Mattel Inc Stock Alpha and Beta Analysis
| MAT Stock | USD 18.69 0.31 1.69% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Mattel Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Mattel over a specified time horizon. Remember, high Mattel'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 Mattel's market risk premium analysis include:
Beta (0.07) | Alpha (0.03) | Risk 1.81 | Sharpe Ratio (0.03) | Expected Return (0.05) |
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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.
Mattel |
Mattel Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Mattel market risk premium is the additional return an investor will receive from holding Mattel 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 Mattel. 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 Mattel's performance over market.| α | -0.03 | β | -0.07 |
Mattel 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 Mattel's Buy-and-hold return. Our buy-and-hold chart shows how Mattel performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Mattel Market Price Analysis
Market price analysis indicators help investors to evaluate how Mattel stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Mattel shares will generate the highest return on investment. By understating and applying Mattel stock market price indicators, traders can identify Mattel position entry and exit signals to maximize returns.
Mattel Return and Market Media
The median price of Mattel for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 19.04 with a coefficient of variation of 2.73. The daily time series for the period is distributed with a sample standard deviation of 0.52, arithmetic mean of 19.05, and mean deviation of 0.4. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Will Ferrells 10 best and 10 worst movies, according to critics | 11/06/2024 |
2 | Wicked Dolls Pulled From Shelves For Accidental Porn Link on Packages | 11/12/2024 |
3 | Mattel Is Experiencing Growth In Returns On Capital | 11/14/2024 |
4 | Wicked Paris image puzzles fansWhat is their marketing budget | 11/15/2024 |
5 | Buy A House In 2025 Gas Prices Expected To Spike CA Business News | 11/18/2024 |
6 | Barbie releases Rita Moreno doll to honor the legendary actress and trailblazer | 11/19/2024 |
7 | Mattel to Participate in Morgan Stanleys Global Consumer Retail Conference | 11/20/2024 |
8 | Matchbox Movie At Apple Adds Jessica Biel To Cast | 11/21/2024 |
9 | Will Wicked and Gladiator II give us the new Barbenheimer This weekend will be the judge | 11/22/2024 |
About Mattel 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 Mattel or other stocks. Alpha measures the amount that position in Mattel Inc 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.0531 | 0.0558 | Price To Sales Ratio | 1.23 | 1.09 |
Mattel Upcoming Company Events
As portrayed in its financial statements, the presentation of Mattel's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Mattel's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Mattel's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Mattel. Please utilize our Beneish M Score to check the likelihood of Mattel's management manipulating its earnings.
| 7th of February 2024 Upcoming Quarterly Report | View | |
| 24th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 7th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Additional Tools for Mattel Stock Analysis
When running Mattel's price analysis, check to measure Mattel'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 Mattel is operating at the current time. Most of Mattel's value examination focuses on studying past and present price action to predict the probability of Mattel's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mattel's price. Additionally, you may evaluate how the addition of Mattel to your portfolios can decrease your overall portfolio volatility.