First American Stock Alpha and Beta Analysis
| FAF Stock | USD 65.51 0.31 0.47% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as First American. It also helps investors analyze the systematic and unsystematic risks associated with investing in First American over a specified time horizon. Remember, high First American'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 First American's market risk premium analysis include:
Beta 0.4 | Alpha (0.01) | Risk 1.24 | Sharpe Ratio 0.0372 | Expected Return 0.0459 |
First American Quarterly Cash And Equivalents |
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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.
First |
First American Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. First American market risk premium is the additional return an investor will receive from holding First American 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 First American. 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 First American's performance over market.| α | -0.0077 | β | 0.40 |
First American 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 First American's Buy-and-hold return. Our buy-and-hold chart shows how First American performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.First American Market Price Analysis
Market price analysis indicators help investors to evaluate how First American stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading First American shares will generate the highest return on investment. By understating and applying First American stock market price indicators, traders can identify First American position entry and exit signals to maximize returns.
First American Return and Market Media
The median price of First American for the period between Thu, Sep 12, 2024 and Wed, Dec 11, 2024 is 64.48 with a coefficient of variation of 3.13. The daily time series for the period is distributed with a sample standard deviation of 2.04, arithmetic mean of 65.06, and mean deviation of 1.63. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Wahl Deborah of 696 shares of First American subject to Rule 16b-3 | 09/20/2024 |
| First American dividend paid on 27th of September 2024 | 09/27/2024 |
2 | US Existing Home Sales Slump To Lowest Since 2010 | 10/23/2024 |
3 | Acquisition by Mark Seaton of 20612 shares of First American subject to Rule 16b-3 | 10/25/2024 |
4 | Disposition of 2337 shares by Steven Adams of First American at 63.7619 subject to Rule 16b-3 | 10/29/2024 |
5 | First American Financials chief accounting officer sells shares worth 149,011 | 10/31/2024 |
6 | First American Stock Near 52-Week High Is This Your Buy Signal | 11/14/2024 |
7 | National House Prices Stabilize After Nine-Month Slowdown, According to First American Data Analytics Monthly Home Price Index Report | 11/19/2024 |
8 | First American Financial Corp Shares Up 3.88 percent on Nov 25 | 11/25/2024 |
9 | First American Financial Corporation to Participate in the KBW Virtual Title Insurance Day Conference | 11/27/2024 |
10 | First American Financial Co. Shares Purchased by Jacobs Levy Equity Management Inc. | 12/04/2024 |
11 | First American Data Analytics President Robert Karraa Named a 2024 Inman Best of Proptech Award Winner | 12/05/2024 |
12 | Disposition of 8798 shares by Kenneth DeGiorgio of First American at 65.79 subject to Rule 16b-3 | 12/09/2024 |
About First American 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 First or other stocks. Alpha measures the amount that position in First American 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) | Dividend Yield | 0.0245 | 0.0387 | 0.0322 | 0.0236 | Price To Sales Ratio | 0.94 | 0.74 | 7.16 | 7.52 |
First American Upcoming Company Events
As portrayed in its financial statements, the presentation of First American's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, First American's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of First American's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of First American. Please utilize our Beneish M Score to check the likelihood of First American's management manipulating its earnings.
| 7th of February 2024 Upcoming Quarterly Report | View | |
| 25th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 7th of February 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 First American
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 First American Backtesting, First American Valuation, First American Correlation, First American Hype Analysis, First American Volatility, First American History and analyze First American Performance. For more detail on how to invest in First Stock please use our How to Invest in First American guide.You can also try the Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
First American 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.