Freeport Resources Stock Alpha and Beta Analysis
| FEERF Stock | USD 0.05 0.0003 0.65% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Freeport Resources. It also helps investors analyze the systematic and unsystematic risks associated with investing in Freeport Resources over a specified time horizon. Remember, high Freeport Resources' 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 Freeport Resources' market risk premium analysis include:
Beta 1.89 | Alpha 3.15 | Risk 16.83 | Sharpe Ratio 0.2 | Expected Return 3.41 |
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.
Freeport |
Freeport Resources Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Freeport Resources market risk premium is the additional return an investor will receive from holding Freeport Resources 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 Freeport Resources. 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 Freeport Resources' performance over market.| α | 3.15 | β | 1.89 |
Freeport Resources 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 Freeport Resources' Buy-and-hold return. Our buy-and-hold chart shows how Freeport Resources performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Freeport Resources Market Price Analysis
Market price analysis indicators help investors to evaluate how Freeport Resources otc stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Freeport Resources shares will generate the highest return on investment. By understating and applying Freeport Resources otc stock market price indicators, traders can identify Freeport Resources position entry and exit signals to maximize returns.
Freeport Resources Return and Market Media
The median price of Freeport Resources for the period between Fri, Jan 26, 2024 and Thu, Apr 25, 2024 is 0.028 with a coefficient of variation of 51.07. The daily time series for the period is distributed with a sample standard deviation of 0.01, arithmetic mean of 0.03, and mean deviation of 0.01. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Freeport Resources 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 Freeport or other otcs. Alpha measures the amount that position in Freeport Resources 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 Freeport Resources 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, Freeport Resources' short interest history, or implied volatility extrapolated from Freeport Resources options trading.
Build Portfolio with Freeport Resources
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Check out Freeport Resources Backtesting, Freeport Resources Valuation, Freeport Resources Correlation, Freeport Resources Hype Analysis, Freeport Resources Volatility, Freeport Resources History and analyze Freeport Resources Performance. You can also try the Stock Tickers module to use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites.
Complementary Tools for Freeport OTC Stock analysis
When running Freeport Resources' price analysis, check to measure Freeport Resources' 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 Freeport Resources is operating at the current time. Most of Freeport Resources' value examination focuses on studying past and present price action to predict the probability of Freeport Resources' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Freeport Resources' price. Additionally, you may evaluate how the addition of Freeport Resources to your portfolios can decrease your overall portfolio volatility.
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| Analyst Advice Analyst recommendations and target price estimates broken down by several categories | |
| Volatility Analysis Get historical volatility and risk analysis based on latest market data | |
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
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| Pattern Recognition Use different Pattern Recognition models to time the market across multiple global exchanges |
Freeport Resources technical otc 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, otc market cycles, or different charting patterns.