Magellan Financial (Australia) Alpha and Beta Analysis
| MFG Stock | 10.72 0.13 1.23% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Magellan Financial Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Magellan Financial over a specified time horizon. Remember, high Magellan 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 Magellan Financial's market risk premium analysis include:
Beta (0.42) | Alpha 0.22 | Risk 2.12 | Sharpe Ratio 0.0791 | Expected Return 0.17 |
Magellan Financial 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.
Magellan |
Magellan Financial Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Magellan Financial market risk premium is the additional return an investor will receive from holding Magellan 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 Magellan 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 Magellan Financial's performance over market.| α | 0.22 | β | -0.42 |
Magellan 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 Magellan Financial's Buy-and-hold return. Our buy-and-hold chart shows how Magellan Financial performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Magellan Financial Market Price Analysis
Market price analysis indicators help investors to evaluate how Magellan 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 Magellan Financial shares will generate the highest return on investment. By understating and applying Magellan Financial stock market price indicators, traders can identify Magellan Financial position entry and exit signals to maximize returns.
Magellan Financial Return and Market Media
The median price of Magellan Financial for the period between Sun, Aug 25, 2024 and Sat, Nov 23, 2024 is 10.17 with a coefficient of variation of 6.82. The daily time series for the period is distributed with a sample standard deviation of 0.69, arithmetic mean of 10.12, and mean deviation of 0.59. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Analysis of GQG Partners, Magellan Financial Group, Coles Group - Finance News Network | 09/25/2024 |
2 | Top 3 Undervalued Small Caps On ASX With Insider Action In November 2024 - Yahoo Finance | 11/22/2024 |
About Magellan 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 Magellan or other stocks. Alpha measures the amount that position in Magellan 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.
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 Magellan Financial 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, Magellan Financial's short interest history, or implied volatility extrapolated from Magellan Financial options trading.
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Additional Tools for Magellan Stock Analysis
When running Magellan Financial's price analysis, check to measure Magellan Financial'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 Magellan Financial is operating at the current time. Most of Magellan Financial's value examination focuses on studying past and present price action to predict the probability of Magellan Financial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Magellan Financial's price. Additionally, you may evaluate how the addition of Magellan Financial to your portfolios can decrease your overall portfolio volatility.