Monogram Orthopaedics Common Stock Alpha and Beta Analysis
| MGRM Stock | 1.98 0.02 1.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Monogram Orthopaedics Common. It also helps investors analyze the systematic and unsystematic risks associated with investing in Monogram Orthopaedics over a specified time horizon. Remember, high Monogram Orthopaedics' 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 Monogram Orthopaedics' market risk premium analysis include:
Beta 0.9 | Alpha (0.63) | Risk 5.03 | Sharpe Ratio (0.12) | Expected Return (0.63) |
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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.
Monogram |
Monogram Orthopaedics Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Monogram Orthopaedics market risk premium is the additional return an investor will receive from holding Monogram Orthopaedics 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 Monogram Orthopaedics. 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 Monogram Orthopaedics' performance over market.| α | -0.63 | β | 0.90 |
Monogram Orthopaedics 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 Monogram Orthopaedics' Buy-and-hold return. Our buy-and-hold chart shows how Monogram Orthopaedics performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Monogram Orthopaedics Market Price Analysis
Market price analysis indicators help investors to evaluate how Monogram Orthopaedics stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Monogram Orthopaedics shares will generate the highest return on investment. By understating and applying Monogram Orthopaedics stock market price indicators, traders can identify Monogram Orthopaedics position entry and exit signals to maximize returns.
Monogram Orthopaedics Return and Market Media
The median price of Monogram Orthopaedics for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 2.45 with a coefficient of variation of 15.06. The daily time series for the period is distributed with a sample standard deviation of 0.39, arithmetic mean of 2.56, and mean deviation of 0.31. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Stocks fall sharply to start September on worries about the economy. SP 500 drops 2.1 percent and Dow sinks 626 points - Barchart | 09/03/2024 |
2 | Acquisition by Mendlein John of 20000 shares of Monogram Orthopaedics at 1.88 subject to Rule 16b-3 | 09/25/2024 |
3 | Acquisition by Merriweather Alfred G of 100000 shares of Monogram Orthopaedics at 1.88 subject to Rule 16b-3 | 10/25/2024 |
About Monogram Orthopaedics 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 Monogram or other stocks. Alpha measures the amount that position in Monogram Orthopaedics 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.
| 2022 | 2023 | 2024 (projected) | Payables Turnover | 0.58 | 0.17 | 0.16 | Days Of Inventory On Hand | 4.29 | 4.94 | 4.69 |
Monogram Orthopaedics Upcoming Company Events
As portrayed in its financial statements, the presentation of Monogram Orthopaedics' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Monogram Orthopaedics' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Monogram Orthopaedics' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Monogram Orthopaedics. Please utilize our Beneish M Score to check the likelihood of Monogram Orthopaedics' management manipulating its earnings.
| 14th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Monogram Orthopaedics
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Check out Monogram Orthopaedics Backtesting, Monogram Orthopaedics Valuation, Monogram Orthopaedics Correlation, Monogram Orthopaedics Hype Analysis, Monogram Orthopaedics Volatility, Monogram Orthopaedics History and analyze Monogram Orthopaedics Performance. You can also try the Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
Monogram Orthopaedics 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.