Manchester United Stock Alpha and Beta Analysis

MANU Stock  USD 17.46  0.71  4.24%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Manchester United. It also helps investors analyze the systematic and unsystematic risks associated with investing in Manchester United over a specified time horizon. Remember, high Manchester United'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 Manchester United's market risk premium analysis include:
Beta
0.6
Alpha
(0.13)
Risk
1.7
Sharpe Ratio
0.0273
Expected Return
0.0464
Please note that although Manchester United alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Manchester United did 0.13  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Manchester United stock's relative risk over its benchmark. Manchester United has a beta of 0.60  . As returns on the market increase, Manchester United's returns are expected to increase less than the market. However, during the bear market, the loss of holding Manchester United is expected to be smaller as well. At this time, Manchester United's Book Value Per Share is comparatively stable compared to the past year. Enterprise Value Over EBITDA is likely to gain to 20.57 in 2024, whereas Price Fair Value is likely to drop 14.67 in 2024.

Enterprise Value

1.85 Billion

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.
  
Check out Manchester United Backtesting, Manchester United Valuation, Manchester United Correlation, Manchester United Hype Analysis, Manchester United Volatility, Manchester United History and analyze Manchester United Performance.
For more information on how to buy Manchester Stock please use our How to Invest in Manchester United guide.

Manchester United Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Manchester United market risk premium is the additional return an investor will receive from holding Manchester United 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 Manchester United. 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 Manchester United's performance over market.
α-0.13   β0.60

Manchester United 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 Manchester United's Buy-and-hold return. Our buy-and-hold chart shows how Manchester United performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Manchester United Market Price Analysis

Market price analysis indicators help investors to evaluate how Manchester United stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Manchester United shares will generate the highest return on investment. By understating and applying Manchester United stock market price indicators, traders can identify Manchester United position entry and exit signals to maximize returns.

Manchester United Return and Market Media

The median price of Manchester United for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 16.48 with a coefficient of variation of 3.85. The daily time series for the period is distributed with a sample standard deviation of 0.64, arithmetic mean of 16.64, and mean deviation of 0.54. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Manchester police, schools investigate second incident involving a weapon this week
10/22/2024
2
Arsenal lose further ground in Premier League title race after draw at Chelsea
11/11/2024
3
Football gossip Frimpong, Van den Berg, David, Larsson, Araujo, Carreras
11/12/2024
4
Football gossip Sane, Salah, Murillo, Isak, Pepi, Son, Ramos, Vlachodimos
11/13/2024
5
Man Utd could slash budget for disabled fans as INEOS get brutal with cost-cutting
11/14/2024
6
Football gossip Guardiola, Goretzka, Van Nistelrooy, Davies, Hummels
11/15/2024
7
Football gossip Kelleher, Pulisic, Amorim, Osimhen, Zirkzee, Eriksen, McAtee, Raphinha
11/18/2024
8
Sonia Bompastor hopes Chelsea can make winning appear easy
11/20/2024

About Manchester United 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 Manchester or other stocks. Alpha measures the amount that position in Manchester United 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 2023 2024 (projected)
Dividend Yield0.02250.02030.0213
Price To Sales Ratio2.553.234.49

Manchester United Upcoming Company Events

As portrayed in its financial statements, the presentation of Manchester United's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Manchester United's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Manchester United's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Manchester United. Please utilize our Beneish M Score to check the likelihood of Manchester United's management manipulating its earnings.
4th of April 2024
Upcoming Quarterly Report
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25th of June 2024
Next Financial Report
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31st of December 2023
Next Fiscal Quarter End
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24th of October 2024
Next Fiscal Year End
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30th of September 2023
Last Quarter Report
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30th of June 2023
Last Financial Announcement
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Additional Tools for Manchester Stock Analysis

When running Manchester United's price analysis, check to measure Manchester United'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 Manchester United is operating at the current time. Most of Manchester United's value examination focuses on studying past and present price action to predict the probability of Manchester United's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Manchester United's price. Additionally, you may evaluate how the addition of Manchester United to your portfolios can decrease your overall portfolio volatility.