Midcap Financial Investment Stock Alpha and Beta Analysis
| MFICL Stock | 25.75 0.14 0.55% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as MidCap Financial Investment. It also helps investors analyze the systematic and unsystematic risks associated with investing in MidCap Financial over a specified time horizon. Remember, high MidCap 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 MidCap Financial's market risk premium analysis include:
Beta 0.0188 | Alpha 0.0233 | Risk 0.32 | Sharpe Ratio 0.11 | Expected Return 0.0356 |
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.
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MidCap Financial Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. MidCap Financial market risk premium is the additional return an investor will receive from holding MidCap 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 MidCap 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 MidCap Financial's performance over market.| α | 0.02 | β | 0.02 |
MidCap 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 MidCap Financial's Buy-and-hold return. Our buy-and-hold chart shows how MidCap Financial performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.MidCap Financial Market Price Analysis
Market price analysis indicators help investors to evaluate how MidCap 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 MidCap Financial shares will generate the highest return on investment. By understating and applying MidCap Financial stock market price indicators, traders can identify MidCap Financial position entry and exit signals to maximize returns.
MidCap Financial Return and Market Media
The median price of MidCap Financial for the period between Sun, Aug 25, 2024 and Sat, Nov 23, 2024 is 25.58 with a coefficient of variation of 0.61. The daily time series for the period is distributed with a sample standard deviation of 0.16, arithmetic mean of 25.54, and mean deviation of 0.11. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About MidCap 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 MidCap or other stocks. Alpha measures the amount that position in MidCap Financial Inv 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 MidCap 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, MidCap Financial's short interest history, or implied volatility extrapolated from MidCap Financial options trading.
Build Portfolio with MidCap Financial
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 MidCap Financial Backtesting, MidCap Financial Valuation, MidCap Financial Correlation, MidCap Financial Hype Analysis, MidCap Financial Volatility, MidCap Financial History and analyze MidCap Financial Performance. You can also try the Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
MidCap 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.