Mesa Air Group Stock Alpha and Beta Analysis
| MESA Stock | USD 0.87 0.01 1.16% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Mesa Air Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Mesa Air over a specified time horizon. Remember, high Mesa Air'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 Mesa Air's market risk premium analysis include:
Beta 0.43 | Alpha (0.56) | Risk 3.85 | Sharpe Ratio (0.13) | Expected Return (0.51) |
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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.
Mesa |
Mesa Air Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Mesa Air market risk premium is the additional return an investor will receive from holding Mesa Air 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 Mesa Air. 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 Mesa Air's performance over market.| α | -0.56 | β | 0.43 |
Mesa Air 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 Mesa Air's Buy-and-hold return. Our buy-and-hold chart shows how Mesa Air performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Mesa Air Market Price Analysis
Market price analysis indicators help investors to evaluate how Mesa Air stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Mesa Air shares will generate the highest return on investment. By understating and applying Mesa Air stock market price indicators, traders can identify Mesa Air position entry and exit signals to maximize returns.
Mesa Air Return and Market Media
The median price of Mesa Air for the period between Fri, Aug 23, 2024 and Thu, Nov 21, 2024 is 1.16 with a coefficient of variation of 14.15. The daily time series for the period is distributed with a sample standard deviation of 0.15, arithmetic mean of 1.09, and mean deviation of 0.14. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | EDEN VILLLAGE RECEIVES LARGE MASONIC LODGE DONATION TO FIGHT THE HOUSING CRISIS IN MESA | 09/04/2024 |
2 | Suspect accused of manslaughter after man, shot killed in Mesa | 09/16/2024 |
3 | Mesa Air Group Reports Third Quarter Fiscal 2024 Results | 10/16/2024 |
4 | Nucleus RadioPharma Expands Radiopharmaceutical Research, Development and Manufacturing Capacity, Addressing Nationwide Supply Chain Constraints | 10/21/2024 |
5 | 2 kids killed in four-car crash on Loop 202 in Mesa | 10/23/2024 |
6 | Disposition of 15723 shares by Bradford Rich of Mesa Air subject to Rule 16b-3 | 10/25/2024 |
7 | Seat Covers Unlimited Launches New Shopify-Based Website, Enhancing Customer Experience Making Buying Seat Covers Easy | 11/08/2024 |
8 | GI Alliance Highlights GERD Awareness Week | 11/20/2024 |
About Mesa Air 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 Mesa or other stocks. Alpha measures the amount that position in Mesa Air Group 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 (projected) | Days Sales Outstanding | 2.73 | 6.05 | PTB Ratio | 0.19 | 0.17 |
Mesa Air Upcoming Company Events
As portrayed in its financial statements, the presentation of Mesa Air's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Mesa Air's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Mesa Air's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Mesa Air. Please utilize our Beneish M Score to check the likelihood of Mesa Air's management manipulating its earnings.
| 8th of February 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 24th of January 2025 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of September 2023 Last Financial Announcement | View |
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Check out Mesa Air Backtesting, Mesa Air Valuation, Mesa Air Correlation, Mesa Air Hype Analysis, Mesa Air Volatility, Mesa Air History and analyze Mesa Air Performance. You can also try the Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.
Mesa Air 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.