Modiv Inc Stock Alpha and Beta Analysis
| MDV Stock | USD 16.41 0.29 1.80% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Modiv Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Modiv over a specified time horizon. Remember, high Modiv'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 Modiv's market risk premium analysis include:
Beta 0.62 | Alpha 0.047 | Risk 1.87 | Sharpe Ratio 0.0241 | Expected Return 0.045 |
Modiv 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.
Modiv |
Modiv Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Modiv market risk premium is the additional return an investor will receive from holding Modiv 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 Modiv. 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 Modiv's performance over market.| α | 0.05 | β | 0.62 |
Modiv 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 Modiv's Buy-and-hold return. Our buy-and-hold chart shows how Modiv performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Modiv Market Price Analysis
Market price analysis indicators help investors to evaluate how Modiv stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Modiv shares will generate the highest return on investment. By understating and applying Modiv stock market price indicators, traders can identify Modiv position entry and exit signals to maximize returns.
Modiv Return and Market Media
The median price of Modiv for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 16.34 with a coefficient of variation of 3.15. The daily time series for the period is distributed with a sample standard deviation of 0.52, arithmetic mean of 16.4, and mean deviation of 0.42. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Insider Trading | 09/18/2024 |
| Modiv dividend paid on 25th of September 2024 | 09/25/2024 |
3 | Acquisition by Smith Kimberly J of 744 shares of Modiv at 16.8 subject to Rule 16b-3 | 09/30/2024 |
4 | Q2 2024 Modiv Industrial Inc Earnings Call Transcript | 10/09/2024 |
5 | Byline Bancorp Q3 Earnings and Revenues Beat Estimates | 10/24/2024 |
| Modiv dividend paid on 25th of October 2024 | 10/25/2024 |
6 | Acquisition by Nolan Thomas H Jr of 122 shares of Modiv at 14.51 subject to Rule 16b-3 | 10/31/2024 |
7 | AvalonBay Communities Q3 FFO and Revenues Top Estimates | 11/04/2024 |
8 | Modiv reports Q3 results | 11/06/2024 |
9 | Modiv Industrial Inc Q3 2024 Earnings Call Highlights Navigating Challenges with ... | 11/07/2024 |
10 | Modiv Inc. Q3 2024 Earnings Call Transcript | 11/08/2024 |
11 | UDR Stock Rallies 15.8 percent Year to Date Will the Trend Continue | 11/21/2024 |
About Modiv 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 Modiv or other stocks. Alpha measures the amount that position in Modiv Inc 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) | Graham Number | 24.14 | 35.75 | 19.4 | 18.43 | Receivables Turnover | 4.25 | 5.05 | 3.67 | 5.39 |
Modiv Upcoming Company Events
As portrayed in its financial statements, the presentation of Modiv's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Modiv's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Modiv's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Modiv. Please utilize our Beneish M Score to check the likelihood of Modiv's management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 20th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd 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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Additional Tools for Modiv Stock Analysis
When running Modiv's price analysis, check to measure Modiv'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 Modiv is operating at the current time. Most of Modiv's value examination focuses on studying past and present price action to predict the probability of Modiv's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Modiv's price. Additionally, you may evaluate how the addition of Modiv to your portfolios can decrease your overall portfolio volatility.