Mind Cti Stock Alpha and Beta Analysis
| MNDO Stock | USD 1.98 0.02 1.02% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as MIND CTI. It also helps investors analyze the systematic and unsystematic risks associated with investing in MIND CTI over a specified time horizon. Remember, high MIND CTI'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 MIND CTI's market risk premium analysis include:
Beta (0.06) | Alpha 0.0906 | Risk 1.19 | Sharpe Ratio 0.0821 | Expected Return 0.0977 |
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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.
MIND |
MIND CTI Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. MIND CTI market risk premium is the additional return an investor will receive from holding MIND CTI 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 MIND CTI. 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 MIND CTI's performance over market.| α | 0.09 | β | -0.06 |
MIND CTI 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 MIND CTI's Buy-and-hold return. Our buy-and-hold chart shows how MIND CTI performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.MIND CTI Market Price Analysis
Market price analysis indicators help investors to evaluate how MIND CTI stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading MIND CTI shares will generate the highest return on investment. By understating and applying MIND CTI stock market price indicators, traders can identify MIND CTI position entry and exit signals to maximize returns.
MIND CTI Return and Market Media
The median price of MIND CTI for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 1.96 with a coefficient of variation of 2.05. The daily time series for the period is distributed with a sample standard deviation of 0.04, arithmetic mean of 1.96, and mean deviation of 0.03. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | MIND C.T.I Third Quarter 2024 Earnings EPS US0.045 | 11/06/2024 |
2 | MNDO Long-Term Debt Capital Lease Obligatio - GuruFocus.com | 11/18/2024 |
About MIND CTI 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 MIND or other stocks. Alpha measures the amount that position in MIND CTI 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.
| 2020 | 2021 | 2024 (projected) | Dividend Yield | 0.0926 | 0.0835 | 0.1 | Price To Sales Ratio | 2.21 | 2.36 | 1.74 |
MIND CTI Upcoming Company Events
As portrayed in its financial statements, the presentation of MIND CTI's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, MIND CTI's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of MIND CTI's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of MIND CTI. Please utilize our Beneish M Score to check the likelihood of MIND CTI's management manipulating its earnings.
| 13th of March 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with MIND CTI
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 MIND CTI Backtesting, MIND CTI Valuation, MIND CTI Correlation, MIND CTI Hype Analysis, MIND CTI Volatility, MIND CTI History and analyze MIND CTI Performance. To learn how to invest in MIND Stock, please use our How to Invest in MIND CTI guide.You can also try the Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
MIND CTI 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.