Mitek Systems (Germany) Alpha and Beta Analysis
| MKQ Stock | EUR 9.31 0.30 3.12% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Mitek Systems. It also helps investors analyze the systematic and unsystematic risks associated with investing in Mitek Systems over a specified time horizon. Remember, high Mitek Systems' 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 Mitek Systems' market risk premium analysis include:
Beta (0.82) | Alpha 0.42 | Risk 3.77 | Sharpe Ratio 0.1 | Expected Return 0.39 |
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.
Mitek |
Mitek Systems Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Mitek Systems market risk premium is the additional return an investor will receive from holding Mitek Systems 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 Mitek Systems. 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 Mitek Systems' performance over market.| α | 0.42 | β | -0.82 |
Mitek Systems 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 Mitek Systems' Buy-and-hold return. Our buy-and-hold chart shows how Mitek Systems performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Mitek Systems Market Price Analysis
Market price analysis indicators help investors to evaluate how Mitek Systems stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Mitek Systems shares will generate the highest return on investment. By understating and applying Mitek Systems stock market price indicators, traders can identify Mitek Systems position entry and exit signals to maximize returns.
Mitek Systems Return and Market Media
The median price of Mitek Systems for the period between Sat, Nov 15, 2025 and Fri, Feb 13, 2026 is 8.37 with a coefficient of variation of 6.93. The daily time series for the period is distributed with a sample standard deviation of 0.58, arithmetic mean of 8.31, and mean deviation of 0.49. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Mitek to Host Fiscal 2025 Fourth Quarter, Full-Year Results Webcast - Stock Titan | 11/20/2025 |
2 | Mitek Systems Announces Quarterly Earnings Results - MarketBeat | 12/12/2025 |
3 | Mitek Systems Stock Price Crosses Above 200 Day Moving Average - Time to Sell - MarketBeat | 01/06/2026 |
4 | Why Mitek Systems Inc stock remains on buy lists - Market Activity Recap Capital Efficient Trading Techniques - moha.gov.vn | 01/13/2026 |
5 | Discipline and Rules-Based Execution in MITK Response - Stock Traders Daily | 02/03/2026 |
6 | Mitek Systems, Inc.s Stock is Soaring But Financials Seem Inconsistent Will The Uptrend Continue - Yahoo Finance | 02/09/2026 |
About Mitek Systems 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 Mitek or other stocks. Alpha measures the amount that position in Mitek Systems 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.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Mitek Systems in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Mitek Systems' short interest history, or implied volatility extrapolated from Mitek Systems options trading.
Build Portfolio with Mitek Systems
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 Mitek Systems Analysis, Mitek Systems Valuation, Mitek Systems Correlation, Mitek Systems Hype Analysis, Mitek Systems Volatility, Mitek Systems Price History and analyze Mitek Systems Performance. For more detail on how to invest in Mitek Stock please use our How to Invest in Mitek Systems guide.You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
Mitek Systems 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.