Matthews International Stock Alpha and Beta Analysis
| MATW Stock | USD 25.49 1.40 5.81% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Matthews International. It also helps investors analyze the systematic and unsystematic risks associated with investing in Matthews International over a specified time horizon. Remember, high Matthews International'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 Matthews International's market risk premium analysis include:
Beta 1.57 | Alpha (0.13) | Risk 2.02 | Sharpe Ratio 0.0036 | Expected Return 0.0072 |
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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.
Matthews |
Matthews International Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Matthews International market risk premium is the additional return an investor will receive from holding Matthews International 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 Matthews International. 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 Matthews International's performance over market.| α | -0.13 | β | 1.57 |
Matthews International 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 Matthews International's Buy-and-hold return. Our buy-and-hold chart shows how Matthews International performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Matthews International Market Price Analysis
Market price analysis indicators help investors to evaluate how Matthews International stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Matthews International shares will generate the highest return on investment. By understating and applying Matthews International stock market price indicators, traders can identify Matthews International position entry and exit signals to maximize returns.
Matthews International Return and Market Media
The median price of Matthews International for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 23.41 with a coefficient of variation of 4.99. The daily time series for the period is distributed with a sample standard deviation of 1.17, arithmetic mean of 23.47, and mean deviation of 0.95. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Garcia Tunon Alvaro of 178 shares of Matthews International subject to Rule 16b-3 | 09/04/2024 |
2 | Matthews International Corp Trading Down 2.95 percent on Sep 11 | 09/11/2024 |
3 | Matthews International Announces Pricing of Senior Notes | 09/24/2024 |
4 | Matthews International Completes Senior Notes Offering | 09/30/2024 |
5 | Acquisition by Garcia Tunon Alvaro of 4263 shares of Matthews International subject to Rule 16b-3 | 10/04/2024 |
6 | Matthews International Corp Q3 2024 Earnings Call Highlights Navigating Challenges with ... | 10/09/2024 |
7 | Acquisition by Garcia Tunon Alvaro of 3 shares of Matthews International subject to Rule 16b-3 | 10/15/2024 |
8 | Can Matthews International Corporation Improve Its Returns | 10/28/2024 |
9 | AMERIPRISE FINANCIAL INCs Strategic Acquisition of Matthews International Corp Shares | 11/14/2024 |
10 | Disposition of 19100 shares by Gary Kohl of Matthews International subject to Rule 16b-3 | 11/15/2024 |
11 | Acquisition by Gary Kohl of 21500 shares of Matthews International subject to Rule 16b-3 | 11/18/2024 |
12 | Matthews International Reports Results for Fourth Quarter and Fiscal Year Ended September 30, 2024 | 11/21/2024 |
About Matthews International 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 Matthews or other stocks. Alpha measures the amount that position in Matthews International 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 | 2022 | 2024 (projected) | Dividend Yield | 0.0394 | 0.0238 | 0.0225 | Price To Sales Ratio | 0.4 | 0.63 | 0.69 |
Matthews International Upcoming Company Events
As portrayed in its financial statements, the presentation of Matthews International's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Matthews International's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Matthews International's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Matthews International. Please utilize our Beneish M Score to check the likelihood of Matthews International's management manipulating its earnings.
| 1st of February 2024 Upcoming Quarterly Report | View | |
| 25th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 21st of November 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of September 2023 Last Financial Announcement | View |
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Additional Tools for Matthews Stock Analysis
When running Matthews International's price analysis, check to measure Matthews International'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 Matthews International is operating at the current time. Most of Matthews International's value examination focuses on studying past and present price action to predict the probability of Matthews International's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Matthews International's price. Additionally, you may evaluate how the addition of Matthews International to your portfolios can decrease your overall portfolio volatility.