Murphy Usa Stock Alpha and Beta Analysis
| MUSA Stock | USD 551.30 5.96 1.09% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Murphy USA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Murphy USA over a specified time horizon. Remember, high Murphy USA'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 Murphy USA's market risk premium analysis include:
Beta 0.66 | Alpha 0.0307 | Risk 1.48 | Sharpe Ratio 0.082 | Expected Return 0.12 |
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.
Murphy |
Murphy USA Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Murphy USA market risk premium is the additional return an investor will receive from holding Murphy USA 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 Murphy USA. 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 Murphy USA's performance over market.| α | 0.03 | β | 0.66 |
Murphy USA 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 Murphy USA's Buy-and-hold return. Our buy-and-hold chart shows how Murphy USA performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Murphy USA Market Price Analysis
Market price analysis indicators help investors to evaluate how Murphy USA stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Murphy USA shares will generate the highest return on investment. By understating and applying Murphy USA stock market price indicators, traders can identify Murphy USA position entry and exit signals to maximize returns.
Murphy USA Return and Market Media
The median price of Murphy USA for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 499.1 with a coefficient of variation of 4.18. The daily time series for the period is distributed with a sample standard deviation of 21.0, arithmetic mean of 502.42, and mean deviation of 18.62. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Murphy USA dividend paid on 5th of September 2024 | 09/05/2024 |
1 | Dont Overlook These 3 Energy Stocks With Stellar EPS Growth | 09/20/2024 |
2 | Acquisition by David Miller of tradable shares of Murphy USA subject to Rule 16b-3 | 09/30/2024 |
3 | Murphy USA Inc earnings beat by 0.39, revenue fell short of estimates | 10/30/2024 |
4 | Boasting A 61 percent Return On Equity, Is Murphy USA Inc. A Top Quality Stock | 11/01/2024 |
5 | Catalyst Capital Advisors LLC Raises Stake in Murphy USA Inc. | 11/06/2024 |
6 | Murphy USAs EVP Christopher Click sells 221,084 in stock | 11/07/2024 |
7 | Murphy USA Shows Rising Relative Strength Still Shy Of Key Benchmark | 11/11/2024 |
8 | Engaging In Options Activity, Renee Bacon Exercises Options Valued At 3.33M In Murphy USA | 11/13/2024 |
9 | Ontario Teachers Pension Plan Board Lowers Position in Murphy USA Inc. | 11/20/2024 |
10 | 100 Invested In This Stock 5 Years Ago Would Be Worth 500 Today | 11/25/2024 |
About Murphy USA 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 Murphy or other stocks. Alpha measures the amount that position in Murphy USA 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 | 0.005228 | 0.00455 | 0.004358 | 0.00414 | Price To Sales Ratio | 0.3 | 0.28 | 0.36 | 0.37 |
Murphy USA Upcoming Company Events
As portrayed in its financial statements, the presentation of Murphy USA's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Murphy USA's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Murphy USA's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Murphy USA. Please utilize our Beneish M Score to check the likelihood of Murphy USA's management manipulating its earnings.
| 7th of February 2024 Upcoming Quarterly Report | View | |
| 7th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 7th 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 Murphy USA
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 Murphy USA Backtesting, Murphy USA Valuation, Murphy USA Correlation, Murphy USA Hype Analysis, Murphy USA Volatility, Murphy USA History and analyze Murphy USA Performance. For information on how to trade Murphy Stock refer to our How to Trade Murphy Stock guide.You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
Murphy USA 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.