Mi Homes Stock Alpha and Beta Analysis
| MHO Stock | USD 169.14 8.55 5.32% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as MI Homes. It also helps investors analyze the systematic and unsystematic risks associated with investing in MI Homes over a specified time horizon. Remember, high MI Homes' 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 MI Homes' market risk premium analysis include:
Beta 1.18 | Alpha (0.07) | Risk 2.27 | Sharpe Ratio 0.0522 | Expected Return 0.12 |
MI Homes Quarterly Cash And Equivalents |
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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.
MHO |
MI Homes Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. MI Homes market risk premium is the additional return an investor will receive from holding MI Homes 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 MI Homes. 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 MI Homes' performance over market.| α | -0.07 | β | 1.18 |
MI Homes 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 MI Homes' Buy-and-hold return. Our buy-and-hold chart shows how MI Homes performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.MI Homes Market Price Analysis
Market price analysis indicators help investors to evaluate how MI Homes stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading MI Homes shares will generate the highest return on investment. By understating and applying MI Homes stock market price indicators, traders can identify MI Homes position entry and exit signals to maximize returns.
MI Homes Return and Market Media
The median price of MI Homes for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 160.93 with a coefficient of variation of 3.9. The daily time series for the period is distributed with a sample standard deviation of 6.3, arithmetic mean of 161.68, and mean deviation of 5.38. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 6000 shares by Robert Schottenstein of MI Homes at 51.82 subject to Rule 16b-3 | 08/30/2024 |
2 | Invitation Homes Issues Sustainability Report | 11/15/2024 |
3 | He Broke Into Homes To Hit Sleeping Women On Head. Cops Explain Why | 11/18/2024 |
4 | U.S. News World Reports 2025 Best Nursing Homes Names The Village at Victory Lakes Among Best in Illinois | 11/19/2024 |
5 | Hashlabs Uses Bitcoin Mining to Heat Homes in Finland | 11/20/2024 |
6 | Kolter Homes Debuts New 55 Community in Central Florida - Cresswind at Lake Harris | 11/21/2024 |
7 | Homes in 13 areas told prepare to turn off gas, water and electricity this weekend | 11/22/2024 |
About MI Homes 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 MHO or other stocks. Alpha measures the amount that position in MI Homes 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 | 0.004743 | 0.004506 | Price To Sales Ratio | 0.95 | 1.0 |
MI Homes Upcoming Company Events
As portrayed in its financial statements, the presentation of MI Homes' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, MI Homes' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of MI Homes' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of MI Homes. Please utilize our Beneish M Score to check the likelihood of MI Homes' management manipulating its earnings.
| 31st of January 2024 Upcoming Quarterly Report | View | |
| 24th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 31st of January 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with MI Homes
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
Check out MI Homes Backtesting, MI Homes Valuation, MI Homes Correlation, MI Homes Hype Analysis, MI Homes Volatility, MI Homes History and analyze MI Homes Performance. To learn how to invest in MHO Stock, please use our How to Invest in MI Homes guide.You can also try the Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
MI Homes 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.