Mach Natural Resources Stock Alpha and Beta Analysis
| MNR Stock | USD 16.57 0.02 0.12% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Mach Natural Resources. It also helps investors analyze the systematic and unsystematic risks associated with investing in Mach Natural over a specified time horizon. Remember, high Mach Natural'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 Mach Natural's market risk premium analysis include:
Beta 0.77 | Alpha (0.32) | Risk 1.82 | Sharpe Ratio (0.1) | Expected Return (0.18) |
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.
Mach |
Mach Natural Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Mach Natural market risk premium is the additional return an investor will receive from holding Mach Natural 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 Mach Natural. 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 Mach Natural's performance over market.| α | -0.32 | β | 0.77 |
Mach Natural 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 Mach Natural's Buy-and-hold return. Our buy-and-hold chart shows how Mach Natural performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Mach Natural Market Price Analysis
Market price analysis indicators help investors to evaluate how Mach Natural stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Mach Natural shares will generate the highest return on investment. By understating and applying Mach Natural stock market price indicators, traders can identify Mach Natural position entry and exit signals to maximize returns.
Mach Natural Return and Market Media
The median price of Mach Natural for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 16.5 with a coefficient of variation of 5.92. The daily time series for the period is distributed with a sample standard deviation of 0.99, arithmetic mean of 16.74, and mean deviation of 0.64. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Mach Natural Resources files to sell 7.85M common units for limited partners | 09/04/2024 |
| Mach Natural dividend paid on 10th of September 2024 | 09/10/2024 |
2 | Mach Natural Resources Using Acquisitions To Boost Near-Term Free Cash Flow - Seeking Alpha | 09/11/2024 |
3 | Insider Trading | 09/13/2024 |
4 | Mach Natural Resources announces purchase of more of its shares - OK Energy Today | 09/25/2024 |
5 | While individual investors own 15 percent of Mach Natural Resources LP , private equity firms are its largest shareholders with 66 percent ownership | 10/14/2024 |
6 | Disposition of 65000 shares by Eugene Landy of Mach Natural at 17.8 subject to Rule 16b-3 | 10/24/2024 |
7 | Disposition of 10108 shares by Kevin White of Mach Natural at 16.34 subject to Rule 16b-3 | 10/25/2024 |
8 | Mach Natural Resources LP Reports Third Quarter 2024 Results Declares Quarterly Cash Distribution of 0.60 Per Unit Provides 2025 Outlook | 11/12/2024 |
9 | How Much Upside is Left in Mach Natural Resources LP Wall Street Analysts Think 45.66 | 11/14/2024 |
10 | Mach Natural Resources About To Put More Money In Your Pocket - Nasdaq | 11/22/2024 |
About Mach Natural 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 Mach or other stocks. Alpha measures the amount that position in Mach Natural Resources 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.
| 2010 | 2022 | 2023 | 2024 (projected) | Days Sales Outstanding | 87.3 | 39.57 | 68.44 | 71.62 | PTB Ratio | 6.25 | 2.94 | 1.31 | 1.25 |
Mach Natural Upcoming Company Events
As portrayed in its financial statements, the presentation of Mach Natural's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Mach Natural's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Mach Natural's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Mach Natural. Please utilize our Beneish M Score to check the likelihood of Mach Natural's management manipulating its earnings.
| 6th of December 2023 Upcoming Quarterly Report | View | |
| 30th of September 2023 Next Fiscal Quarter End | View | |
| 30th of June 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Mach Natural
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 Mach Stock Analysis
When running Mach Natural's price analysis, check to measure Mach Natural'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 Mach Natural is operating at the current time. Most of Mach Natural's value examination focuses on studying past and present price action to predict the probability of Mach Natural's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mach Natural's price. Additionally, you may evaluate how the addition of Mach Natural to your portfolios can decrease your overall portfolio volatility.