Manpowergroup Stock Alpha and Beta Analysis
| MAN Stock | USD 62.48 1.68 2.76% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ManpowerGroup. It also helps investors analyze the systematic and unsystematic risks associated with investing in ManpowerGroup over a specified time horizon. Remember, high ManpowerGroup'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 ManpowerGroup's market risk premium analysis include:
Beta 1.29 | Alpha (0.37) | Risk 1.98 | Sharpe Ratio (0.12) | Expected Return (0.24) |
ManpowerGroup 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.
ManpowerGroup |
ManpowerGroup Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ManpowerGroup market risk premium is the additional return an investor will receive from holding ManpowerGroup 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 ManpowerGroup. 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 ManpowerGroup's performance over market.| α | -0.37 | β | 1.29 |
ManpowerGroup 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 ManpowerGroup's Buy-and-hold return. Our buy-and-hold chart shows how ManpowerGroup performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.ManpowerGroup Market Price Analysis
Market price analysis indicators help investors to evaluate how ManpowerGroup stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ManpowerGroup shares will generate the highest return on investment. By understating and applying ManpowerGroup stock market price indicators, traders can identify ManpowerGroup position entry and exit signals to maximize returns.
ManpowerGroup Return and Market Media
The median price of ManpowerGroup for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 70.72 with a coefficient of variation of 6.69. The daily time series for the period is distributed with a sample standard deviation of 4.59, arithmetic mean of 68.67, and mean deviation of 4.22. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Steelcase Q2 Earnings Surpass Estimates | 09/18/2024 |
2 | Buy 3 Staffing Stocks With Excellent Price Upside Amid Strong Job Data | 10/07/2024 |
3 | ManpowerGroup Inc. Q3 2024 Earnings Call Transcript | 10/18/2024 |
4 | Western Unions Q3 Earnings Beat on Branded Digital Strength | 10/24/2024 |
5 | Earnings Working Against ManpowerGroup Greater China Limiteds Share Price | 10/29/2024 |
6 | Dimensional Fund Advisors LP Bolsters Stake in ManpowerGroup Inc. | 10/31/2024 |
7 | Does ManpowerGroup Have A Healthy Balance Sheet | 11/07/2024 |
8 | Q1 EPS Estimates for ManpowerGroup Decreased by Analyst | 11/11/2024 |
9 | Capital World Investors Reduces Stake in ManpowerGroup Inc. | 11/13/2024 |
10 | ManpowerGroup Will Pay A Dividend Of 1.54 | 11/14/2024 |
11 | Manpower shortage a major reason behind food safety lapses as demand for catering surges | 11/15/2024 |
12 | 2025 Pricing Considerations Identified in New Research From Experis Pricing Solutions and Vendavo | 11/21/2024 |
About ManpowerGroup 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 ManpowerGroup or other stocks. Alpha measures the amount that position in ManpowerGroup 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 (projected) | Dividend Yield | 0.0322 | 0.0365 | Price To Sales Ratio | 0.22 | 0.21 |
ManpowerGroup Upcoming Company Events
As portrayed in its financial statements, the presentation of ManpowerGroup's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, ManpowerGroup's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of ManpowerGroup's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of ManpowerGroup. Please utilize our Beneish M Score to check the likelihood of ManpowerGroup's management manipulating its earnings.
| 30th of January 2024 Upcoming Quarterly Report | View | |
| 18th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 30th 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 ManpowerGroup
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 ManpowerGroup Backtesting, ManpowerGroup Valuation, ManpowerGroup Correlation, ManpowerGroup Hype Analysis, ManpowerGroup Volatility, ManpowerGroup History and analyze ManpowerGroup Performance. To learn how to invest in ManpowerGroup Stock, please use our How to Invest in ManpowerGroup guide.You can also try the My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
ManpowerGroup 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.