Farmer Bros Co Stock Alpha and Beta Analysis
| FARM Stock | USD 3.21 0.01 0.31% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Farmer Bros Co. It also helps investors analyze the systematic and unsystematic risks associated with investing in Farmer Bros over a specified time horizon. Remember, high Farmer Bros' 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 Farmer Bros' market risk premium analysis include:
Beta 1.47 | Alpha (0.11) | Risk 4.2 | Sharpe Ratio (0.01) | Expected Return (0.02) |
Enterprise Value |
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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.
Farmer |
Farmer Bros Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Farmer Bros market risk premium is the additional return an investor will receive from holding Farmer Bros 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 Farmer Bros. 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 Farmer Bros' performance over market.| α | -0.11 | β | 1.47 |
Farmer Bros 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 Farmer Bros' Buy-and-hold return. Our buy-and-hold chart shows how Farmer Bros performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Farmer Bros Market Price Analysis
Market price analysis indicators help investors to evaluate how Farmer Bros stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Farmer Bros shares will generate the highest return on investment. By understating and applying Farmer Bros stock market price indicators, traders can identify Farmer Bros position entry and exit signals to maximize returns.
Farmer Bros Return and Market Media
The median price of Farmer Bros for the period between Sat, Jan 20, 2024 and Fri, Apr 19, 2024 is 3.51 with a coefficient of variation of 4.91. The daily time series for the period is distributed with a sample standard deviation of 0.17, arithmetic mean of 3.49, and mean deviation of 0.14. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Govt to vote on new Haredi conscription plan as coalition teeters | 03/25/2024 |
2 | Acquisition by Scott Drake of 21021 shares of Farmer Bros subject to Rule 16b-3 | 03/28/2024 |
3 | Evive Brands Reports Strong Growth in Q1 with 25 New Franchise Agreements | 04/03/2024 |
4 | Album reviews The Libertines and The Black Keys | 04/04/2024 |
5 | Patrick Carney ponders a the rock star life, an ambitious new Black Keys album and being in a band in middle age and not looking like a clown | 04/05/2024 |
6 | Fresno business to close its doors after almost 40 years | 04/08/2024 |
7 | United States Coffee Machines Focused Insights Report 2024 An 8.44 Billion Market by 2029 Driven by Fully Automated Coffee Makers and Rise in Consumption | 04/10/2024 |
8 | Ex-U.S. ambassador Rocha sentenced to 15 years in prison for working as Cuba covert agent | 04/12/2024 |
9 | Huge WA rare earths hits keep coming for Venture | 04/16/2024 |
10 | Allman Brothers guitarist Dickey Betts dies at 80 | 04/18/2024 |
About Farmer Bros 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 Farmer or other stocks. Alpha measures the amount that position in Farmer Bros 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.
| 2023 | 2024 (projected) | PTB Ratio | 1.28 | 1.26 | Dividend Yield | 0.0274 | 0.0288 |
Farmer Bros Upcoming Company Events
As portrayed in its financial statements, the presentation of Farmer Bros' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Farmer Bros' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Farmer Bros' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Farmer Bros. Please utilize our Beneish M Score to check the likelihood of Farmer Bros' management manipulating its earnings.
| 14th of February 2024 Upcoming Quarterly Report | View | |
| 8th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 10th of September 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of June 2023 Last Financial Announcement | View |
Build Portfolio with Farmer Bros
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 Farmer Bros Backtesting, Farmer Bros Valuation, Farmer Bros Correlation, Farmer Bros Hype Analysis, Farmer Bros Volatility, Farmer Bros History and analyze Farmer Bros Performance. You can also try the Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Complementary Tools for Farmer Stock analysis
When running Farmer Bros' price analysis, check to measure Farmer Bros' 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 Farmer Bros is operating at the current time. Most of Farmer Bros' value examination focuses on studying past and present price action to predict the probability of Farmer Bros' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Farmer Bros' price. Additionally, you may evaluate how the addition of Farmer Bros to your portfolios can decrease your overall portfolio volatility.
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Farmer Bros 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.