Lb Foster Stock Alpha and Beta Analysis

FSTR Stock  USD 28.92  0.58  1.97%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as LB Foster. It also helps investors analyze the systematic and unsystematic risks associated with investing in LB Foster over a specified time horizon. Remember, high LB Foster'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 LB Foster's market risk premium analysis include:
Beta
1.53
Alpha
0.21
Risk
2.7
Sharpe Ratio
0.13
Expected Return
0.35
Please note that although LB Foster 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., NYSE Composite index.) So in this particular case, LB Foster did 0.21  better 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 LB Foster stock's relative risk over its benchmark. LB Foster has a beta of 1.53  . As the market goes up, the company is expected to outperform it. However, if the market returns are negative, LB Foster will likely underperform. At this time, LB Foster's Enterprise Value Over EBITDA is relatively stable compared to the past year. As of 05/21/2024, Enterprise Value Multiple is likely to grow to 12.34, while Book Value Per Share is likely to drop 10.02.

Enterprise Value

134.06 Million

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.
  
Check out LB Foster Backtesting, LB Foster Valuation, LB Foster Correlation, LB Foster Hype Analysis, LB Foster Volatility, LB Foster History and analyze LB Foster Performance.
To learn how to invest in FSTR Stock, please use our How to Invest in LB Foster guide.

LB Foster Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. LB Foster market risk premium is the additional return an investor will receive from holding LB Foster 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 LB Foster. 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 LB Foster's performance over market.
α0.21   β1.53

LB Foster 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 LB Foster's Buy-and-hold return. Our buy-and-hold chart shows how LB Foster performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

LB Foster Market Price Analysis

Market price analysis indicators help investors to evaluate how LB Foster stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading LB Foster shares will generate the highest return on investment. By understating and applying LB Foster stock market price indicators, traders can identify LB Foster position entry and exit signals to maximize returns.

LB Foster Return and Market Media

The median price of LB Foster for the period between Wed, Feb 21, 2024 and Tue, May 21, 2024 is 24.51 with a coefficient of variation of 7.88. The daily time series for the period is distributed with a sample standard deviation of 1.99, arithmetic mean of 25.22, and mean deviation of 1.7. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Disposition of 441 shares by John Kasel of LB Foster at 23.4 subject to Rule 16b-3
02/26/2024
2
Disposition of 793 shares by Peter Jones of LB Foster at 23.73 subject to Rule 16b-3
02/29/2024
3
Disposition of 2164 shares by William Thalman of LB Foster at 23.78 subject to Rule 16b-3
03/01/2024
4
FSTR Stock Earnings L.B. Foster Misses EPS, Beats Revenue for Q4 2023
03/05/2024
5
Disposition of 2569 shares by John Kasel of LB Foster at 23.76 subject to Rule 16b-3
03/08/2024
6
L.B. Foster Short Interest Update - MarketBeat
03/18/2024
7
L.B. Foster Company is a favorite amongst institutional investors who own 57
04/15/2024
8
Chemours Earnings Beat, Revenues Miss Estimates in Q1
05/01/2024
9
ArcelorMittals Q1 Earnings and Revenues Beat Estimates
05/03/2024
10
L.B. Foster Co Q1 2024 Earnings Surpasses Revenue Estimates with Strong Organic Growth
05/07/2024
11
L.B. Foster Co Q1 2024 Earnings Call Transcript Highlights Strong Start with Robust ...
05/08/2024
12
Disposition of 846 shares by Gregory Lippard of LB Foster at 23.76 subject to Rule 16b-3
05/13/2024
13
L.B. Fosters chief growth officer to retire
05/17/2024

About LB Foster 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 FSTR or other stocks. Alpha measures the amount that position in LB Foster 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)
PTB Ratio1.670.87
Dividend Yield0.0080140.004252

LB Foster Upcoming Company Events

As portrayed in its financial statements, the presentation of LB Foster's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, LB Foster's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of LB Foster's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of LB Foster. Please utilize our Beneish M Score to check the likelihood of LB Foster's management manipulating its earnings.
4th of March 2024
Upcoming Quarterly Report
View
14th of May 2024
Next Financial Report
View
31st of December 2023
Next Fiscal Quarter End
View
4th of March 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 LB Foster

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.

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Align your risk with return expectations

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
When determining whether LB Foster is a strong investment it is important to analyze LB Foster's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact LB Foster's future performance. For an informed investment choice regarding FSTR Stock, refer to the following important reports:
Check out LB Foster Backtesting, LB Foster Valuation, LB Foster Correlation, LB Foster Hype Analysis, LB Foster Volatility, LB Foster History and analyze LB Foster Performance.
To learn how to invest in FSTR Stock, please use our How to Invest in LB Foster guide.
You can also try the Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.

Complementary Tools for FSTR Stock analysis

When running LB Foster's price analysis, check to measure LB Foster'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 LB Foster is operating at the current time. Most of LB Foster's value examination focuses on studying past and present price action to predict the probability of LB Foster's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move LB Foster's price. Additionally, you may evaluate how the addition of LB Foster to your portfolios can decrease your overall portfolio volatility.
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LB Foster 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.
A focus of LB Foster technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of LB Foster trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...