrester Research History and analyze Forrester Research Performance. To learn how to invest in Forrester Stock, please use our How to Invest in Forrester Research guide.You can also try the Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.
Complementary Tools for Forrester Stock analysis
When running Forrester Research's price analysis, check to measure Forrester Research'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 Forrester Research is operating at the current time. Most of Forrester Research's value examination focuses on studying past and present price action to predict the probability of Forrester Research's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Forrester Research's price. Additionally, you may evaluate how the addition of Forrester Research to your portfolios can decrease your overall portfolio volatility.
| Portfolio File Import Quickly import all of your third-party portfolios from your local drive in csv format | |
| Portfolio Center All portfolio management and optimization tools to improve performance of your portfolios | |
| Financial Widgets Easily integrated Macroaxis content with over 30 different plug-and-play financial widgets | |
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. | |
| Global Correlations Find global opportunities by holding instruments from different markets | |
| Idea Analyzer Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas | |
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum | |
| Top Crypto Exchanges Search and analyze digital assets across top global cryptocurrency exchanges | |
| USA ETFs Find actively traded Exchange Traded Funds (ETF) in USA | |
| Piotroski F Score Get Piotroski F Score based on the binary analysis strategy of nine different fundamentals |
Forrester Research 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.