Ferguson Plc Stock Alpha and Beta Analysis
| FERG Stock | USD 213.27 0.76 0.36% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ferguson Plc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ferguson Plc over a specified time horizon. Remember, high Ferguson Plc'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 Ferguson Plc's market risk premium analysis include:
Beta 1.14 | Alpha (0.09) | Risk 1.74 | Sharpe Ratio 0.0451 | Expected Return 0.0784 |
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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.
Ferguson |
Ferguson Plc Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ferguson Plc market risk premium is the additional return an investor will receive from holding Ferguson Plc 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 Ferguson Plc. 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 Ferguson Plc's performance over market.| α | -0.09 | β | 1.14 |
Ferguson Plc 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 Ferguson Plc's Buy-and-hold return. Our buy-and-hold chart shows how Ferguson Plc performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Ferguson Plc Market Price Analysis
Market price analysis indicators help investors to evaluate how Ferguson Plc stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Ferguson Plc shares will generate the highest return on investment. By understating and applying Ferguson Plc stock market price indicators, traders can identify Ferguson Plc position entry and exit signals to maximize returns.
Ferguson Plc Return and Market Media
The median price of Ferguson Plc for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 199.94 with a coefficient of variation of 3.18. The daily time series for the period is distributed with a sample standard deviation of 6.37, arithmetic mean of 200.26, and mean deviation of 5.03. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Ingersoll Rand Exhibits Strong Prospects Despite Headwinds | 09/06/2024 |
2 | Discretionary transaction by Allison Stirrup of tradable shares of Ferguson Plc subject to Rule 16b-3 | 09/10/2024 |
3 | Disposition of tradable shares by Williams Garland of Ferguson Plc at 165.0 subject to Rule 16b-3 | 09/13/2024 |
4 | Acquisition by Beckwitt Richard of 295 shares of Ferguson Plc subject to Rule 16b-3 | 09/19/2024 |
5 | Disposition of 5426 shares by William Brundage of Ferguson Plc at 198.69 subject to Rule 16b-3 | 10/14/2024 |
6 | Heres How Much You Would Have Made Owning Ferguson Enterprises Stock In The Last 5 Years | 10/15/2024 |
7 | Richard Winckler Sells 1,325 Shares of Ferguson plc Stock | 10/17/2024 |
8 | Will Weakness in Ferguson Enterprises Inc.s Stock Prove Temporary Given Strong Fundamentals | 10/23/2024 |
9 | MG Plc Increases Stake in REE Automotive Ltd | 11/01/2024 |
10 | Ferguson Enterprises Inc Shares Up 4. percent on Nov 6 | 11/06/2024 |
| Ferguson Plc dividend paid on 8th of November 2024 | 11/08/2024 |
11 | Diamond Hill Capital Management Inc. Increases Stock Position in Ferguson plc | 11/11/2024 |
12 | B. Metzler seel. Sohn Co. Holding AG Takes Position in Ferguson plc | 11/20/2024 |
13 | Acquisition by Jake Schlicher of 6610 shares of Ferguson Plc subject to Rule 16b-3 | 11/25/2024 |
14 | Institutional investors control 84 percent of Ferguson Enterprises Inc. and were rewarded last week after stock increased 7.6 | 11/26/2024 |
About Ferguson Plc 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 Ferguson or other stocks. Alpha measures the amount that position in Ferguson Plc 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0197 | 0.0213 | 0.0174 | 0.0172 | Price To Sales Ratio | 0.95 | 1.12 | 1.52 | 1.45 |
Ferguson Plc Upcoming Company Events
As portrayed in its financial statements, the presentation of Ferguson Plc's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Ferguson Plc's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Ferguson Plc's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Ferguson Plc. Please utilize our Beneish M Score to check the likelihood of Ferguson Plc's management manipulating its earnings.
| 5th of March 2024 Upcoming Quarterly Report | View | |
| 4th of June 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 24th of September 2024 Next Fiscal Year End | View | |
| 31st of October 2023 Last Quarter Report | View | |
| 31st of July 2023 Last Financial Announcement | View |
Build Portfolio with Ferguson Plc
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Check out Ferguson Plc Backtesting, Ferguson Plc Valuation, Ferguson Plc Correlation, Ferguson Plc Hype Analysis, Ferguson Plc Volatility, Ferguson Plc History and analyze Ferguson Plc Performance. For more detail on how to invest in Ferguson Stock please use our How to Invest in Ferguson Plc guide.You can also try the Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
Ferguson Plc 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.