Federal Agricultural Mortgage Preferred Stock Alpha and Beta Analysis
| AGM-PD Preferred Stock | 22.65 0.21 0.94% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Federal Agricultural Mortgage. It also helps investors analyze the systematic and unsystematic risks associated with investing in Federal Agricultural over a specified time horizon. Remember, high Federal Agricultural'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 Federal Agricultural's market risk premium analysis include:
Beta (0.02) | Alpha (0.11) | Risk 0.74 | Sharpe Ratio (0.14) | Expected Return (0.11) |
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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Federal Agricultural Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Federal Agricultural market risk premium is the additional return an investor will receive from holding Federal Agricultural 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 Federal Agricultural. 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 Federal Agricultural's performance over market.| α | -0.11 | β | -0.02 |
Federal Agricultural 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 Federal Agricultural's Buy-and-hold return. Our buy-and-hold chart shows how Federal Agricultural performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Federal Agricultural Market Price Analysis
Market price analysis indicators help investors to evaluate how Federal Agricultural preferred stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Federal Agricultural shares will generate the highest return on investment. By understating and applying Federal Agricultural preferred stock market price indicators, traders can identify Federal Agricultural position entry and exit signals to maximize returns.
Federal Agricultural Return and Market Media
The median price of Federal Agricultural for the period between Fri, Feb 16, 2024 and Thu, May 16, 2024 is 23.89 with a coefficient of variation of 2.86. The daily time series for the period is distributed with a sample standard deviation of 0.68, arithmetic mean of 23.6, and mean deviation of 0.6. The Preferred Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Federal Agricultural 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 Federal or other preferred stocks. Alpha measures the amount that position in Federal Agricultural 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 Federal Agricultural 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, Federal Agricultural's short interest history, or implied volatility extrapolated from Federal Agricultural options trading.
Build Portfolio with Federal Agricultural
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 Federal Agricultural Backtesting, Federal Agricultural Valuation, Federal Agricultural Correlation, Federal Agricultural Hype Analysis, Federal Agricultural Volatility, Federal Agricultural History and analyze Federal Agricultural Performance. You can also try the Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.
Complementary Tools for Federal Preferred Stock analysis
When running Federal Agricultural's price analysis, check to measure Federal Agricultural'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 Federal Agricultural is operating at the current time. Most of Federal Agricultural's value examination focuses on studying past and present price action to predict the probability of Federal Agricultural's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Federal Agricultural's price. Additionally, you may evaluate how the addition of Federal Agricultural to your portfolios can decrease your overall portfolio volatility.
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Federal Agricultural technical preferred 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, preferred stock market cycles, or different charting patterns.