Msa Safety Stock Alpha and Beta Analysis
| MSA Stock | USD 176.21 1.23 0.70% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as MSA Safety. It also helps investors analyze the systematic and unsystematic risks associated with investing in MSA Safety over a specified time horizon. Remember, high MSA Safety'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 MSA Safety's market risk premium analysis include:
Beta 1 | Alpha (0.14) | Risk 1.36 | Sharpe Ratio (0.01) | Expected Return (0.01) |
MSA Safety Quarterly Cash And Equivalents |
|
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.
MSA |
MSA Safety Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. MSA Safety market risk premium is the additional return an investor will receive from holding MSA Safety 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 MSA Safety. 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 MSA Safety's performance over market.| α | -0.14 | β | 1.00 |
MSA Safety 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 MSA Safety's Buy-and-hold return. Our buy-and-hold chart shows how MSA Safety performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.MSA Safety Market Price Analysis
Market price analysis indicators help investors to evaluate how MSA Safety stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading MSA Safety shares will generate the highest return on investment. By understating and applying MSA Safety stock market price indicators, traders can identify MSA Safety position entry and exit signals to maximize returns.
MSA Safety Return and Market Media
The median price of MSA Safety for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 172.44 with a coefficient of variation of 2.76. The daily time series for the period is distributed with a sample standard deviation of 4.77, arithmetic mean of 173.1, and mean deviation of 3.75. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| MSA Safety dividend paid on 10th of September 2024 | 09/10/2024 |
1 | Acquisition by Richard Roda of 703 shares of MSA Safety subject to Rule 16b-3 | 09/13/2024 |
2 | Sensedia and MSA Announce Strategic Partnership | 10/03/2024 |
3 | Disposition of 1694 shares by John Ryan of MSA Safety subject to Rule 16b-3 | 10/18/2024 |
4 | MSA Safety Inc Q3 2024 Earnings Report Preview What To Look For | 10/23/2024 |
5 | Q3 2024 MSA Safety Inc Earnings Call Transcript | 10/25/2024 |
6 | MSA Safety Incorporated to Issue Quarterly Dividend of 0.51 | 11/01/2024 |
7 | Maryland Society of Accounting and Tax Professionals to Host Third Annual Holiday Soire to Raise Funds for MSA Scholarship Foundation | 11/05/2024 |
8 | Disposition of 1000 shares by Nishan Vartanian of MSA Safety subject to Rule 16b-3 | 11/06/2024 |
9 | MSA Safety to Present at Bairds 2024 Global Industrial Conference | 11/07/2024 |
10 | MSA Safety awarded 33 Million Breathing Apparatus Contract with U.S. Coast Guard | 11/14/2024 |
11 | Disposition of 2200 shares by William Lambert of MSA Safety subject to Rule 16b-3 | 11/15/2024 |
12 | JBM Exclusively Lists Advenir at Magnolia Apartments in the Orlando MSA | 11/20/2024 |
About MSA Safety 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 MSA or other stocks. Alpha measures the amount that position in MSA Safety 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) | Dividend Yield | 0.0116 | 0.0126 | 0.0111 | 0.0105 | Price To Sales Ratio | 4.22 | 3.7 | 3.71 | 3.9 |
MSA Safety Upcoming Company Events
As portrayed in its financial statements, the presentation of MSA Safety's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, MSA Safety's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of MSA Safety's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of MSA Safety. Please utilize our Beneish M Score to check the likelihood of MSA Safety's management manipulating its earnings.
| 21st of February 2024 Upcoming Quarterly Report | View | |
| 6th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 21st 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 MSA Safety
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 MSA Safety Backtesting, MSA Safety Valuation, MSA Safety Correlation, MSA Safety Hype Analysis, MSA Safety Volatility, MSA Safety History and analyze MSA Safety Performance. For information on how to trade MSA Stock refer to our How to Trade MSA Stock guide.You can also try the Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.
MSA Safety 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.