Magindustries Corp Stock Alpha and Beta Analysis
| MAAFF Stock | USD 0.0001 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as MagIndustries Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in MagIndustries Corp over a specified time horizon. Remember, high MagIndustries Corp'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 MagIndustries Corp's market risk premium analysis include:
Beta 0.0 | Alpha 0.0 | Risk 0.0 | Sharpe Ratio 0.0 | Expected Return 0.0 |
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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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MagIndustries Corp Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. MagIndustries Corp market risk premium is the additional return an investor will receive from holding MagIndustries Corp 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 MagIndustries Corp. 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 MagIndustries Corp's performance over market.| α | 0.00 | β | 0.00 |
MagIndustries Corp 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 MagIndustries Corp's Buy-and-hold return. Our buy-and-hold chart shows how MagIndustries Corp performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.MagIndustries Corp Market Price Analysis
Market price analysis indicators help investors to evaluate how MagIndustries Corp stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading MagIndustries Corp shares will generate the highest return on investment. By understating and applying MagIndustries Corp stock market price indicators, traders can identify MagIndustries Corp position entry and exit signals to maximize returns.
MagIndustries Corp Return and Market Media
The median price of MagIndustries Corp for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 1.0E-4 with a coefficient of variation of 0.0. The daily time series for the period is distributed with a sample standard deviation of 0.0, arithmetic mean of 0.0, and mean deviation of 0.0. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About MagIndustries Corp 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 MagIndustries or other stocks. Alpha measures the amount that position in MagIndustries Corp 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.
| 2012 | 2013 | 2023 | 2024 (projected) | Days Sales Outstanding | 101.04 | 70.75 | 81.36 | 77.29 | PTB Ratio | 1.0 | 1.79 | 2.06 | 2.77 |
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 MagIndustries Corp 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, MagIndustries Corp's short interest history, or implied volatility extrapolated from MagIndustries Corp options trading.
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Check out MagIndustries Corp Backtesting, MagIndustries Corp Valuation, MagIndustries Corp Correlation, MagIndustries Corp Hype Analysis, MagIndustries Corp Volatility, MagIndustries Corp History and analyze MagIndustries Corp Performance. For more detail on how to invest in MagIndustries Stock please use our How to Invest in MagIndustries Corp guide.You can also try the Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.
MagIndustries Corp 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.