Msc Industrial Direct Stock Alpha and Beta Analysis
| MSM Stock | USD 84.13 2.79 3.43% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as MSC Industrial Direct. It also helps investors analyze the systematic and unsystematic risks associated with investing in MSC Industrial over a specified time horizon. Remember, high MSC Industrial'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 MSC Industrial's market risk premium analysis include:
Beta 2 | Alpha (0.14) | Risk 2.05 | Sharpe Ratio 0.0276 | Expected Return 0.0564 |
MSC Industrial 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.
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MSC Industrial Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. MSC Industrial market risk premium is the additional return an investor will receive from holding MSC Industrial 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 MSC Industrial. 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 MSC Industrial's performance over market.| α | -0.14 | β | 2.00 |
MSC Industrial 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 MSC Industrial's Buy-and-hold return. Our buy-and-hold chart shows how MSC Industrial performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.MSC Industrial Market Price Analysis
Market price analysis indicators help investors to evaluate how MSC Industrial stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading MSC Industrial shares will generate the highest return on investment. By understating and applying MSC Industrial stock market price indicators, traders can identify MSC Industrial position entry and exit signals to maximize returns.
MSC Industrial Return and Market Media
The median price of MSC Industrial for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 81.47 with a coefficient of variation of 3.69. The daily time series for the period is distributed with a sample standard deviation of 3.02, arithmetic mean of 81.94, and mean deviation of 2.34. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 759 shares by Actis-grande Kristen of MSC Industrial subject to Rule 16b-3 | 08/30/2024 |
2 | Acquisition by Actis-grande Kristen of 759 shares of MSC Industrial subject to Rule 16b-3 | 09/03/2024 |
3 | Maintenance and Repair Distributors Stocks Q2 Results Benchmarking MSC Industrial - Yahoo Finance | 09/27/2024 |
4 | Disposition of tradable shares by Martina McIsaac of MSC Industrial subject to Rule 16b-3 | 10/03/2024 |
5 | MSC Industrial Direct Is Paying Out A Larger Dividend Than Last Year | 10/21/2024 |
6 | Earnings call MSC Industrial navigates challenges with strategic focus | 10/25/2024 |
7 | Grainger Q3 Earnings Revenues Miss Estimates, Increase YY | 10/31/2024 |
8 | Disposition of 353 shares by Actis-grande Kristen of MSC Industrial at 80.52 subject to Rule 16b-3 | 11/04/2024 |
9 | MSC Industrial Direct Boosts Dividend Amid Positive Earnings Outlook | 11/05/2024 |
10 | Disposition of 334 shares by Kim Shacklett of MSC Industrial subject to Rule 16b-3 | 11/06/2024 |
11 | Verity Asset Management Inc. Boosts Holdings in MSC Industrial Direct Co., Inc. | 11/08/2024 |
12 | Disposition of 50000 shares by Erik Gershwind of MSC Industrial at 90.36 subject to Rule 16b-3 | 11/11/2024 |
13 | Disposition of 900 shares by Philip Peller of MSC Industrial at 89.0711 subject to Rule 16b-3 | 11/13/2024 |
14 | Board Member At MSC Industrial Direct Co Sells 80K Of Stock | 11/15/2024 |
15 | Meeder Asset Management Inc. Reduces Holdings in MSC Industrial Direct Co., Inc. | 11/19/2024 |
About MSC Industrial 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 MSC or other stocks. Alpha measures the amount that position in MSC Industrial Direct 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.
| 2012 | 2018 | 2023 | 2024 (projected) | Dividend Yield | 0.026 | 0.0311 | 0.0405 | 0.0271 | Price To Sales Ratio | 1.5 | 1.42 | 1.21 | 1.89 |
MSC Industrial Upcoming Company Events
As portrayed in its financial statements, the presentation of MSC Industrial's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, MSC Industrial's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of MSC Industrial's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of MSC Industrial. Please utilize our Beneish M Score to check the likelihood of MSC Industrial's management manipulating its earnings.
| 2nd of April 2024 Upcoming Quarterly Report | View | |
| 4th of July 2024 Next Financial Report | View | |
| 29th of February 2024 Next Fiscal Quarter End | View | |
| 23rd of October 2024 Next Fiscal Year End | View | |
| 30th of November 2023 Last Quarter Report | View | |
| 31st of August 2023 Last Financial Announcement | View |
Build Portfolio with MSC Industrial
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Check out MSC Industrial Backtesting, MSC Industrial Valuation, MSC Industrial Correlation, MSC Industrial Hype Analysis, MSC Industrial Volatility, MSC Industrial History and analyze MSC Industrial Performance. You can also try the Piotroski F Score module to get Piotroski F Score based on the binary analysis strategy of nine different fundamentals.
MSC Industrial 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.