Mks Instruments Stock Alpha and Beta Analysis
| MKSI Stock | USD 113.71 5.36 4.95% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as MKS Instruments. It also helps investors analyze the systematic and unsystematic risks associated with investing in MKS Instruments over a specified time horizon. Remember, high MKS Instruments' 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 MKS Instruments' market risk premium analysis include:
Beta 1.93 | Alpha (0.24) | Risk 3.22 | Sharpe Ratio (0) | Expected Return (0.01) |
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.
MKS |
MKS Instruments Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. MKS Instruments market risk premium is the additional return an investor will receive from holding MKS Instruments 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 MKS Instruments. 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 MKS Instruments' performance over market.| α | -0.24 | β | 1.93 |
MKS Instruments 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 MKS Instruments' Buy-and-hold return. Our buy-and-hold chart shows how MKS Instruments performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.MKS Instruments Market Price Analysis
Market price analysis indicators help investors to evaluate how MKS Instruments stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading MKS Instruments shares will generate the highest return on investment. By understating and applying MKS Instruments stock market price indicators, traders can identify MKS Instruments position entry and exit signals to maximize returns.
MKS Instruments Return and Market Media
The median price of MKS Instruments for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 108.35 with a coefficient of variation of 5.33. The daily time series for the period is distributed with a sample standard deviation of 5.78, arithmetic mean of 108.48, and mean deviation of 4.57. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 1030 shares by Mark Gitin of MKS Instruments subject to Rule 16b-3 | 08/30/2024 |
2 | Disposition of 2032 shares by Kathleen Burke of MKS Instruments subject to Rule 16b-3 | 09/05/2024 |
| MKS Instruments dividend paid on 6th of September 2024 | 09/06/2024 |
3 | Heres Why MKS Instruments is a Strong Value Stock | 09/09/2024 |
4 | Disposition of 250 shares by Moloney Jacqueline F of MKS Instruments at 108.9 subject to Rule 16b-3 | 10/01/2024 |
5 | MKS Instruments Price Target Cut to 110.00 | 10/07/2024 |
6 | Insider Trading | 10/16/2024 |
7 | Linscription au SPIE Photonics West 2025 est dsormais possible | 10/24/2024 |
8 | Disposition of 653 shares by James Schreiner of MKS Instruments subject to Rule 16b-3 | 10/29/2024 |
9 | MKS Instruments, Inc. Announces 0.22 Quarterly Dividend | 11/06/2024 |
10 | Can MKSIs Solid Q3 Earnings and FY24 View Push the Stock Higher | 11/07/2024 |
11 | Hudson Value Partners LLC Grows Position in MKS Instruments, Inc. | 11/08/2024 |
12 | Dont Overlook MKS Instruments International Revenue Trends While Assessing the Stock | 11/12/2024 |
13 | MKS Instruments SWOT analysis semiconductor stock poised for growth amid challenges | 11/13/2024 |
14 | Is MKS Instruments Stock Undervalued Right Now - MSN | 11/20/2024 |
About MKS Instruments 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 MKS or other stocks. Alpha measures the amount that position in MKS Instruments 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.004933 | 0.0103 | 0.008586 | 0.0169 | Price To Sales Ratio | 3.27 | 1.43 | 1.9 | 2.59 |
MKS Instruments Upcoming Company Events
As portrayed in its financial statements, the presentation of MKS Instruments' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, MKS Instruments' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of MKS Instruments' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of MKS Instruments. Please utilize our Beneish M Score to check the likelihood of MKS Instruments' management manipulating its earnings.
| 7th of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 7th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with MKS Instruments
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Check out MKS Instruments Backtesting, MKS Instruments Valuation, MKS Instruments Correlation, MKS Instruments Hype Analysis, MKS Instruments Volatility, MKS Instruments History and analyze MKS Instruments Performance. For more detail on how to invest in MKS Stock please use our How to Invest in MKS Instruments guide.You can also try the Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.
MKS Instruments 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.