Maiden Holdings Stock Alpha and Beta Analysis
| MHLA Stock | USD 16.93 0.08 0.47% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Maiden Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Maiden Holdings over a specified time horizon. Remember, high Maiden 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 Maiden Holdings' market risk premium analysis include:
Beta 0.25 | Alpha 0.0802 | Risk 1.62 | Sharpe Ratio 0.0547 | Expected Return 0.0887 |
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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.
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Maiden Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Maiden Holdings market risk premium is the additional return an investor will receive from holding Maiden 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 Maiden 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 Maiden Holdings' performance over market.| α | 0.08 | β | 0.25 |
Maiden 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 Maiden Holdings' Buy-and-hold return. Our buy-and-hold chart shows how Maiden Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Maiden Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how Maiden 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 Maiden Holdings shares will generate the highest return on investment. By understating and applying Maiden Holdings stock market price indicators, traders can identify Maiden Holdings position entry and exit signals to maximize returns.
Maiden Holdings Return and Market Media
The median price of Maiden Holdings for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 16.56 with a coefficient of variation of 3.69. The daily time series for the period is distributed with a sample standard deviation of 0.61, arithmetic mean of 16.59, and mean deviation of 0.51. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
| Maiden Holdings dividend paid on 16th of September 2024 | 09/16/2024 |
1 | Maiden Holdings Q3 Earnings Snapshot - Milford Mirror | 11/12/2024 |
About Maiden 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 Maiden or other stocks. Alpha measures the amount that position in Maiden 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 | 0.0544 | 0.0517 | Price To Sales Ratio | 19.04 | 19.99 |
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 Maiden Holdings 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, Maiden Holdings' short interest history, or implied volatility extrapolated from Maiden Holdings options trading.
Build Portfolio with Maiden Holdings
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 Maiden Holdings Backtesting, Maiden Holdings Valuation, Maiden Holdings Correlation, Maiden Holdings Hype Analysis, Maiden Holdings Volatility, Maiden Holdings History and analyze Maiden Holdings Performance. For information on how to trade Maiden Stock refer to our How to Trade Maiden Stock guide.You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
Maiden 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.