Mediaalpha Stock Alpha and Beta Analysis
| MAX Stock | USD 12.73 0.02 0.16% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as MediaAlpha. It also helps investors analyze the systematic and unsystematic risks associated with investing in MediaAlpha over a specified time horizon. Remember, high MediaAlpha'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 MediaAlpha's market risk premium analysis include:
Beta 1.17 | Alpha (0.46) | Risk 4.9 | Sharpe Ratio (0.08) | Expected Return (0.39) |
MediaAlpha 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.
MediaAlpha |
MediaAlpha Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. MediaAlpha market risk premium is the additional return an investor will receive from holding MediaAlpha 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 MediaAlpha. 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 MediaAlpha's performance over market.| α | -0.46 | β | 1.17 |
MediaAlpha 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 MediaAlpha's Buy-and-hold return. Our buy-and-hold chart shows how MediaAlpha performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.MediaAlpha Market Price Analysis
Market price analysis indicators help investors to evaluate how MediaAlpha stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading MediaAlpha shares will generate the highest return on investment. By understating and applying MediaAlpha stock market price indicators, traders can identify MediaAlpha position entry and exit signals to maximize returns.
MediaAlpha Return and Market Media
The median price of MediaAlpha for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 17.51 with a coefficient of variation of 15.16. The daily time series for the period is distributed with a sample standard deviation of 2.54, arithmetic mean of 16.76, and mean deviation of 1.96. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 2787 shares by Jeffrey Coyne of MediaAlpha at 16.97 subject to Rule 16b-3 | 09/26/2024 |
2 | Red Bull Chief Warns Max Verstappen Could Quit Formula 1 Over FIA Row | 09/30/2024 |
3 | Acquisition by Steven Yi of 6400 shares of MediaAlpha subject to Rule 16b-3 | 10/04/2024 |
4 | AtriCure Announces Launch of cryoSPHERE MAX Probe for Post-Operative Pain Management | 10/15/2024 |
5 | Acquisition by Steven Yi of 18293 shares of MediaAlpha subject to Rule 16b-3 | 10/17/2024 |
6 | MediaAlpha Third Quarter 2024 Earnings Beats Expectations | 11/01/2024 |
7 | INVESTOR ALERT Law Offices of Howard G. Smith Announces Investigation of MediaAlpha, Inc. on Behalf of Investors | 11/06/2024 |
8 | MediaAlpha Shares Gap Down Time to Sell | 11/07/2024 |
9 | Avia Solutions Group Orders up to 80 Boeing 737 MAX Jets to Gear Up Expansion | 11/12/2024 |
10 | HBOs The Last of Us Season 2 Coming by Spring 2025, Fewer Episodes Than Season 1 | 11/13/2024 |
11 | Disposition of 18294 shares by Steven Yi of MediaAlpha subject to Rule 16b-3 | 11/15/2024 |
12 | Warners Max launches in Asia, taking on Netflix in Hong Kong streaming war | 11/18/2024 |
13 | MAX Power Arranges Targeted Strategic Private Placement To Raise Up To 1 Million | 11/21/2024 |
About MediaAlpha 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 MediaAlpha or other stocks. Alpha measures the amount that position in MediaAlpha 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 | 5.87E-4 | 0.005113 | 0.00588 | 0.005586 | Price To Sales Ratio | 0.89 | 0.91 | 1.31 | 2.09 |
MediaAlpha Upcoming Company Events
As portrayed in its financial statements, the presentation of MediaAlpha's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, MediaAlpha's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of MediaAlpha's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of MediaAlpha. Please utilize our Beneish M Score to check the likelihood of MediaAlpha's management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd 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 MediaAlpha Stock Analysis
When running MediaAlpha's price analysis, check to measure MediaAlpha'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 MediaAlpha is operating at the current time. Most of MediaAlpha's value examination focuses on studying past and present price action to predict the probability of MediaAlpha's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MediaAlpha's price. Additionally, you may evaluate how the addition of MediaAlpha to your portfolios can decrease your overall portfolio volatility.