Mediaco Holding Stock Alpha and Beta Analysis
| MDIA Stock | USD 1.32 0.05 3.94% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Mediaco Holding. It also helps investors analyze the systematic and unsystematic risks associated with investing in Mediaco Holding over a specified time horizon. Remember, high Mediaco Holding'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 Mediaco Holding's market risk premium analysis include:
Beta 1.36 | Alpha (1.51) | Risk 9.67 | Sharpe Ratio (0.12) | Expected Return (1.13) |
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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.
Mediaco |
Mediaco Holding Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Mediaco Holding market risk premium is the additional return an investor will receive from holding Mediaco Holding 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 Mediaco Holding. 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 Mediaco Holding's performance over market.| α | -1.51 | β | 1.36 |
Mediaco Holding 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 Mediaco Holding's Buy-and-hold return. Our buy-and-hold chart shows how Mediaco Holding performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Mediaco Holding Market Price Analysis
Market price analysis indicators help investors to evaluate how Mediaco Holding stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Mediaco Holding shares will generate the highest return on investment. By understating and applying Mediaco Holding stock market price indicators, traders can identify Mediaco Holding position entry and exit signals to maximize returns.
Mediaco Holding Return and Market Media
The median price of Mediaco Holding for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 1.3 with a coefficient of variation of 49.16. The daily time series for the period is distributed with a sample standard deviation of 0.9, arithmetic mean of 1.83, and mean deviation of 0.73. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Insider Trading | 09/16/2024 |
2 | Mediaco appoints new CFO President resigns - Investing.com | 09/27/2024 |
3 | Disposition of 11744 shares by Ann Beemish of Mediaco Holding at 4.14 subject to Rule 16b-3 | 10/15/2024 |
4 | Disposition of 2471 shares by Emmis Corp of Mediaco Holding at 1.26 subject to Rule 16b-3 | 10/23/2024 |
5 | Disposition of 11541 shares by Lindsay Rahsan of Mediaco Holding at 1.12 subject to Rule 16b-3 | 11/04/2024 |
6 | Disposition of 300 shares by Emmis Corp of Mediaco Holding at 1.44 subject to Rule 16b-3 | 11/21/2024 |
About Mediaco Holding 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 Mediaco or other stocks. Alpha measures the amount that position in Mediaco Holding 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) | Days Sales Outstanding | 80.22 | 81.03 | 75.22 | 59.59 | PTB Ratio | 3.7 | 0.21 | 0.29 | 0.27 |
Mediaco Holding Upcoming Company Events
As portrayed in its financial statements, the presentation of Mediaco Holding's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Mediaco Holding's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Mediaco Holding's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Mediaco Holding. Please utilize our Beneish M Score to check the likelihood of Mediaco Holding's management manipulating its earnings.
| 29th of March 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Mediaco Holding
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Check out Mediaco Holding Backtesting, Mediaco Holding Valuation, Mediaco Holding Correlation, Mediaco Holding Hype Analysis, Mediaco Holding Volatility, Mediaco Holding History and analyze Mediaco Holding Performance. For information on how to trade Mediaco Stock refer to our How to Trade Mediaco Stock guide.You can also try the Fundamental Analysis module to view fundamental data based on most recent published financial statements.
Mediaco Holding 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.