M3 Brigade Acquisition V Stock Alpha and Beta Analysis
| MBAV Stock | 10.04 0.01 0.1% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as M3 Brigade Acquisition V. It also helps investors analyze the systematic and unsystematic risks associated with investing in M3 Brigade over a specified time horizon. Remember, high M3 Brigade'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 M3 Brigade's market risk premium analysis include:
Beta 0.0177 | Alpha (0) | Risk 0.0938 | Sharpe Ratio 0.11 | Expected Return 0.0102 |
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.
MBAV |
M3 Brigade Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. M3 Brigade market risk premium is the additional return an investor will receive from holding M3 Brigade 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 M3 Brigade. 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 M3 Brigade's performance over market.| α | -0.0018 | β | 0.02 |
M3 Brigade 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 M3 Brigade's Buy-and-hold return. Our buy-and-hold chart shows how M3 Brigade performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.M3 Brigade Market Price Analysis
Market price analysis indicators help investors to evaluate how M3 Brigade stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading M3 Brigade shares will generate the highest return on investment. By understating and applying M3 Brigade stock market price indicators, traders can identify M3 Brigade position entry and exit signals to maximize returns.
M3 Brigade Return and Market Media
The median price of M3 Brigade for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 10.02 with a coefficient of variation of 0.15. The daily time series for the period is distributed with a sample standard deviation of 0.02, arithmetic mean of 10.02, and mean deviation of 0.01. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | MMCAP International Inc. SPC Acquires New Stake in M3-Brigade Acquisition V Corp | 11/07/2024 |
2 | First Trust Capital Management L.P. Acquires New Stake in M3-Brigade Acquisition V Corp | 11/15/2024 |
About M3 Brigade 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 MBAV or other stocks. Alpha measures the amount that position in M3 Brigade Acquisition 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.
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 M3 Brigade 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, M3 Brigade's short interest history, or implied volatility extrapolated from M3 Brigade options trading.
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Additional Tools for MBAV Stock Analysis
When running M3 Brigade's price analysis, check to measure M3 Brigade'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 M3 Brigade is operating at the current time. Most of M3 Brigade's value examination focuses on studying past and present price action to predict the probability of M3 Brigade's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move M3 Brigade's price. Additionally, you may evaluate how the addition of M3 Brigade to your portfolios can decrease your overall portfolio volatility.