Molina Healthcare Stock Alpha and Beta Analysis
| MOH Stock | USD 297.97 7.18 2.47% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Molina Healthcare. It also helps investors analyze the systematic and unsystematic risks associated with investing in Molina Healthcare over a specified time horizon. Remember, high Molina Healthcare'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 Molina Healthcare's market risk premium analysis include:
Beta 0.0056 | Alpha (0.21) | Risk 3.49 | Sharpe Ratio (0.06) | Expected Return (0.21) |
Molina Healthcare 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.
Molina |
Molina Healthcare Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Molina Healthcare market risk premium is the additional return an investor will receive from holding Molina Healthcare 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 Molina Healthcare. 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 Molina Healthcare's performance over market.| α | -0.21 | β | 0.01 |
Molina Healthcare 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 Molina Healthcare's Buy-and-hold return. Our buy-and-hold chart shows how Molina Healthcare performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Molina Healthcare Market Price Analysis
Market price analysis indicators help investors to evaluate how Molina Healthcare stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Molina Healthcare shares will generate the highest return on investment. By understating and applying Molina Healthcare stock market price indicators, traders can identify Molina Healthcare position entry and exit signals to maximize returns.
Molina Healthcare Return and Market Media
The median price of Molina Healthcare for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 330.67 with a coefficient of variation of 6.54. The daily time series for the period is distributed with a sample standard deviation of 21.44, arithmetic mean of 328.07, and mean deviation of 16.39. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Molina Healthcare earnings beat by 0.06, revenue topped estimates | 10/23/2024 |
2 | Cantor Fitzgerald Reiterates Overweight Rating for Molina Healthcare | 10/25/2024 |
3 | Wells Fargo Company Increases Molina Healthcare Price Target to 362.00 | 11/04/2024 |
4 | Molina Healthcare Announces Proposed Offering of 500 Million of Senior Notes Due 2033 | 11/13/2024 |
5 | Entropy Technologies LP Buys Shares of 2,906 Molina Healthcare, Inc. | 11/14/2024 |
6 | Molina Healthcare Announces Closing of Offering of 750 Million of 6.250 percent Senior Notes Due 2033 | 11/18/2024 |
7 | Molina Healthcare of Michigan Partners with Instacart to Address Food Insecurity for Expectant Moms | 11/19/2024 |
8 | Molina Healthcare and California Medical Associations Physician Services Organization launch initiative to enhance Medi-Cal in the Inland Empire | 11/20/2024 |
About Molina Healthcare 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 Molina or other stocks. Alpha measures the amount that position in Molina Healthcare 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 | 2023 | 2024 (projected) | Days Sales Outstanding | 28.61 | 26.28 | 33.25 | 34.91 | PTB Ratio | 6.99 | 6.44 | 5.0 | 4.62 |
Molina Healthcare Upcoming Company Events
As portrayed in its financial statements, the presentation of Molina Healthcare's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Molina Healthcare's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Molina Healthcare's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Molina Healthcare. Please utilize our Beneish M Score to check the likelihood of Molina Healthcare's management manipulating its earnings.
| 7th of February 2024 Upcoming Quarterly Report | View | |
| 24th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 7th of February 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 Molina Healthcare
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Align your risk with return expectations
Check out Molina Healthcare Backtesting, Molina Healthcare Valuation, Molina Healthcare Correlation, Molina Healthcare Hype Analysis, Molina Healthcare Volatility, Molina Healthcare History and analyze Molina Healthcare Performance. For more detail on how to invest in Molina Stock please use our How to Invest in Molina Healthcare guide.You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
Molina Healthcare 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.