Mission Valley Bancorp Stock Alpha and Beta Analysis
| MVLY Stock | USD 16.00 0.68 4.44% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Mission Valley Bancorp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Mission Valley over a specified time horizon. Remember, high Mission Valley'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 Mission Valley's market risk premium analysis include:
Beta 0.3 | Alpha 0.0835 | Risk 1.04 | Sharpe Ratio 0.1 | Expected Return 0.1 |
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.
Mission |
Mission Valley Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Mission Valley market risk premium is the additional return an investor will receive from holding Mission Valley 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 Mission Valley. 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 Mission Valley's performance over market.| α | 0.08 | β | 0.30 |
Mission Valley 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 Mission Valley's Buy-and-hold return. Our buy-and-hold chart shows how Mission Valley performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Mission Valley Market Price Analysis
Market price analysis indicators help investors to evaluate how Mission Valley otc stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Mission Valley shares will generate the highest return on investment. By understating and applying Mission Valley otc stock market price indicators, traders can identify Mission Valley position entry and exit signals to maximize returns.
Mission Valley Return and Market Media
The median price of Mission Valley for the period between Mon, Aug 26, 2024 and Sun, Nov 24, 2024 is 15.1 with a coefficient of variation of 1.59. The daily time series for the period is distributed with a sample standard deviation of 0.24, arithmetic mean of 15.12, and mean deviation of 0.18. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Mission Valley 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 Mission or other otcs. Alpha measures the amount that position in Mission Valley Bancorp 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.
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 Mission Valley 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, Mission Valley's short interest history, or implied volatility extrapolated from Mission Valley options trading.
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Additional Tools for Mission OTC Stock Analysis
When running Mission Valley's price analysis, check to measure Mission Valley's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Mission Valley is operating at the current time. Most of Mission Valley's value examination focuses on studying past and present price action to predict the probability of Mission Valley's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mission Valley's price. Additionally, you may evaluate how the addition of Mission Valley to your portfolios can decrease your overall portfolio volatility.