Manchester United Stock Alpha and Beta Analysis
| MANU Stock | USD 17.46 0.71 4.24% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Manchester United. It also helps investors analyze the systematic and unsystematic risks associated with investing in Manchester United over a specified time horizon. Remember, high Manchester United'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 Manchester United's market risk premium analysis include:
Beta 0.69 | Alpha (0.08) | Risk 1.69 | Sharpe Ratio 0.0271 | Expected Return 0.0457 |
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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.
Manchester |
Manchester United Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Manchester United market risk premium is the additional return an investor will receive from holding Manchester United 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 Manchester United. 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 Manchester United's performance over market.| α | -0.08 | β | 0.69 |
Manchester United 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 Manchester United's Buy-and-hold return. Our buy-and-hold chart shows how Manchester United performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Manchester United Market Price Analysis
Market price analysis indicators help investors to evaluate how Manchester United stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Manchester United shares will generate the highest return on investment. By understating and applying Manchester United stock market price indicators, traders can identify Manchester United position entry and exit signals to maximize returns.
Manchester United Return and Market Media
The median price of Manchester United for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 16.48 with a coefficient of variation of 3.83. The daily time series for the period is distributed with a sample standard deviation of 0.64, arithmetic mean of 16.64, and mean deviation of 0.54. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | RB Leipzig 0-1 Liverpool Will Arne Slots Reds turn records into trophies after latest Champions League win | 10/23/2024 |
2 | Too little too late Keane fumes over stars apology | 11/04/2024 |
3 | Football gossip Kudus, Romero, Zirkzee, Bellingham, Pogba, Lampard | 11/11/2024 |
4 | Taylor Harwood-Bellis on Stockport mascot dad and future father-in-law Roy Keane | 11/12/2024 |
5 | Football gossip Alexander-Arnold, Kudus, Alonso, Murillo, Robinson, Kvaratskhelia, Chiesa | 11/14/2024 |
6 | Paul Pogba eyes next chapter after Juventus exit confirmed | 11/15/2024 |
7 | Pep Guardiola reportedly agrees to contract extension at Manchester City | 11/19/2024 |
8 | Football gossip Gomes, Lookman, Trossard, Kolo Muani, Guehi, Chilwell | 11/21/2024 |
About Manchester United 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 Manchester or other stocks. Alpha measures the amount that position in Manchester United 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.
| 2021 | 2023 | 2024 (projected) | Dividend Yield | 0.0225 | 0.0203 | 0.0213 | Price To Sales Ratio | 2.55 | 3.23 | 4.49 |
Manchester United Upcoming Company Events
As portrayed in its financial statements, the presentation of Manchester United's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Manchester United's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Manchester United's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Manchester United. Please utilize our Beneish M Score to check the likelihood of Manchester United's management manipulating its earnings.
| 4th of April 2024 Upcoming Quarterly Report | View | |
| 25th of June 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 24th of October 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of June 2023 Last Financial Announcement | View |
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Additional Tools for Manchester Stock Analysis
When running Manchester United's price analysis, check to measure Manchester United'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 Manchester United is operating at the current time. Most of Manchester United's value examination focuses on studying past and present price action to predict the probability of Manchester United's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Manchester United's price. Additionally, you may evaluate how the addition of Manchester United to your portfolios can decrease your overall portfolio volatility.