Mei Pharma Stock Alpha and Beta Analysis
| MEIP Stock | USD 2.76 0.02 0.72% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as MEI Pharma. It also helps investors analyze the systematic and unsystematic risks associated with investing in MEI Pharma over a specified time horizon. Remember, high MEI Pharma'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 MEI Pharma's market risk premium analysis include:
Beta 0.44 | Alpha (0.17) | Risk 2.61 | Sharpe Ratio (0.07) | Expected Return (0.18) |
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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.
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MEI Pharma Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. MEI Pharma market risk premium is the additional return an investor will receive from holding MEI Pharma 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 MEI Pharma. 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 MEI Pharma's performance over market.| α | -0.17 | β | 0.44 |
MEI Pharma 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 MEI Pharma's Buy-and-hold return. Our buy-and-hold chart shows how MEI Pharma performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.MEI Pharma Market Price Analysis
Market price analysis indicators help investors to evaluate how MEI Pharma stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading MEI Pharma shares will generate the highest return on investment. By understating and applying MEI Pharma stock market price indicators, traders can identify MEI Pharma position entry and exit signals to maximize returns.
MEI Pharma Return and Market Media
The median price of MEI Pharma for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 3.0 with a coefficient of variation of 5.57. The daily time series for the period is distributed with a sample standard deviation of 0.16, arithmetic mean of 2.95, and mean deviation of 0.15. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | MEI Pharma GAAP EPS of 2.67 misses by 0.95, revenue of 65.3M in-line | 09/19/2024 |
2 | Acquisition by Kango Sujay of 87500 shares of MEI Pharma subject to Rule 16b-3 | 09/23/2024 |
3 | MEI Pharma Coverage Initiated at StockNews.com | 09/30/2024 |
4 | MEI Pharma stock jumps 8 percent on sale of drug asset ME-344 | 10/28/2024 |
5 | MEI Pharma, Inc. Reports Earnings Results for the First Quarter Ended September 30, 2024 - Marketscreener.com | 11/12/2024 |
About MEI Pharma 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 MEI or other stocks. Alpha measures the amount that position in MEI Pharma 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 | 0.55 | 0.49 | Price To Sales Ratio | 0.29 | 0.28 |
MEI Pharma Upcoming Company Events
As portrayed in its financial statements, the presentation of MEI Pharma's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, MEI Pharma's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of MEI Pharma's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of MEI Pharma. Please utilize our Beneish M Score to check the likelihood of MEI Pharma's management manipulating its earnings.
| 8th of February 2024 Upcoming Quarterly Report | View | |
| 9th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 24th of September 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of June 2023 Last Financial Announcement | View |
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Additional Tools for MEI Stock Analysis
When running MEI Pharma's price analysis, check to measure MEI Pharma'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 MEI Pharma is operating at the current time. Most of MEI Pharma's value examination focuses on studying past and present price action to predict the probability of MEI Pharma's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MEI Pharma's price. Additionally, you may evaluate how the addition of MEI Pharma to your portfolios can decrease your overall portfolio volatility.