FUJIFILM Holdings Corp Alpha and Beta Analysis
| FUJIYDelisted Stock | USD 58.61 0.16 0.27% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as FUJIFILM Holdings Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in FUJIFILM Holdings over a specified time horizon. Remember, high FUJIFILM Holdings' 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 FUJIFILM Holdings' market risk premium analysis include:
Beta 0.098 | Alpha 0.2 | Risk 0.0 | Sharpe Ratio 0.0 | Expected Return 0.0 |
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.
FUJIFILM |
FUJIFILM Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. FUJIFILM Holdings market risk premium is the additional return an investor will receive from holding FUJIFILM Holdings 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 FUJIFILM Holdings. 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 FUJIFILM Holdings' performance over market.| α | 0.20 | β | 0.1 |
FUJIFILM Holdings Fundamentals Vs Peers
Comparing FUJIFILM Holdings' 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 FUJIFILM Holdings' direct or indirect competition across all of the common fundamentals between FUJIFILM Holdings and the related equities. This way, we can detect undervalued stocks with similar characteristics as FUJIFILM Holdings or determine the pink sheets which would be an excellent addition to an existing portfolio. Peer analysis of FUJIFILM Holdings' fundamental indicators could also be used in its relative valuation, which is a method of valuing FUJIFILM Holdings by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare FUJIFILM Holdings to competition |
| Fundamentals | FUJIFILM Holdings | Peer Average |
| Return On Equity | 0.0824 | -0.31 |
| Return On Asset | 0.039 | -0.14 |
| Profit Margin | 0.08 % | (1.27) % |
| Operating Margin | 0.09 % | (5.51) % |
| Current Valuation | 22.72 B | 16.62 B |
| Shares Outstanding | 401.09 M | 571.82 M |
| Shares Owned By Institutions | 0.08 % | 39.21 % |
FUJIFILM Holdings Opportunities
FUJIFILM Holdings Return and Market Media
The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About FUJIFILM Holdings 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 FUJIFILM or other pink sheets. Alpha measures the amount that position in FUJIFILM Holdings Corp 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 FUJIFILM Holdings 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, FUJIFILM Holdings' short interest history, or implied volatility extrapolated from FUJIFILM Holdings options trading.
Build Portfolio with FUJIFILM Holdings
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 Investing Opportunities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in gross domestic product. You can also try the Stock Tickers module to use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites.
Other Consideration for investing in FUJIFILM Pink Sheet
If you are still planning to invest in FUJIFILM Holdings Corp check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the FUJIFILM Holdings' history and understand the potential risks before investing.
| Headlines Timeline Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity | |
| Portfolio File Import Quickly import all of your third-party portfolios from your local drive in csv format | |
| Portfolio Analyzer Portfolio analysis module that provides access to portfolio diagnostics and optimization engine | |
| Stock Tickers Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites | |
| Insider Screener Find insiders across different sectors to evaluate their impact on performance | |
| Cryptocurrency Center Build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency | |
| Crypto Correlations Use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins | |
| Instant Ratings Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Equity Valuation Check real value of public entities based on technical and fundamental data |