Mastech Holdings Stock Alpha and Beta Analysis
| MHH Stock | USD 15.82 1.44 10.01% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Mastech Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Mastech Holdings over a specified time horizon. Remember, high Mastech Holdings' 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 Mastech Holdings' market risk premium analysis include:
Beta 1.59 | Alpha 0.46 | Risk 5.06 | Sharpe Ratio 0.17 | Expected Return 0.87 |
Mastech Holdings 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.
Mastech |
Mastech Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Mastech Holdings market risk premium is the additional return an investor will receive from holding Mastech Holdings 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 Mastech Holdings. 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 Mastech Holdings' performance over market.| α | 0.46 | β | 1.59 |
Mastech Holdings 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 Mastech Holdings' Buy-and-hold return. Our buy-and-hold chart shows how Mastech Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Mastech Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how Mastech Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Mastech Holdings shares will generate the highest return on investment. By understating and applying Mastech Holdings stock market price indicators, traders can identify Mastech Holdings position entry and exit signals to maximize returns.
Mastech Holdings Return and Market Media
The median price of Mastech Holdings for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 10.02 with a coefficient of variation of 13.44. The daily time series for the period is distributed with a sample standard deviation of 1.42, arithmetic mean of 10.54, and mean deviation of 1.01. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Dimensional Fund Advisors LP Sells 170,871 Shares of MasTec, Inc. - MarketBeat | 09/23/2024 |
2 | Acquisition by Burton Paul Philip of 160000 shares of Mastech Holdings at 17.65 subject to Rule 16b-3 | 10/02/2024 |
3 | Truist Financial Corp Sells 19,443 Shares of MasTec, Inc. - MarketBeat | 10/07/2024 |
4 | Acquisition by Rak Vladimir of 2675 shares of Mastech Holdings subject to Rule 16b-3 | 10/18/2024 |
5 | Mastech Digital Reports 8 percent Year-over-Year Revenue Growth and 5 percent Sequential Revenue Growth for the Third Quarter 2024 | 11/06/2024 |
6 | Crossmark Global Holdings Inc. Has 1.44 Million Stock Holdings in MasTec, Inc. - MarketBeat | 11/14/2024 |
7 | Bruni J V Co. Co. Sells 4,286 Shares of MasTec, Inc. - MarketBeat | 11/19/2024 |
8 | Mastech Holdings stock soars to 52-week high of 14.74 - Investing.com | 11/22/2024 |
About Mastech Holdings 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 Mastech or other stocks. Alpha measures the amount that position in Mastech Holdings 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 (projected) | Dividend Yield | 0.0416 | 0.0395 | Price To Sales Ratio | 0.49 | 0.3 |
Mastech Holdings Upcoming Company Events
As portrayed in its financial statements, the presentation of Mastech Holdings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Mastech Holdings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Mastech Holdings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Mastech Holdings. Please utilize our Beneish M Score to check the likelihood of Mastech Holdings' management manipulating its earnings.
| 14th of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 14th 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 Mastech Holdings Backtesting, Mastech Holdings Valuation, Mastech Holdings Correlation, Mastech Holdings Hype Analysis, Mastech Holdings Volatility, Mastech Holdings History and analyze Mastech Holdings Performance. For more detail on how to invest in Mastech Stock please use our How to Invest in Mastech Holdings guide.You can also try the Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.
Mastech Holdings 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.