Mastercard Stock Alpha and Beta Analysis
| MA Stock | USD 520.86 5.76 1.12% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Mastercard. It also helps investors analyze the systematic and unsystematic risks associated with investing in Mastercard over a specified time horizon. Remember, high Mastercard'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 Mastercard's market risk premium analysis include:
Beta 0.71 | Alpha 0.0711 | Risk 0.97 | Sharpe Ratio 0.16 | Expected Return 0.15 |
Mastercard 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.
Mastercard |
Mastercard Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Mastercard market risk premium is the additional return an investor will receive from holding Mastercard 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 Mastercard. 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 Mastercard's performance over market.| α | 0.07 | β | 0.71 |
Mastercard 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 Mastercard's Buy-and-hold return. Our buy-and-hold chart shows how Mastercard performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Mastercard Market Price Analysis
Market price analysis indicators help investors to evaluate how Mastercard stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Mastercard shares will generate the highest return on investment. By understating and applying Mastercard stock market price indicators, traders can identify Mastercard position entry and exit signals to maximize returns.
Mastercard Return and Market Media
The median price of Mastercard for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 498.02 with a coefficient of variation of 3.27. The daily time series for the period is distributed with a sample standard deviation of 16.34, arithmetic mean of 499.31, and mean deviation of 13.5. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | T-Mobile Delivers Holiday Deals Early Deck Out the Whole Fam with Free Tech | 11/07/2024 |
| Mastercard dividend paid on 8th of November 2024 | 11/08/2024 |
2 | Neo Financial Raises 360M to Accelerate Growth and Position Itself as Leading Challenger to Banks in Canada | 11/11/2024 |
3 | The Mantra This Week in B2B Integrate, Automate and Secure | 11/14/2024 |
4 | MasterCard target raised to 567 on growth prospects | 11/15/2024 |
5 | Mastercard Shares Down 0.4 percent Heres Why | 11/18/2024 |
6 | Visa and Mastercard execs grilled by senators on duopoly, high swipe fees | 11/19/2024 |
7 | The Overnight Report Nvidia Guidance Flops | 11/20/2024 |
About Mastercard 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 Mastercard or other stocks. Alpha measures the amount that position in Mastercard 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 | 0.004904 | 0.005654 | 0.00536 | 0.003296 | Price To Sales Ratio | 18.8 | 15.14 | 16.04 | 16.84 |
Mastercard Upcoming Company Events
As portrayed in its financial statements, the presentation of Mastercard's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Mastercard's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Mastercard's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Mastercard. Please utilize our Beneish M Score to check the likelihood of Mastercard's management manipulating its earnings.
| 31st of January 2024 Upcoming Quarterly Report | View | |
| 25th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 31st of January 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 Mastercard
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 Mastercard Backtesting, Mastercard Valuation, Mastercard Correlation, Mastercard Hype Analysis, Mastercard Volatility, Mastercard History and analyze Mastercard Performance. For information on how to trade Mastercard Stock refer to our How to Trade Mastercard Stock guide.You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
Mastercard 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.