Matson Inc Stock Alpha and Beta Analysis
| MATX Stock | USD 156.04 2.09 1.36% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Matson Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Matson over a specified time horizon. Remember, high Matson'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 Matson's market risk premium analysis include:
Beta 0.93 | Alpha 0.14 | Risk 2.65 | Sharpe Ratio 0.0891 | Expected Return 0.24 |
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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.
Matson |
Matson Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Matson market risk premium is the additional return an investor will receive from holding Matson 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 Matson. 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 Matson's performance over market.| α | 0.14 | β | 0.93 |
Matson 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 Matson's Buy-and-hold return. Our buy-and-hold chart shows how Matson performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Matson Market Price Analysis
Market price analysis indicators help investors to evaluate how Matson stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Matson shares will generate the highest return on investment. By understating and applying Matson stock market price indicators, traders can identify Matson position entry and exit signals to maximize returns.
Matson Return and Market Media
The median price of Matson for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 136.64 with a coefficient of variation of 8.26. The daily time series for the period is distributed with a sample standard deviation of 11.65, arithmetic mean of 140.98, and mean deviation of 9.45. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 3863 shares by Matthew Cox of Matson at 136.83 subject to Rule 16b-3 | 08/30/2024 |
2 | Disposition of 1000 shares by Jason Taylor of Matson at 135.73 subject to Rule 16b-3 | 09/04/2024 |
| Matson dividend paid on 5th of September 2024 | 09/05/2024 |
3 | Disposition of 138 shares by Laura Rascon of Matson at 114.4 subject to Rule 16b-3 | 09/18/2024 |
4 | Disposition of 1037 shares by Qiang Gao of Matson at 114.4 subject to Rule 16b-3 | 09/20/2024 |
5 | Matson, Inc. Hit a 52 Week High, Can the Run Continue | 10/01/2024 |
6 | MATSON ANNOUNCES QUARTERLY DIVIDEND OF 0.34 PER SHARE | 10/24/2024 |
7 | China boosts Matson net in Q4 | 11/01/2024 |
8 | Is Matson a Great Value Stock Right Now | 11/07/2024 |
9 | Seven Post Investment Office LP Sells 816 Shares of Matson, Inc. | 11/08/2024 |
10 | Matsons senior VP John Sullivan sells 124,125 in stock | 11/14/2024 |
11 | Insider Sale Senior Vice President John Sullivan Sells Shares of Matson Inc | 11/15/2024 |
12 | Is Matson a Great Value Stock Right Now - MSN | 11/20/2024 |
About Matson 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 Matson or other stocks. Alpha measures the amount that position in Matson 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.
| 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0197 | 0.0116 | 0.011 | Price To Sales Ratio | 0.56 | 1.25 | 0.81 |
Matson Upcoming Company Events
As portrayed in its financial statements, the presentation of Matson's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Matson's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Matson's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Matson. Please utilize our Beneish M Score to check the likelihood of Matson's management manipulating its earnings.
| 20th of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 20th of February 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 Matson
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Additional Tools for Matson Stock Analysis
When running Matson's price analysis, check to measure Matson'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 Matson is operating at the current time. Most of Matson's value examination focuses on studying past and present price action to predict the probability of Matson's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Matson's price. Additionally, you may evaluate how the addition of Matson to your portfolios can decrease your overall portfolio volatility.