Futura Medical (UK) Alpha and Beta Analysis
| FUM Stock | 33.00 0.30 0.90% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Futura Medical. It also helps investors analyze the systematic and unsystematic risks associated with investing in Futura Medical over a specified time horizon. Remember, high Futura Medical'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 Futura Medical's market risk premium analysis include:
Beta (0.17) | Alpha 0.008863 | Risk 2.79 | Sharpe Ratio (0.09) | Expected Return (0.25) |
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.
Futura |
Futura Medical Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Futura Medical market risk premium is the additional return an investor will receive from holding Futura Medical 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 Futura Medical. 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 Futura Medical's performance over market.| α | 0.01 | β | -0.17 |
Futura Medical 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 Futura Medical's Buy-and-hold return. Our buy-and-hold chart shows how Futura Medical performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Futura Medical Market Price Analysis
Market price analysis indicators help investors to evaluate how Futura Medical stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Futura Medical shares will generate the highest return on investment. By understating and applying Futura Medical stock market price indicators, traders can identify Futura Medical position entry and exit signals to maximize returns.
Futura Medical Return and Market Media
The median price of Futura Medical for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 34.9 with a coefficient of variation of 6.06. The daily time series for the period is distributed with a sample standard deviation of 2.14, arithmetic mean of 35.32, and mean deviation of 1.88. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Futura Medicals Profit Surge on Eroxon Success - TipRanks | 09/09/2024 |
2 | Futura Medical Reveals Total Share Capital and Product Success - TipRanks | 09/30/2024 |
3 | Futura Medical Stock Price Up 11.1 percent - Heres What Happened - MarketBeat | 10/25/2024 |
4 | Futura Medical Share Price Crosses Below 200-Day Moving Average - Time to Sell - MarketBeat | 11/20/2024 |
About Futura Medical 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 Futura or other stocks. Alpha measures the amount that position in Futura Medical 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 Futura Medical 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, Futura Medical's short interest history, or implied volatility extrapolated from Futura Medical options trading.
Build Portfolio with Futura Medical
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Other Information on Investing in Futura Stock
Futura Medical financial ratios help investors to determine whether Futura Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Futura with respect to the benefits of owning Futura Medical security.