Moodys Stock Alpha and Beta Analysis
| MCO Stock | USD 494.03 13.37 2.78% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Moodys. It also helps investors analyze the systematic and unsystematic risks associated with investing in Moodys over a specified time horizon. Remember, high Moodys' 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 Moodys' market risk premium analysis include:
Beta 0.5 | Alpha (0.01) | Risk 1.17 | Sharpe Ratio 0.0396 | Expected Return 0.0464 |
Moodys 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.
Moodys |
Moodys Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Moodys market risk premium is the additional return an investor will receive from holding Moodys 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 Moodys. 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 Moodys' performance over market.| α | -0.01 | β | 0.50 |
Moodys 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 Moodys' Buy-and-hold return. Our buy-and-hold chart shows how Moodys performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Moodys Market Price Analysis
Market price analysis indicators help investors to evaluate how Moodys stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Moodys shares will generate the highest return on investment. By understating and applying Moodys stock market price indicators, traders can identify Moodys position entry and exit signals to maximize returns.
Moodys Return and Market Media
The median price of Moodys for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 476.33 with a coefficient of variation of 2.05. The daily time series for the period is distributed with a sample standard deviation of 9.75, arithmetic mean of 474.79, and mean deviation of 7.91. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Moodys dividend paid on 6th of September 2024 | 09/06/2024 |
1 | McCaffreys return elevates the 49ers offense headed into their matchup vs. the Seahawks | 11/14/2024 |
2 | Californias Santa Barbara Borrows for Police Station, New Park | 11/18/2024 |
3 | Lulas G-20 Moment Slips Away and His Problems Are Only Mounting | 11/19/2024 |
4 | BlackRock to Bolster Mexico Staff in Latin America Expansion | 11/20/2024 |
5 | The 2025 Arkansas Graveler Takes Cyclists on Gravel Roads From Mena to Heber Springs | 11/21/2024 |
6 | Moodys buys Boston fintech firm | 11/22/2024 |
About Moodys 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 Moodys or other stocks. Alpha measures the amount that position in Moodys 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 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.00636 | 0.0101 | 0.007883 | 0.0125 | Price To Sales Ratio | 11.71 | 9.37 | 12.09 | 12.7 |
Moodys Upcoming Company Events
As portrayed in its financial statements, the presentation of Moodys' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Moodys' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Moodys' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Moodys. Please utilize our Beneish M Score to check the likelihood of Moodys' management manipulating its earnings.
| 13th of February 2024 Upcoming Quarterly Report | View | |
| 23rd of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 13th 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 Moodys
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
Align your risk with return expectations
Check out Moodys Backtesting, Moodys Valuation, Moodys Correlation, Moodys Hype Analysis, Moodys Volatility, Moodys History and analyze Moodys Performance. To learn how to invest in Moodys Stock, please use our How to Invest in Moodys guide.You can also try the Commodity Channel module to use Commodity Channel Index to analyze current equity momentum.
Moodys 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.