Mizuho Financial Group Stock Alpha and Beta Analysis
| MFG Stock | USD 4.98 0.04 0.80% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Mizuho Financial Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Mizuho Financial over a specified time horizon. Remember, high Mizuho Financial'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 Mizuho Financial's market risk premium analysis include:
Beta 0.8 | Alpha 0.18 | Risk 1.97 | Sharpe Ratio 0.15 | Expected Return 0.3 |
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.
Mizuho |
Mizuho Financial Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Mizuho Financial market risk premium is the additional return an investor will receive from holding Mizuho Financial 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 Mizuho Financial. 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 Mizuho Financial's performance over market.| α | 0.18 | β | 0.80 |
Mizuho Financial 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 Mizuho Financial's Buy-and-hold return. Our buy-and-hold chart shows how Mizuho Financial performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Mizuho Financial Market Price Analysis
Market price analysis indicators help investors to evaluate how Mizuho Financial stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Mizuho Financial shares will generate the highest return on investment. By understating and applying Mizuho Financial stock market price indicators, traders can identify Mizuho Financial position entry and exit signals to maximize returns.
Mizuho Financial Return and Market Media
The median price of Mizuho Financial for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 4.18 with a coefficient of variation of 6.29. The daily time series for the period is distributed with a sample standard deviation of 0.27, arithmetic mean of 4.27, and mean deviation of 0.19. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Earnings call WEX Inc. revises 2024 outlook amid growth initiatives | 10/25/2024 |
2 | Earnings call AMETEK Q3 results surpass guidance, raises full-year outlook | 10/31/2024 |
3 | Earnings call Array Technologies announced revenues of 231 million | 11/08/2024 |
4 | Earnings call Establishment Labs reports steady growth in Q3 2024 | 11/12/2024 |
5 | Intuitive Surgical CFO sells shares worth over 12 million | 11/13/2024 |
6 | Marriott CFO Kathleen Oberg sells 673,567 in stock | 11/14/2024 |
7 | Mizuho Securities Reiterates 165 Price Target and Outperform Rating for Snowflake Inc. Amid Positive AI Adoption Trends | 11/15/2024 |
8 | Frontier Topco partnership sells 218 million in Kodiak Gas Services stock | 11/18/2024 |
9 | Servicenows principal accounting officer sells 102,397 in shares | 11/19/2024 |
10 | Atara Biotherapeutics CEO sells shares worth 18,633 | 11/20/2024 |
11 | Upstart Holdings CEO Dave Girouard sells 305,248 in stock | 11/22/2024 |
About Mizuho Financial 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 Mizuho or other stocks. Alpha measures the amount that position in Mizuho Financial 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 | 0.0495 | 0.044 | 0.0315 | 0.032 | Price To Sales Ratio | 1.47 | 1.75 | 2.51 | 2.38 |
Mizuho Financial Upcoming Company Events
As portrayed in its financial statements, the presentation of Mizuho Financial's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Mizuho Financial's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Mizuho Financial's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Mizuho Financial. Please utilize our Beneish M Score to check the likelihood of Mizuho Financial's management manipulating its earnings.
| 2nd of February 2024 Upcoming Quarterly Report | View | |
| 20th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 20th of May 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of March 2023 Last Financial Announcement | View |
Build Portfolio with Mizuho Financial
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Check out Mizuho Financial Backtesting, Mizuho Financial Valuation, Mizuho Financial Correlation, Mizuho Financial Hype Analysis, Mizuho Financial Volatility, Mizuho Financial History and analyze Mizuho Financial Performance. You can also try the Portfolio Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.
Mizuho Financial 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.