Microvision Stock Alpha and Beta Analysis
| MVIS Stock | USD 0.91 0.07 7.14% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Microvision. It also helps investors analyze the systematic and unsystematic risks associated with investing in Microvision over a specified time horizon. Remember, high Microvision'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 Microvision's market risk premium analysis include:
Beta 1.58 | Alpha (0.08) | Risk 4.19 | Sharpe Ratio 0.0608 | Expected Return 0.25 |
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.
Microvision |
Microvision Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Microvision market risk premium is the additional return an investor will receive from holding Microvision 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 Microvision. 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 Microvision's performance over market.| α | -0.08 | β | 1.58 |
Microvision 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 Microvision's Buy-and-hold return. Our buy-and-hold chart shows how Microvision performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Microvision Market Price Analysis
Market price analysis indicators help investors to evaluate how Microvision stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Microvision shares will generate the highest return on investment. By understating and applying Microvision stock market price indicators, traders can identify Microvision position entry and exit signals to maximize returns.
Microvision Return and Market Media
The median price of Microvision for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 1.07 with a coefficient of variation of 10.63. The daily time series for the period is distributed with a sample standard deviation of 0.11, arithmetic mean of 1.06, and mean deviation of 0.09. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 20113 shares by Herbst Jeffrey A of Microvision subject to Rule 16b-3 | 09/03/2024 |
2 | Disposition of 114 shares by Turner Brian V of Microvision subject to Rule 16b-3 | 09/16/2024 |
3 | Will MicroVision Spend Its Cash Wisely | 09/18/2024 |
4 | MVIS Stock Dips by 5 percent Amid Market Volatility | 09/27/2024 |
5 | MicroVision Announces Preliminary Third Quarter 2024 Results and Business Update | 10/15/2024 |
6 | MicroVision Announces Shareholder Update Conference Call on October 18, 2024 at 1000 AM ET | 10/16/2024 |
7 | MicroVision files for secondary offering of common stock | 10/25/2024 |
8 | Disposition of 20000 shares by Drew Markham of Microvision subject to Rule 16b-3 | 10/30/2024 |
9 | Microvision Q3 2024 Earnings Preview | 11/06/2024 |
10 | Microvision Inc Q3 2024 Earnings Call Highlights Navigating Challenges and Seizing ... | 11/08/2024 |
11 | Acquisition by Anubhav Verma of 33531 shares of Microvision subject to Rule 16b-3 | 11/15/2024 |
12 | Disposition of 33531 shares by Anubhav Verma of Microvision subject to Rule 16b-3 | 11/19/2024 |
13 | Will Launch of Dual-Beam Lasers Drive IPG Photonics Shares | 11/21/2024 |
About Microvision 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 Microvision or other stocks. Alpha measures the amount that position in Microvision 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 | 3.61E-4 | 7.1E-4 | Price To Sales Ratio | 66.99 | 51.98 |
Microvision Upcoming Company Events
As portrayed in its financial statements, the presentation of Microvision's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Microvision's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Microvision's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Microvision. Please utilize our Beneish M Score to check the likelihood of Microvision's management manipulating its earnings.
| 27th of February 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 27th 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 Microvision Stock Analysis
When running Microvision's price analysis, check to measure Microvision'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 Microvision is operating at the current time. Most of Microvision's value examination focuses on studying past and present price action to predict the probability of Microvision's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Microvision's price. Additionally, you may evaluate how the addition of Microvision to your portfolios can decrease your overall portfolio volatility.