Frontier Group Holdings Stock Alpha and Beta Analysis
| ULCC Stock | USD 7.14 0.02 0.28% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Frontier Group Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Frontier Group over a specified time horizon. Remember, high Frontier Group'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 Frontier Group's market risk premium analysis include:
Beta (0.04) | Alpha 0.94 | Risk 5.32 | Sharpe Ratio 0.11 | Expected Return 0.61 |
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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.
Frontier |
Frontier Group Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Frontier Group market risk premium is the additional return an investor will receive from holding Frontier Group 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 Frontier Group. 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 Frontier Group's performance over market.| α | 0.94 | β | -0.04 |
Frontier Group 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 Frontier Group's Buy-and-hold return. Our buy-and-hold chart shows how Frontier Group performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Frontier Group Market Price Analysis
Market price analysis indicators help investors to evaluate how Frontier Group stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Frontier Group shares will generate the highest return on investment. By understating and applying Frontier Group stock market price indicators, traders can identify Frontier Group position entry and exit signals to maximize returns.
Frontier Group Return and Market Media
The median price of Frontier Group for the period between Sat, Sep 28, 2024 and Fri, Dec 27, 2024 is 6.01 with a coefficient of variation of 11.23. The daily time series for the period is distributed with a sample standard deviation of 0.68, arithmetic mean of 6.05, and mean deviation of 0.54. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 20589 shares by Rajat Khanna of Frontier Group at 5.81 subject to Rule 16b-3 | 10/04/2024 |
2 | Acquisition by Barry Biffle of 234375 shares of Frontier Group subject to Rule 16b-3 | 10/29/2024 |
3 | Spirit Airlines Nears Bankruptcy, Creditors May Approve Equity Cancellation Heres What It Means For Investors As Shares Fall With A Thud | 11/13/2024 |
4 | Senate report slams airlines for raking in billions in seat fees | 11/26/2024 |
5 | Frontier Airlines to add first class style seats, premium rewards | 12/03/2024 |
6 | Disposition of 30000 shares by Connor Josh T. of Frontier Group at 5.9517 subject to Rule 16b-3 | 12/04/2024 |
7 | Frontier Group Shares Gap Up Whats Next | 12/05/2024 |
8 | Frontier Group Holdings, Inc. Director Josh T. Connor Sells 30,000 Shares | 12/06/2024 |
9 | How Should You Play VLRS Stock Post November Capacity Decline | 12/10/2024 |
10 | Walking Piggy Banks To Be Shaken Down Airline Execs Face Backlash From Lawmakers For Soaring Fees And Miserable Passenger Experiences | 12/12/2024 |
11 | Frontier Airlines SWOT analysis ultra-low-cost carrier stock faces turbulence | 12/17/2024 |
12 | This Budget US Airline Is Offering A GoWild Pass Catch Unlimited Flights For A Year At 299 | 12/19/2024 |
13 | Disposition of 160000 shares by Barry Biffle of Frontier Group at 6.88 subject to Rule 16b-3 | 12/23/2024 |
14 | Subdued Growth No Barrier To Frontier Group Holdings, Inc. With Shares Advancing 27 | 12/24/2024 |
About Frontier Group 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 Frontier or other stocks. Alpha measures the amount that position in Frontier Group Holdings 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) | Dividend Yield | 0.0353 | 0.031 | Price To Sales Ratio | 0.33 | 0.32 |
Frontier Group Upcoming Company Events
As portrayed in its financial statements, the presentation of Frontier Group's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Frontier Group's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Frontier Group's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Frontier Group. Please utilize our Beneish M Score to check the likelihood of Frontier Group's management manipulating its earnings.
| 6th of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 6th 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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Check out Frontier Group Backtesting, Frontier Group Valuation, Frontier Group Correlation, Frontier Group Hype Analysis, Frontier Group Volatility, Frontier Group History and analyze Frontier Group Performance. You can also try the Funds Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.
Frontier Group 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.