Mogu Inc Stock Alpha and Beta Analysis
| MOGU Stock | USD 2.13 0.09 4.41% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as MOGU Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in MOGU over a specified time horizon. Remember, high MOGU'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 MOGU's market risk premium analysis include:
Beta 1.58 | Alpha (0.12) | Risk 5.04 | Sharpe Ratio 0.0255 | Expected Return 0.13 |
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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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MOGU Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. MOGU market risk premium is the additional return an investor will receive from holding MOGU 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 MOGU. 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 MOGU's performance over market.| α | -0.12 | β | 1.58 |
MOGU 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 MOGU's Buy-and-hold return. Our buy-and-hold chart shows how MOGU performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.MOGU Market Price Analysis
Market price analysis indicators help investors to evaluate how MOGU stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading MOGU shares will generate the highest return on investment. By understating and applying MOGU stock market price indicators, traders can identify MOGU position entry and exit signals to maximize returns.
MOGU Return and Market Media
The median price of MOGU for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 2.11 with a coefficient of variation of 7.11. The daily time series for the period is distributed with a sample standard deviation of 0.15, arithmetic mean of 2.12, and mean deviation of 0.1. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Theres Reason For Concern Over MOGU Inc.s Price | 09/25/2024 |
2 | MOGU Stock Sees Sharp Decline Amidst Financial Struggles | 10/09/2024 |
3 | MOGU Announces Unaudited Financial Results for the Six Months Ended September 30, 2024 | 11/22/2024 |
About MOGU 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 MOGU or other stocks. Alpha measures the amount that position in MOGU 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.
| 2021 | 2022 | 2023 | 2024 (projected) | PB Ratio | 0.24 | 0.29 | 0.2 | 0.19 | Capex To Depreciation | 0.17 | 0.75 | 6.69 | 7.02 |
MOGU Upcoming Company Events
As portrayed in its financial statements, the presentation of MOGU's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, MOGU's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of MOGU's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of MOGU. Please utilize our Beneish M Score to check the likelihood of MOGU's management manipulating its earnings.
| 14th of June 2023 Upcoming Quarterly Report | View | |
| 31st of March 2023 Next Fiscal Quarter End | View |
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Additional Tools for MOGU Stock Analysis
When running MOGU's price analysis, check to measure MOGU'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 MOGU is operating at the current time. Most of MOGU's value examination focuses on studying past and present price action to predict the probability of MOGU's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MOGU's price. Additionally, you may evaluate how the addition of MOGU to your portfolios can decrease your overall portfolio volatility.