FBR ASSET Stock Alpha and Beta Analysis


USD 169.58  6.99  4.30%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as FBR ASSET INVESTMENT. It also helps investors analyze the systematic and unsystematic risks associated with investing in FBR ASSET over a specified time horizon. Remember, high FBR ASSET'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.
Please check Investing Opportunities.
Please note that although FBR ASSET alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, FBR ASSET did 0.043896  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of FBR ASSET INVESTMENT stock's relative risk over its benchmark. FBR ASSET INVESTMENT has a beta of 0.30  . Let's try to break down what FBR ASSET's beta means in this case. As returns on the market increase, FBR ASSET returns are expected to increase less than the market. However, during the bear market, the loss on holding FBR ASSET will be expected to be smaller as well.
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.

FBR ASSET Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. FBR ASSET market risk premium is the additional return an investor will receive from holding FBR ASSET 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 FBR ASSET. 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 FBR ASSET's performance over market.
α-0.04   β0.30
90 days against DJI

FBR ASSET Fundamentals Vs Peers

Comparing FBR ASSET's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze FBR ASSET's direct or indirect competition across all of the common fundamentals between FBR ASSET and the related equities. This way, we can detect undervalued stocks with similar characteristics as FBR ASSET or determine the stocks which would be an excellent addition to an existing portfolio. Peer analysis of FBR ASSET's fundamental indicators could also be used in its relative valuation, which is a method of valuing FBR ASSET by comparing valuation metrics with those of similar companies.
 Better Than Average     
 Worse Than Average Compare FBR ASSET to competition
FundamentalsFBR ASSETPeer Average
Return On Equity29.07 %(0.31) %
Return On Asset16.74 %(0.14) %
Profit Margin31.20 %(1.27) %
Operating Margin43.50 %(5.51) %
Current Valuation433.22 B16.62 B
Shares Outstanding2.29 B571.82 M
Shares Owned by Insiders0.55 %10.09 %

FBR ASSET Opportunities

FBR ASSET Return and Market Media

The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
Financial Statements05/26/2022
Financial Statements05/31/2022

About FBR ASSET 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in FBR ASSET INVESTMENT 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.

FBR ASSET Upcoming Company Events

As portrayed in its financial statements, the presentation of FBR ASSET's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, FBR ASSET's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of FBR ASSET's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of FBR ASSET. Please utilize our Beneish M Score to check the likelihood of FBR ASSET's management manipulating its earnings.
Upcoming Quarterly Report2nd of February 2022
Next Financial Report27th of April 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End2nd of February 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with FBR ASSET

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Please check Investing Opportunities. Note that the FBR ASSET INVESTMENT information on this page should be used as a complementary analysis to other FBR ASSET's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.

Other Tools for FBR ASSET Stock

When running FBR ASSET INVESTMENT price analysis, check to measure FBR ASSET'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 FBR ASSET is operating at the current time. Most of FBR ASSET's value examination focuses on studying past and present price action to predict the probability of FBR ASSET's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move FBR ASSET's price. Additionally, you may evaluate how the addition of FBR ASSET to your portfolios can decrease your overall portfolio volatility.
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