First Industrial Realty Stock Alpha and Beta Analysis
| FR Stock | USD 53.75 1.06 2.01% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as First Industrial Realty. It also helps investors analyze the systematic and unsystematic risks associated with investing in First Industrial over a specified time horizon. Remember, high First Industrial'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 First Industrial's market risk premium analysis include:
Beta 0.52 | Alpha (0.09) | Risk 1.02 | Sharpe Ratio (0.06) | Expected Return (0.06) |
First Industrial Quarterly Cash And Equivalents |
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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.
First |
First Industrial Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. First Industrial market risk premium is the additional return an investor will receive from holding First Industrial 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 First Industrial. 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 First Industrial's performance over market.| α | -0.09 | β | 0.52 |
First Industrial 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 First Industrial's Buy-and-hold return. Our buy-and-hold chart shows how First Industrial performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.First Industrial Market Price Analysis
Market price analysis indicators help investors to evaluate how First Industrial stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading First Industrial shares will generate the highest return on investment. By understating and applying First Industrial stock market price indicators, traders can identify First Industrial position entry and exit signals to maximize returns.
First Industrial Return and Market Media
The median price of First Industrial for the period between Sun, Aug 25, 2024 and Sat, Nov 23, 2024 is 54.93 with a coefficient of variation of 2.37. The daily time series for the period is distributed with a sample standard deviation of 1.29, arithmetic mean of 54.63, and mean deviation of 1.12. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of tradable shares by Johannson Yap of First Industrial subject to Rule 16b-3 | 09/10/2024 |
2 | Renaissance Technologies LLC Purchases 62,700 Shares of First Industrial Realty Trust, Inc. - MarketBeat | 09/26/2024 |
3 | Disposition of 1090 shares by Johannson Yap of First Industrial subject to Rule 16b-3 | 09/27/2024 |
4 | First Industrial Realty Trust Issues FY 2024 Earnings Guidance | 10/16/2024 |
5 | State Street Corps Strategic Reduction in First Industrial Realty Trust Inc Holdings | 10/17/2024 |
6 | Earnings call First Industrial Realty Trust reports strong Q3, raises guidance | 10/18/2024 |
| First Industrial dividend paid on 21st of October 2024 | 10/21/2024 |
8 | Tributary Capital Management LLC Acquires 1,870 Shares of First Industrial Realty Trust, Inc. | 10/28/2024 |
9 | DIE KNIGLICH-KANADISCHE MNZANSTALT GEWINNT ZWEI INTERNATIONAL ASSOCIATION OF CURRENCY AFFAIRS 2024 AUSZEICHNUNGEN FR HERVORRAGENDE LEISTUNGEN IM BEREICH WHRUNG | 10/31/2024 |
10 | BRACCO VERDREIFACHT DIE PRODUKTION SEINES INNOVATIVEN KONTRASTMITTELS FR ULTRASCHALL IN GENF UND WEIHT EINE ZWEITE ANLAGE EIN | 11/06/2024 |
11 | Acquisition by Scott Musil of 23492 shares of First Industrial subject to Rule 16b-3 | 11/08/2024 |
12 | FOSSIL KNDIGT DEN GLOBALEN SUPERSTAR NICK JONAS ALS MARKENBOTSCHAFTER FR 2025 AN | 11/12/2024 |
13 | Barclays Issues Pessimistic Forecast for First Industrial Realty Trust Stock Price - MarketBeat | 11/18/2024 |
14 | Commerce Bank Acquires Shares of 86,052 First Industrial Realty Trust, Inc. - MarketBeat | 11/22/2024 |
About First Industrial 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 First or other stocks. Alpha measures the amount that position in First Industrial Realty 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 | 0.0163 | 0.0244 | 0.0243 | 0.0231 | Price To Sales Ratio | 18.03 | 11.8 | 11.35 | 11.91 |
First Industrial Upcoming Company Events
As portrayed in its financial statements, the presentation of First Industrial's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, First Industrial's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of First Industrial's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of First Industrial. Please utilize our Beneish M Score to check the likelihood of First Industrial's management manipulating its earnings.
| 7th of February 2024 Upcoming Quarterly Report | View | |
| 17th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 7th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Additional Tools for First Stock Analysis
When running First Industrial's price analysis, check to measure First Industrial'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 First Industrial is operating at the current time. Most of First Industrial's value examination focuses on studying past and present price action to predict the probability of First Industrial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move First Industrial's price. Additionally, you may evaluate how the addition of First Industrial to your portfolios can decrease your overall portfolio volatility.