Martinrea International Stock Alpha and Beta Analysis
| MRE Stock | CAD 10.22 0.26 2.61% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Martinrea International. It also helps investors analyze the systematic and unsystematic risks associated with investing in Martinrea International over a specified time horizon. Remember, high Martinrea International'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 Martinrea International's market risk premium analysis include:
Beta 0.57 | Alpha (0.15) | Risk 2.1 | Sharpe Ratio (0.06) | Expected Return (0.12) |
Martinrea International 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.
Martinrea |
Martinrea International Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Martinrea International market risk premium is the additional return an investor will receive from holding Martinrea International 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 Martinrea International. 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 Martinrea International's performance over market.| α | -0.15 | β | 0.57 |
Martinrea International 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 Martinrea International's Buy-and-hold return. Our buy-and-hold chart shows how Martinrea International performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Martinrea International Market Price Analysis
Market price analysis indicators help investors to evaluate how Martinrea International stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Martinrea International shares will generate the highest return on investment. By understating and applying Martinrea International stock market price indicators, traders can identify Martinrea International position entry and exit signals to maximize returns.
Martinrea International Return and Market Media
The median price of Martinrea International for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 11.2 with a coefficient of variation of 4.81. The daily time series for the period is distributed with a sample standard deviation of 0.53, arithmetic mean of 11.04, and mean deviation of 0.4. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Martinrea International Shares Cross Above 200-Day Moving Average of 11.53 - MarketBeat | 09/18/2024 |
2 | Martinrea International Third Quarter 2024 Earnings Misses Expectations - Simply Wall St | 11/15/2024 |
About Martinrea International 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 Martinrea or other stocks. Alpha measures the amount that position in Martinrea International 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 | 2024 (projected) | PTB Ratio | 0.79 | 0.66 | 0.74 | Dividend Yield | 0.0174 | 0.0178 | 0.0102 |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Martinrea International in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Martinrea International's short interest history, or implied volatility extrapolated from Martinrea International options trading.
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Other Information on Investing in Martinrea Stock
Martinrea International financial ratios help investors to determine whether Martinrea Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Martinrea with respect to the benefits of owning Martinrea International security.