Macerich Company Stock Alpha and Beta Analysis
| MAC Stock | USD 20.32 0.60 3.04% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Macerich Company. It also helps investors analyze the systematic and unsystematic risks associated with investing in Macerich over a specified time horizon. Remember, high Macerich'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 Macerich's market risk premium analysis include:
Beta 0.76 | Alpha 0.34 | Risk 1.72 | Sharpe Ratio 0.26 | Expected Return 0.44 |
Macerich Quarterly Cash And Equivalents |
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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.
Macerich |
Macerich Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Macerich market risk premium is the additional return an investor will receive from holding Macerich 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 Macerich. 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 Macerich's performance over market.| α | 0.34 | β | 0.76 |
Macerich 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 Macerich's Buy-and-hold return. Our buy-and-hold chart shows how Macerich performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Macerich Market Price Analysis
Market price analysis indicators help investors to evaluate how Macerich stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Macerich shares will generate the highest return on investment. By understating and applying Macerich stock market price indicators, traders can identify Macerich position entry and exit signals to maximize returns.
Macerich Return and Market Media
The median price of Macerich for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 17.81 with a coefficient of variation of 8.03. The daily time series for the period is distributed with a sample standard deviation of 1.41, arithmetic mean of 17.58, and mean deviation of 1.16. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
| Macerich dividend paid on 9th of September 2024 | 09/09/2024 |
1 | Disposition of 20000 shares by Edward Coppola of Macerich at 17.01 subject to Rule 16b-3 | 10/10/2024 |
2 | The Macerich appoints Daniel Swanstrom as CFO | 11/06/2024 |
3 | Macerich Co Q3 2024 Earnings Call Highlights Navigating Challenges with Strategic Growth ... | 11/07/2024 |
4 | Macerich Co Shares Up 4.41 percent on Nov 11 | 11/11/2024 |
5 | Insider Trading | 11/15/2024 |
About Macerich 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 Macerich or other stocks. Alpha measures the amount that position in Macerich 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.
Macerich Upcoming Company Events
As portrayed in its financial statements, the presentation of Macerich's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Macerich's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Macerich's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Macerich. Please utilize our Beneish M Score to check the likelihood of Macerich's management manipulating its earnings.
| 7th of February 2024 Upcoming Quarterly Report | View | |
| 2nd 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 Macerich
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
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Check out Macerich Backtesting, Macerich Valuation, Macerich Correlation, Macerich Hype Analysis, Macerich Volatility, Macerich History and analyze Macerich Performance. You can also try the Latest Portfolios module to quick portfolio dashboard that showcases your latest portfolios.
Macerich 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.