Masimo Stock Alpha and Beta Analysis
| MASI Stock | USD 181.70 4.10 2.31% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Masimo. It also helps investors analyze the systematic and unsystematic risks associated with investing in Masimo over a specified time horizon. Remember, high Masimo'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 Masimo's market risk premium analysis include:
Beta 0.71 | Alpha 0.33 | Risk 2.16 | Sharpe Ratio 0.17 | Expected Return 0.38 |
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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.
Masimo |
Masimo Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Masimo market risk premium is the additional return an investor will receive from holding Masimo 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 Masimo. 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 Masimo's performance over market.| α | 0.33 | β | 0.71 |
Masimo 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 Masimo's Buy-and-hold return. Our buy-and-hold chart shows how Masimo performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Masimo Market Price Analysis
Market price analysis indicators help investors to evaluate how Masimo stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Masimo shares will generate the highest return on investment. By understating and applying Masimo stock market price indicators, traders can identify Masimo position entry and exit signals to maximize returns.
Masimo Return and Market Media
The median price of Masimo for the period between Sat, Nov 2, 2024 and Fri, Jan 31, 2025 is 169.52 with a coefficient of variation of 6.15. The daily time series for the period is distributed with a sample standard deviation of 10.22, arithmetic mean of 166.12, and mean deviation of 7.52. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Anesthesia Monitoring Devices Market Growth Driven by Technological Advancements, AI Integration, and Increasing Demand from Ambulatory Surgical Centers | 11/13/2024 |
2 | The Zacks Analyst Blog Highlights MACOM Technology Solutions, Masimo, Leonardo DRS, Ingredion and Carpenter | 12/02/2024 |
3 | Heres Why You Should Retain Stryker Stock in Your Portfolio for Now | 12/17/2024 |
4 | ResMed Gains 37.8 percent in a Year Whats Driving the Stock | 01/03/2025 |
5 | 1000 Invested In Masimo 15 Years Ago Would Be Worth This Much Today | 01/07/2025 |
6 | Masimo Co. Given Average Recommendation of Moderate Buy by Brokerages | 01/08/2025 |
7 | IRADIMED CORPORATION Reports Preliminary Unaudited Record Fourth Quarter and Full-Year 2024 Revenues | 01/10/2025 |
8 | The Law Offices of Frank R. Cruz Announces Investigation of Masimo Corporation on Behalf of Investors | 01/14/2025 |
9 | Acquisition by Chapek Robert A of 1665 shares of Masimo subject to Rule 16b-3 | 01/15/2025 |
10 | Masimo expects Q4 revenue of 601 million | 01/16/2025 |
11 | Deep Dive Into Masimo Stock Analyst Perspectives - Benzinga | 01/22/2025 |
12 | Acquisition by Politan Capital Management Lp of 1228 shares of Masimo subject to Rule 16b-3 | 01/30/2025 |
About Masimo 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 Masimo or other stocks. Alpha measures the amount that position in Masimo 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.
| 2024 | 2025 (projected) | Dividend Yield | 0.51 | 0.53 | Price To Sales Ratio | 4.48 | 4.26 |
Masimo Upcoming Company Events
As portrayed in its financial statements, the presentation of Masimo's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Masimo's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Masimo's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Masimo. Please utilize our Beneish M Score to check the likelihood of Masimo'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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Align your risk with return expectations
Check out Masimo Backtesting, Masimo Valuation, Masimo Correlation, Masimo Hype Analysis, Masimo Volatility, Masimo History and analyze Masimo Performance. For more detail on how to invest in Masimo Stock please use our How to Invest in Masimo guide.You can also try the FinTech Suite module to use AI to screen and filter profitable investment opportunities.
Masimo 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.