Marathon Digital Holdings Stock Alpha and Beta Analysis
| MARA Stock | USD 26.42 0.39 1.50% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Marathon Digital Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Marathon Digital over a specified time horizon. Remember, high Marathon Digital'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 Marathon Digital's market risk premium analysis include:
Beta 5.13 | Alpha 0.26 | Risk 6.99 | Sharpe Ratio 0.13 | Expected Return 0.92 |
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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.
Marathon |
Marathon Digital Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Marathon Digital market risk premium is the additional return an investor will receive from holding Marathon Digital 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 Marathon Digital. 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 Marathon Digital's performance over market.| α | 0.26 | β | 5.13 |
Marathon Digital 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 Marathon Digital's Buy-and-hold return. Our buy-and-hold chart shows how Marathon Digital performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Marathon Digital Market Price Analysis
Market price analysis indicators help investors to evaluate how Marathon Digital stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Marathon Digital shares will generate the highest return on investment. By understating and applying Marathon Digital stock market price indicators, traders can identify Marathon Digital position entry and exit signals to maximize returns.
Marathon Digital Return and Market Media
The median price of Marathon Digital for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 16.92 with a coefficient of variation of 15.13. The daily time series for the period is distributed with a sample standard deviation of 2.66, arithmetic mean of 17.57, and mean deviation of 1.99. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Insider Trading | 08/30/2024 |
2 | Marathon Digital Holdings, Inc. Stock Falls Amid Market Uptick What Investors Need to Know | 11/07/2024 |
3 | Marathon Digital earnings missed by 0.09, revenue fell short of estimates | 11/12/2024 |
4 | MARA Plans 700 Million Convertible Notes Offering to Fund Bitcoin Purchase | 11/18/2024 |
5 | New SA Sports event to replace Rock n Roll Marathon | 11/19/2024 |
6 | Marathon Asset Management Ltd UK Regulatory Announcement Form 8.3 - DS Smith plc | 11/20/2024 |
7 | Marathon Asset Management and Webster Bank Provide Senior Secured Financing for Littlejohns Acquisition of Sunbelt Modular | 11/21/2024 |
8 | Smithfield Foods Donates 50,000 Pounds of Protein to Mayflower Marathon Holiday Food and Fund Drive | 11/22/2024 |
About Marathon Digital 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 Marathon or other stocks. Alpha measures the amount that position in Marathon Digital Holdings 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 | 0.0117 | 0.0104 | Price To Sales Ratio | 11.14 | 10.59 |
Marathon Digital Upcoming Company Events
As portrayed in its financial statements, the presentation of Marathon Digital's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Marathon Digital's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Marathon Digital's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Marathon Digital. Please utilize our Beneish M Score to check the likelihood of Marathon Digital's management manipulating its earnings.
| 21st of March 2024 Upcoming Quarterly Report | View | |
| 8th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 21st of March 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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Check out Marathon Digital Backtesting, Marathon Digital Valuation, Marathon Digital Correlation, Marathon Digital Hype Analysis, Marathon Digital Volatility, Marathon Digital History and analyze Marathon Digital Performance. You can also try the Cryptocurrency Center module to build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency.
Marathon Digital 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.