Motorcar Parts Of Stock Alpha and Beta Analysis
| MPAA Stock | USD 6.73 0.22 3.17% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Motorcar Parts of. It also helps investors analyze the systematic and unsystematic risks associated with investing in Motorcar Parts over a specified time horizon. Remember, high Motorcar Parts' 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 Motorcar Parts' market risk premium analysis include:
Beta 1.45 | Alpha (0.05) | Risk 4.2 | Sharpe Ratio 0.0207 | Expected Return 0.0871 |
Enterprise Value |
|
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.
Motorcar |
Motorcar Parts Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Motorcar Parts market risk premium is the additional return an investor will receive from holding Motorcar Parts 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 Motorcar Parts. 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 Motorcar Parts' performance over market.| α | -0.05 | β | 1.45 |
Motorcar Parts 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 Motorcar Parts' Buy-and-hold return. Our buy-and-hold chart shows how Motorcar Parts performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Motorcar Parts Market Price Analysis
Market price analysis indicators help investors to evaluate how Motorcar Parts stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Motorcar Parts shares will generate the highest return on investment. By understating and applying Motorcar Parts stock market price indicators, traders can identify Motorcar Parts position entry and exit signals to maximize returns.
Motorcar Parts Return and Market Media
The median price of Motorcar Parts for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 6.18 with a coefficient of variation of 8.61. The daily time series for the period is distributed with a sample standard deviation of 0.54, arithmetic mean of 6.22, and mean deviation of 0.44. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of tradable shares by Liebau Frederic Jack Jr of Motorcar Parts subject to Rule 16b-3 | 09/05/2024 |
2 | Acquisition by Ferguson Joseph Edwin of 15570 shares of Motorcar Parts subject to Rule 16b-3 | 09/06/2024 |
3 | Acquisition by Richard Mochulsky of 1544 shares of Motorcar Parts subject to Rule 16b-3 | 09/12/2024 |
4 | Discretionary transaction by 325 Capital Llc of tradable shares of Motorcar Parts subject to Rule 16b-3 | 09/19/2024 |
5 | Acquisition by Douglas Schooner of 1580 shares of Motorcar Parts subject to Rule 16b-3 | 09/24/2024 |
6 | There Is A Reason Motorcar Parts of America, Inc.s Price Is Undemanding | 10/09/2024 |
7 | Disposition of 12578 shares by Mirvis Jeffrey P of Motorcar Parts subject to Rule 16b-3 | 10/10/2024 |
8 | Motorcar Parts of America to Present at Gabelli Funds 48th Annual Automotive Aftermarket Symposium | 10/23/2024 |
9 | Motorcar Parts of America Announces Traditional Sales Promotion and New Appointment to Team | 10/31/2024 |
10 | Motorcar Parts of America to Report Fiscal 2025 Second Quarter Results Host Conference Call | 11/04/2024 |
11 | Motorcar Parts of America GAAP EPS of -0.15, revenue of 208.2M | 11/12/2024 |
12 | Motorcar Parts of America, Inc. Q2 2025 Earnings Call Transcript | 11/13/2024 |
13 | Acquisition by Trussler Douglas B of 50000 shares of Motorcar Parts at 6.86 subject to Rule 16b-3 | 11/14/2024 |
14 | Motorcar Parts of America Second Quarter 2025 Earnings US0.15 loss per share | 11/15/2024 |
15 | Motorcar parts of america sees 343,000 stock purchase by Bison Capital | 11/19/2024 |
16 | Motorcar Parts of America, Inc. Director Bison Capital Partners Vi, L.P Acquires 50,000 Shares | 11/20/2024 |
About Motorcar Parts 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 Motorcar or other stocks. Alpha measures the amount that position in Motorcar Parts 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) | Payables Turnover | 3.61 | 4.76 | 3.78 | 6.79 | Days Of Inventory On Hand | 264.27 | 228.48 | 247.85 | 130.12 |
Motorcar Parts Upcoming Company Events
As portrayed in its financial statements, the presentation of Motorcar Parts' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Motorcar Parts' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Motorcar Parts' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Motorcar Parts. Please utilize our Beneish M Score to check the likelihood of Motorcar Parts' management manipulating its earnings.
| 8th of February 2024 Upcoming Quarterly Report | View | |
| 11th of June 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 11th of June 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of March 2023 Last Financial Announcement | View |
Build Portfolio with Motorcar Parts
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 Motorcar Parts Backtesting, Motorcar Parts Valuation, Motorcar Parts Correlation, Motorcar Parts Hype Analysis, Motorcar Parts Volatility, Motorcar Parts History and analyze Motorcar Parts Performance. You can also try the Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
Motorcar Parts 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.