Mgp Ingredients Stock Alpha and Beta Analysis
| MGPI Stock | USD 23.99 0.38 1.56% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as MGP Ingredients. It also helps investors analyze the systematic and unsystematic risks associated with investing in MGP Ingredients over a specified time horizon. Remember, high MGP Ingredients' 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 MGP Ingredients' market risk premium analysis include:
Beta 0.99 | Alpha (0.08) | Risk 2.27 | Sharpe Ratio 0.0037 | Expected Return 0.0084 |
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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.
Check out MGP Ingredients Backtesting, MGP Ingredients Valuation, MGP Ingredients Correlation, MGP Ingredients Hype Analysis, MGP Ingredients Volatility, MGP Ingredients History and analyze MGP Ingredients Performance. MGP Ingredients Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. MGP Ingredients market risk premium is the additional return an investor will receive from holding MGP Ingredients 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 MGP Ingredients. 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 MGP Ingredients' performance over market.| α | -0.08 | β | 0.99 |
MGP Ingredients 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 MGP Ingredients' Buy-and-hold return. Our buy-and-hold chart shows how MGP Ingredients performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.MGP Ingredients Market Price Analysis
Market price analysis indicators help investors to evaluate how MGP Ingredients stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading MGP Ingredients shares will generate the highest return on investment. By understating and applying MGP Ingredients stock market price indicators, traders can identify MGP Ingredients position entry and exit signals to maximize returns.
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MGP Ingredients Return and Market Media
The median price of MGP Ingredients for the period between Thu, Oct 9, 2025 and Wed, Jan 7, 2026 is 24.24 with a coefficient of variation of 3.82. The daily time series for the period is distributed with a sample standard deviation of 0.93, arithmetic mean of 24.3, and mean deviation of 0.69. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Compared to Estimates, MGP Q3 Earnings A Look at Key Metrics | 10/29/2025 |
| MGP Ingredients dividend paid on 28th of November 2025 | 11/28/2025 |
2 | Will MGP Ingredients Inc. stock sustain uptrend momentum - Dollar Strength Safe Capital Growth Trade Ideas - Newser | 12/04/2025 |
3 | Why MGP Ingredients Stock Is Trading Lower Today | 12/08/2025 |
4 | Disposition of 2451 shares by Seaberg Karen of MGP Ingredients at 24.22 subject to Rule 16b-3 | 12/09/2025 |
5 | Weekly Picks A bruised bourbon maker ready for a rebound | 12/10/2025 |
6 | MGP Ingredients Announces Board Transition | 12/16/2025 |
7 | Q3 Earnings Highs And Lows MGP Ingredients Vs The Rest Of The Beverages, Alcohol, and Tobacco Stocks - Finviz | 12/18/2025 |
8 | Why MGP Ingredients stock is trading lower today - MSN | 12/30/2025 |
9 | Acquisition by Roper Martin of 1594 shares of MGP Ingredients at 24.3 subject to Rule 16b-3 | 12/31/2025 |
10 | Acquisition by Siwak Todd B. of 476 shares of MGP Ingredients at .37 subject to Rule 16b-3 | 01/06/2026 |
About MGP Ingredients 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 MGP or other stocks. Alpha measures the amount that position in MGP Ingredients 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.
| 2023 | 2024 | 2025 | 2026 (projected) | Dividend Yield | 0.004912 | 0.0123 | 0.0141 | 0.0145 | Price To Sales Ratio | 2.6 | 1.23 | 1.11 | 0.94 |
MGP Ingredients Upcoming Company Events
As portrayed in its financial statements, the presentation of MGP Ingredients' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, MGP Ingredients' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of MGP Ingredients' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of MGP Ingredients. Please utilize our Beneish M Score to check the likelihood of MGP Ingredients' management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out MGP Ingredients Backtesting, MGP Ingredients Valuation, MGP Ingredients Correlation, MGP Ingredients Hype Analysis, MGP Ingredients Volatility, MGP Ingredients History and analyze MGP Ingredients Performance. For more detail on how to invest in MGP Stock please use our How to Invest in MGP Ingredients guide.You can also try the Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.
MGP Ingredients 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.