Mainstay Cbre Global Stock Alpha and Beta Analysis
| MEGI Stock | USD 13.43 0.08 0.59% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as MainStay CBRE Global. It also helps investors analyze the systematic and unsystematic risks associated with investing in MainStay CBRE over a specified time horizon. Remember, high MainStay CBRE'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 MainStay CBRE's market risk premium analysis include:
Beta 0.16 | Alpha (0.05) | Risk 0.98 | Sharpe Ratio (0.02) | Expected Return (0.02) |
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.
MainStay |
MainStay CBRE Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. MainStay CBRE market risk premium is the additional return an investor will receive from holding MainStay CBRE 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 MainStay CBRE. 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 MainStay CBRE's performance over market.| α | -0.05 | β | 0.16 |
MainStay CBRE 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 MainStay CBRE's Buy-and-hold return. Our buy-and-hold chart shows how MainStay CBRE performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.MainStay CBRE Market Price Analysis
Market price analysis indicators help investors to evaluate how MainStay CBRE stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading MainStay CBRE shares will generate the highest return on investment. By understating and applying MainStay CBRE stock market price indicators, traders can identify MainStay CBRE position entry and exit signals to maximize returns.
MainStay CBRE Return and Market Media
The median price of MainStay CBRE for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 13.86 with a coefficient of variation of 2.97. The daily time series for the period is distributed with a sample standard deviation of 0.41, arithmetic mean of 13.91, and mean deviation of 0.35. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | MainStay CBRE Global Infrastructure Megatrends Fund declares 0.125 dividend | 09/18/2024 |
2 | Acquisition by Richard Trutanic of 1000 shares of MainStay CBRE at 19.35 subject to Rule 16b-3 | 09/27/2024 |
| MainStay CBRE dividend paid on 30th of September 2024 | 09/30/2024 |
3 | NYLI CBRE Global Infrastructure Megatrends Term Fund Declares Monthly Distribution for October 2024 and Availability of 19 Notice | 10/14/2024 |
4 | Acquisition by Saba Capital Management, L.p. of 9828 shares of MainStay CBRE at 12.53 subject to Rule 16b-3 | 10/23/2024 |
5 | Need 450 a Month in Passive Income Invest 5K Each in These 9 Funds - 247 Wall St. | 10/29/2024 |
| MainStay CBRE dividend paid on 31st of October 2024 | 10/31/2024 |
6 | NYLI CBRE Global Infrastructure Megatrends Term Fund Declares Monthly Distribution for November 2024 and Availability of 19 Notice | 11/14/2024 |
About MainStay CBRE 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 MainStay or other stocks. Alpha measures the amount that position in MainStay CBRE Global 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.
| 2010 | 2023 | 2024 (projected) | Effective Tax Rate | 0.001327 | 0.001194 | 0.001062 | Operating Profit Margin | 1.0 | 0.96 | 1.08 |
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 MainStay CBRE 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, MainStay CBRE's short interest history, or implied volatility extrapolated from MainStay CBRE options trading.
Build Portfolio with MainStay CBRE
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 MainStay CBRE Backtesting, MainStay CBRE Valuation, MainStay CBRE Correlation, MainStay CBRE Hype Analysis, MainStay CBRE Volatility, MainStay CBRE History and analyze MainStay CBRE Performance. You can also try the Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes.
MainStay CBRE 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.