Focus Home (France) Alpha and Beta Analysis
| ALFOC Stock | EUR 9.12 0.08 0.87% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Focus Home Interactive. It also helps investors analyze the systematic and unsystematic risks associated with investing in Focus Home over a specified time horizon. Remember, high Focus Home'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 Focus Home's market risk premium analysis include:
Beta 0.35 | Alpha (0.46) | Risk 3.49 | Sharpe Ratio (0.29) | Expected Return (1.02) |
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.
Focus |
Focus Home Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Focus Home market risk premium is the additional return an investor will receive from holding Focus Home 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 Focus Home. 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 Focus Home's performance over market.| α | -0.46 | β | 0.35 |
Focus Home Fundamentals Vs Peers
Comparing Focus Home's 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 Focus Home's direct or indirect competition across all of the common fundamentals between Focus Home and the related equities. This way, we can detect undervalued stocks with similar characteristics as Focus Home or determine the stocks which would be an excellent addition to an existing portfolio. Peer analysis of Focus Home's fundamental indicators could also be used in its relative valuation, which is a method of valuing Focus Home by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Focus Home to competition |
| Fundamentals | Focus Home | Peer Average |
| Return On Equity | 0.0036 | -0.31 |
| Return On Asset | 0.0177 | -0.14 |
| Profit Margin | (0.01) % | (1.27) % |
| Operating Margin | 0.06 % | (5.51) % |
| Current Valuation | 308.07 M | 16.62 B |
| Shares Outstanding | 6.17 M | 571.82 M |
| Shares Owned By Insiders | 46.21 % | 10.09 % |
Focus Home Opportunities
Focus Home Return and Market Media
The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Focus Home 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 Focus or other stocks. Alpha measures the amount that position in Focus Home Interactive 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 Focus Home 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, Focus Home's short interest history, or implied volatility extrapolated from Focus Home options trading.
Build Portfolio with Focus Home
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 Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in main economic indicators. Note that the Focus Home Interactive information on this page should be used as a complementary analysis to other Focus Home'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 the Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.
Complementary Tools for Focus Stock analysis
When running Focus Home's price analysis, check to measure Focus Home'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 Focus Home is operating at the current time. Most of Focus Home's value examination focuses on studying past and present price action to predict the probability of Focus Home's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Focus Home's price. Additionally, you may evaluate how the addition of Focus Home to your portfolios can decrease your overall portfolio volatility.
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Focus Home 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.