Msp Recovery Stock Alpha and Beta Analysis
| LIFWZ Stock | 0.07 0 2.90% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as MSP Recovery. It also helps investors analyze the systematic and unsystematic risks associated with investing in MSP Recovery over a specified time horizon. Remember, high MSP Recovery'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 MSP Recovery's market risk premium analysis include:
Beta 3.5 | Alpha 3.35 | Risk 212.01 | Sharpe Ratio 0.23 | Expected Return 47.82 |
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.
MSP |
MSP Recovery Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. MSP Recovery market risk premium is the additional return an investor will receive from holding MSP Recovery 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 MSP Recovery. 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 MSP Recovery's performance over market.| α | 3.35 | β | 3.50 |
MSP Recovery 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 MSP Recovery's Buy-and-hold return. Our buy-and-hold chart shows how MSP Recovery performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.MSP Recovery Market Price Analysis
Market price analysis indicators help investors to evaluate how MSP Recovery stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading MSP Recovery shares will generate the highest return on investment. By understating and applying MSP Recovery stock market price indicators, traders can identify MSP Recovery position entry and exit signals to maximize returns.
MSP Recovery Return and Market Media
The median price of MSP Recovery for the period between Mon, Aug 26, 2024 and Sun, Nov 24, 2024 is 0.0512 with a coefficient of variation of 67.63. The daily time series for the period is distributed with a sample standard deviation of 0.04, arithmetic mean of 0.06, and mean deviation of 0.03. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | MSP Recovery Trading Down 3.6 percent - Defense World | 06/20/2024 |
2 | Palantir Technologies sells 85,416 in MSP Recovery stock - Investing.com | 11/01/2024 |
3 | MSP Recovery, Inc. Reports Earnings Results for the Full Year Ended December 31, 2023 - Marketscreener.com | 11/21/2024 |
About MSP Recovery 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 MSP or other stocks. Alpha measures the amount that position in MSP Recovery 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 | 3.33E-4 | 2.96E-4 | Price To Sales Ratio | 2.63 | 2.5 |
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 MSP Recovery 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, MSP Recovery's short interest history, or implied volatility extrapolated from MSP Recovery options trading.
Build Portfolio with MSP Recovery
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.Build Diversified Portfolios
Align your risk with return expectations
Additional Tools for MSP Stock Analysis
When running MSP Recovery's price analysis, check to measure MSP Recovery'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 MSP Recovery is operating at the current time. Most of MSP Recovery's value examination focuses on studying past and present price action to predict the probability of MSP Recovery's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MSP Recovery's price. Additionally, you may evaluate how the addition of MSP Recovery to your portfolios can decrease your overall portfolio volatility.