Faraday Stock Alpha and Beta Analysis

FFIE
 Stock
  

USD 0.31  0.01  3.13%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Faraday Future Intelligent. It also helps investors analyze the systematic and unsystematic risks associated with investing in Faraday Future over a specified time horizon. Remember, high Faraday Future'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.
Please check Faraday Future Backtesting, Faraday Future Valuation, Faraday Future Correlation, Faraday Future Hype Analysis, Faraday Future Volatility, Faraday Future History and analyze Faraday Future Performance.
  
Please note that although Faraday Future alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, Faraday Future did 1.73  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Faraday Future Intelligent stock's relative risk over its benchmark. Faraday Future Intel has a beta of 1.86  . Let's try to break down what Faraday's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Faraday Future will likely underperform.
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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.

Faraday Future Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Faraday Future market risk premium is the additional return an investor will receive from holding Faraday Future 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 Faraday Future. 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 Faraday Future's performance over market.
α-1.73   β1.86
90 days against NYA

Faraday Future 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 Faraday Future's Buy-and-hold return. Our buy-and-hold chart shows how Faraday Future performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Faraday Future Market Price Analysis

Market price analysis indicators help investors to evaluate how Faraday Future stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Faraday Future shares will generate the highest return on investment. By understating and applying Faraday Future stock market price indicators, traders can identify Faraday Future position entry and exit signals to maximize returns.

Faraday Future Return and Market Media

The median price of Faraday Future for the period between Mon, Sep 5, 2022 and Sun, Dec 4, 2022 is 0.58 with a coefficient of variation of 35.39. The daily time series for the period is distributed with a sample standard deviation of 0.23, arithmetic mean of 0.65, and mean deviation of 0.19. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  
1
Unclassified Event09/09/2022
2
Unclassified Event09/15/2022
3
EPS Estimate09/30/2022
4
EPS Reported11/21/2022

About Faraday Future 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 Faraday or other stocks. Alpha measures the amount that position in Faraday Future Intel 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.

Faraday Future Implied Volatility

    
  428.32  
Faraday Future's implied volatility exposes the market's sentiment of Faraday Future Intelligent stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Faraday Future's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Faraday Future stock will not fluctuate a lot when Faraday Future's options are near their expiration.
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 Faraday Future 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, Faraday Future's short interest history, or implied volatility extrapolated from Faraday Future options trading.

Build Portfolio with Faraday Future

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.

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Please check Faraday Future Backtesting, Faraday Future Valuation, Faraday Future Correlation, Faraday Future Hype Analysis, Faraday Future Volatility, Faraday Future History and analyze Faraday Future Performance. You can also try Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.

Complementary Tools for analysis

When running Faraday Future Intel price analysis, check to measure Faraday Future'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 Faraday Future is operating at the current time. Most of Faraday Future's value examination focuses on studying past and present price action to predict the probability of Faraday Future's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Faraday Future's price. Additionally, you may evaluate how the addition of Faraday Future to your portfolios can decrease your overall portfolio volatility.
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Faraday Future 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.
A focus of Faraday Future technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Faraday Future trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...