First Majestic Silver Stock Alpha and Beta Analysis
| AG Stock | 8.66 0.05 0.58% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as First Majestic Silver. It also helps investors analyze the systematic and unsystematic risks associated with investing in First Majestic over a specified time horizon. Remember, high First Majestic'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 First Majestic's market risk premium analysis include:
Beta 1.14 | Alpha 0.1 | Risk 3.98 | Sharpe Ratio 0.0973 | Expected Return 0.39 |
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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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First Majestic Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. First Majestic market risk premium is the additional return an investor will receive from holding First Majestic 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 First Majestic. 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 First Majestic's performance over market.| α | 0.10 | β | 1.14 |
First Majestic 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 First Majestic's Buy-and-hold return. Our buy-and-hold chart shows how First Majestic performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.First Majestic Market Price Analysis
Market price analysis indicators help investors to evaluate how First Majestic stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading First Majestic shares will generate the highest return on investment. By understating and applying First Majestic stock market price indicators, traders can identify First Majestic position entry and exit signals to maximize returns.
First Majestic Return and Market Media
The median price of First Majestic for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 8.66 with a coefficient of variation of 12.74. The daily time series for the period is distributed with a sample standard deviation of 1.11, arithmetic mean of 8.75, and mean deviation of 0.81. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | First Majestic Silver Agrees to Acquire Gatos Silver in 970 Mln Deal - MarketWatch | 09/05/2024 |
2 | Proactive Strategies - Stock Traders Daily | 09/26/2024 |
3 | First Majestic Produces 5.5 Million AgEq Oz in Q3 2024 Consisting of 2.0 Million Silver Ounces and 41,761 Gold Ounces - StockTitan | 10/17/2024 |
4 | First Majestic Silver Shares Gap Up - Should You Buy - MarketBeat | 11/18/2024 |
About First Majestic 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 First or other stocks. Alpha measures the amount that position in First Majestic Silver 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.
| 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.003136 | 0.003455 | 0.002142 | Price To Sales Ratio | 3.49 | 2.95 | 2.8 |
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 First Majestic 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, First Majestic's short interest history, or implied volatility extrapolated from First Majestic options trading.
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Check out First Majestic Backtesting, First Majestic Valuation, First Majestic Correlation, First Majestic Hype Analysis, First Majestic Volatility, First Majestic History and analyze First Majestic Performance. You can also try the Equity Valuation module to check real value of public entities based on technical and fundamental data.
First Majestic 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.