Freedom Stock Alpha and Beta Analysis

FRHC
 Stock
  

USD 49.98  1.67  3.23%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Freedom Holding Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Freedom Holding over a specified time horizon. Remember, high Freedom Holding'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 Freedom Holding Backtesting, Freedom Holding Valuation, Freedom Holding Correlation, Freedom Holding Hype Analysis, Freedom Holding Volatility, Freedom Holding History and analyze Freedom Holding Performance.
  
Please note that although Freedom Holding 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., DOW index.) So in this particular case, Freedom Holding did 0.40  better 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 Freedom Holding Corp stock's relative risk over its benchmark. Freedom Holding Corp has a beta of 1.18  . Let's try to break down what Freedom'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, Freedom Holding 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.

Freedom Holding Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Freedom Holding market risk premium is the additional return an investor will receive from holding Freedom Holding 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 Freedom Holding. 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 Freedom Holding's performance over market.
α0.40   β1.18
90 days against DJI

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

Freedom Holding Market Price Analysis

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

Freedom Holding Return and Market Media

The median price of Freedom Holding for the period between Fri, Jul 1, 2022 and Thu, Sep 29, 2022 is 54.36 with a coefficient of variation of 8.17. The daily time series for the period is distributed with a sample standard deviation of 4.34, arithmetic mean of 53.16, and mean deviation of 3.65. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Is Warren Buffetts interest in Occidental a bet against rece...07/15/2022
2
Cathie Woods Ark Invest Dumps 75M in Coinbase Stock - Decryp...07/27/2022
3
Financial Statements07/29/2022
4
Teslas Annual Meeting Weighs Everything From Stock Splits to...08/04/2022
5
Other08/09/2022
6
EPS Reported08/10/2022
7
Freedom Holding exotic insider transaction detected08/24/2022
8
POLITICO Playbook Biden and DeSantis pledge close coordinati...09/28/2022

About Freedom Holding 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 Freedom or other stocks. Alpha measures the amount that position in Freedom Holding Corp 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.

Freedom Holding Upcoming Company Events

As portrayed in its financial statements, the presentation of Freedom Holding's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Freedom Holding's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Freedom Holding's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Freedom Holding. Please utilize our Beneish M Score to check the likelihood of Freedom Holding's management manipulating its earnings.
Upcoming Quarterly Report8th of February 2022
Next Financial Report21st of June 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End21st of June 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with Freedom Holding

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Please check Freedom Holding Backtesting, Freedom Holding Valuation, Freedom Holding Correlation, Freedom Holding Hype Analysis, Freedom Holding Volatility, Freedom Holding History and analyze Freedom Holding Performance. Note that the Freedom Holding Corp information on this page should be used as a complementary analysis to other Freedom Holding's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Piotroski F Score module to get Piotroski F Score based on binary analysis strategy of nine different fundamentals.

Complementary Tools for Freedom Stock analysis

When running Freedom Holding Corp price analysis, check to measure Freedom Holding'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 Freedom Holding is operating at the current time. Most of Freedom Holding's value examination focuses on studying past and present price action to predict the probability of Freedom Holding's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Freedom Holding's price. Additionally, you may evaluate how the addition of Freedom Holding to your portfolios can decrease your overall portfolio volatility.
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Freedom Holding 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 Freedom Holding technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Freedom Holding 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...