FC Investment (UK) Alpha and Beta Analysis
| FCIT Stock | 1,124 2.00 0.18% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as FC Investment Trust. It also helps investors analyze the systematic and unsystematic risks associated with investing in FC Investment over a specified time horizon. Remember, high FC Investment'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 FC Investment's market risk premium analysis include:
Beta 0.28 | Alpha 0.0945 | Risk 0.74 | Sharpe Ratio 0.2 | Expected Return 0.14 |
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.
FCIT |
FC Investment Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. FC Investment market risk premium is the additional return an investor will receive from holding FC Investment 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 FC Investment. 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 FC Investment's performance over market.| α | 0.09 | β | 0.28 |
FC Investment 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 FC Investment's Buy-and-hold return. Our buy-and-hold chart shows how FC Investment performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.FC Investment Market Price Analysis
Market price analysis indicators help investors to evaluate how FC Investment stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading FC Investment shares will generate the highest return on investment. By understating and applying FC Investment stock market price indicators, traders can identify FC Investment position entry and exit signals to maximize returns.
FC Investment Return and Market Media
The median price of FC Investment for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 1048.0 with a coefficient of variation of 3.61. The daily time series for the period is distributed with a sample standard deviation of 38.04, arithmetic mean of 1052.96, and mean deviation of 30.7. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Interview with Paul Niven from FC Investment Trust - QuotedData | 09/27/2024 |
| FC Investment dividend paid on 1st of November 2024 | 11/01/2024 |
2 | Insider Buying FC Investment Trust Insider Buys 90 Shares of Stock - MarketBeat | 11/11/2024 |
3 | FC Investment Trust Hits New 12-Month High - Still a Buy - MarketBeat | 11/22/2024 |
About FC Investment 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 FCIT or other stocks. Alpha measures the amount that position in FC Investment Trust 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.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards FC Investment in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, FC Investment's short interest history, or implied volatility extrapolated from FC Investment options trading.
Build Portfolio with FC Investment
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Additional Tools for FCIT Stock Analysis
When running FC Investment's price analysis, check to measure FC Investment'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 FC Investment is operating at the current time. Most of FC Investment's value examination focuses on studying past and present price action to predict the probability of FC Investment's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move FC Investment's price. Additionally, you may evaluate how the addition of FC Investment to your portfolios can decrease your overall portfolio volatility.