Mr Cooper Group Stock Alpha and Beta Analysis
COOP Stock | USD 98.33 0.04 0.04% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Mr Cooper Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Mr Cooper over a specified time horizon. Remember, high Mr Cooper'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 Mr Cooper's market risk premium analysis include:
Beta 1.17 | Alpha (0.03) | Risk 1.74 | Sharpe Ratio 0.0728 | Expected Return 0.13 |
Enterprise Value |
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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.
COOP |
Mr Cooper Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Mr Cooper market risk premium is the additional return an investor will receive from holding Mr Cooper 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 Mr Cooper. 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 Mr Cooper's performance over market.α | -0.03 | β | 1.17 |
Mr Cooper 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 Mr Cooper's Buy-and-hold return. Our buy-and-hold chart shows how Mr Cooper performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Mr Cooper Market Price Analysis
Market price analysis indicators help investors to evaluate how Mr Cooper stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Mr Cooper shares will generate the highest return on investment. By understating and applying Mr Cooper stock market price indicators, traders can identify Mr Cooper position entry and exit signals to maximize returns.
Mr Cooper Return and Market Media
The median price of Mr Cooper for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 92.21 with a coefficient of variation of 3.96. The daily time series for the period is distributed with a sample standard deviation of 3.7, arithmetic mean of 93.43, and mean deviation of 3.13. The Stock received substential amount of media coverage during this period. Price Growth (%) |
Timeline |
1 | Acquisition by Jesse Bray of 50856 shares of Mr Cooper subject to Rule 16b-3 | 09/06/2024 |
2 | Disposition of 9565 shares by Michael Rawls of Mr Cooper at 71.28 subject to Rule 16b-3 | 09/12/2024 |
3 | Disposition of 30000 shares by Jesse Bray of Mr Cooper at 90.99 subject to Rule 16b-3 | 10/01/2024 |
4 | Mr. Cooper Group Target of Unusually Large Options Trading | 10/18/2024 |
5 | Mr. Cooper Group Inc Reports Q3 2024 EPS of 1. ... | 10/23/2024 |
6 | Mr. Cooper Group Inc Q3 2024 Earnings Call Highlights Strong Servicing Income and ... | 10/24/2024 |
7 | Disposition of 5520 shares by Jesse Bray of Mr Cooper subject to Rule 16b-3 | 10/28/2024 |
8 | Mr. Cooper Stock Keeps Hitting New Highs. Again In November - Investors Business Daily | 10/29/2024 |
9 | Mr. Cooper Completes Acquisition of Flagstars Mortgage Operations | 11/01/2024 |
10 | Flagstar Financials Unit Closes Sale of Mortgage Servicing Business | 11/05/2024 |
11 | Navellier Associates Inc. Buys Shares of 6,850 Mr. Cooper Group Inc. - MarketBeat | 11/22/2024 |
12 | Disposition of 520 shares by Jesse Bray of Mr Cooper subject to Rule 16b-3 | 11/29/2024 |
About Mr Cooper 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 COOP or other stocks. Alpha measures the amount that position in Mr Cooper Group 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) | PTB Ratio | 1.0 | 0.95 | Dividend Yield | 0.0132 | 0.0125 |
Mr Cooper Upcoming Company Events
As portrayed in its financial statements, the presentation of Mr Cooper's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Mr Cooper's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Mr Cooper's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Mr Cooper. Please utilize our Beneish M Score to check the likelihood of Mr Cooper's management manipulating its earnings.
9th of February 2024 Upcoming Quarterly Report | View | |
24th of April 2024 Next Financial Report | View | |
31st of December 2023 Next Fiscal Quarter End | View | |
9th 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 COOP Stock Analysis
When running Mr Cooper's price analysis, check to measure Mr Cooper'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 Mr Cooper is operating at the current time. Most of Mr Cooper's value examination focuses on studying past and present price action to predict the probability of Mr Cooper's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mr Cooper's price. Additionally, you may evaluate how the addition of Mr Cooper to your portfolios can decrease your overall portfolio volatility.