Farmmi Inc Stock Alpha and Beta Analysis
| FAMI Stock | USD 0.87 0.04 4.70% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Farmmi Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Farmmi over a specified time horizon. Remember, high Farmmi'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 Farmmi's market risk premium analysis include:
Beta 0.48 | Alpha (0.33) | Risk 4.32 | Sharpe Ratio (0.09) | Expected Return (0.39) |
Enterprise Value |
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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.
Farmmi |
Farmmi Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Farmmi market risk premium is the additional return an investor will receive from holding Farmmi 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 Farmmi. 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 Farmmi's performance over market.| α | -0.33 | β | 0.48 |
Farmmi 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 Farmmi's Buy-and-hold return. Our buy-and-hold chart shows how Farmmi performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Farmmi Market Price Analysis
Market price analysis indicators help investors to evaluate how Farmmi stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Farmmi shares will generate the highest return on investment. By understating and applying Farmmi stock market price indicators, traders can identify Farmmi position entry and exit signals to maximize returns.
Farmmi Return and Market Media
The median price of Farmmi for the period between Thu, Jan 25, 2024 and Wed, Apr 24, 2024 is 1.02 with a coefficient of variation of 15.0. The daily time series for the period is distributed with a sample standard deviation of 0.15, arithmetic mean of 1.0, and mean deviation of 0.13. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Top 2 Defensive Stocks That Should Keep You Up At Night | 02/13/2024 |
2 | New High-Volume Farmmi Order to Israel -December 06, 2022 at 0801 am EST - Marketscreener.com | 02/21/2024 |
3 | Farmmi Subsidiary Selected for Prominent Lishui Enterprise Listing and Merger Promotion Association - Barchart | 04/12/2024 |
About Farmmi 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 Farmmi or other stocks. Alpha measures the amount that position in Farmmi Inc 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Days Sales Outstanding | 73.36 | 81.98 | 94.28 | 146.49 | PTB Ratio | 0.67 | 0.0358 | 0.0412 | 0.0392 |
Farmmi Upcoming Company Events
As portrayed in its financial statements, the presentation of Farmmi's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Farmmi's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Farmmi's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Farmmi. Please utilize our Beneish M Score to check the likelihood of Farmmi's management manipulating its earnings.
| 12th of February 2024 Upcoming Quarterly Report | View | |
| 30th of September 2023 Next Fiscal Quarter End | View |
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Check out Farmmi Backtesting, Farmmi Valuation, Farmmi Correlation, Farmmi Hype Analysis, Farmmi Volatility, Farmmi History and analyze Farmmi Performance. You can also try the Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.
Complementary Tools for Farmmi Stock analysis
When running Farmmi's price analysis, check to measure Farmmi'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 Farmmi is operating at the current time. Most of Farmmi's value examination focuses on studying past and present price action to predict the probability of Farmmi's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Farmmi's price. Additionally, you may evaluate how the addition of Farmmi to your portfolios can decrease your overall portfolio volatility.
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