FVVSF OTC Stock Alpha and Beta Analysis

FVVSF -  USA Stock  

USD 0.0274  0.0024  9.60%

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Five Star Diamonds. It also helps investors analyze the systematic and unsystematic risks associated with investing in Five Star over a specified time horizon. Remember, high Five Star'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 Five Star Backtesting, Five Star Valuation, Five Star Correlation, Five Star Hype Analysis, Five Star Volatility, Five Star History and analyze Five Star Performance.


Please note that although Five Star 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, Five Star did 0.51  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 Five Star Diamonds stock's relative risk over its benchmark. Five Star Diamonds has a beta of 0.34  . Let's try to break down what FVVSF's beta means in this case. As returns on the market increase, Five Star returns are expected to increase less than the market. However, during the bear market, the loss on holding Five Star 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.

Five Star Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Five Star market risk premium is the additional return an investor will receive from holding Five Star 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 Five Star. 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 Five Star's performance over market.
α-0.51   β0.34
90 days against DJI

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

Five Star Market Price Analysis

Market price analysis indicators help investors to evaluate how Five Star 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 Five Star shares will generate the highest return on investment. By understating and applying Five Star otc stock market price indicators, traders can identify Five Star position entry and exit signals to maximize returns.

Five Star Return and Market Media

The median price of Five Star for the period between Mon, Jul 26, 2021 and Sun, Oct 24, 2021 is 0.0316 with a coefficient of variation of 18.5. 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 0.0. The Stock received substential amount of media coverage during this period.
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About Five Star 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 Five Star Diamonds 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.

Five Star Investors Sentiment

The influence of Five Star's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in FVVSF. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.

Current Sentiment - FVVSF

Five Star Diamonds Investor Sentiment

Macroaxis portfolio users are insensible in their opinion about investing in Five Star Diamonds. What is your opinion about investing in Five Star Diamonds? Are you bullish or bearish?
50% Bullish
50% Bearish

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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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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
Please check Five Star Backtesting, Five Star Valuation, Five Star Correlation, Five Star Hype Analysis, Five Star Volatility, Five Star History and analyze Five Star Performance. Note that the Five Star Diamonds information on this page should be used as a complementary analysis to other Five Star'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 Equity Search module to search for activelly traded equities including funds and ETFs from over 30 global markets.

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When running Five Star Diamonds price analysis, check to measure Five Star'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 Five Star is operating at the current time. Most of Five Star's value examination focuses on studying past and present price action to predict the probability of Five Star's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Five Star's price. Additionally, you may evaluate how the addition of Five Star to your portfolios can decrease your overall portfolio volatility.
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Five Star 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, stock market cycles, or different charting patterns.
A focus of Five Star technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Five Star 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...