Marketaxess Holdings Stock Alpha and Beta Analysis
| MKTX Stock | USD 263.80 3.45 1.33% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as MarketAxess Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in MarketAxess Holdings over a specified time horizon. Remember, high MarketAxess 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 MarketAxess Holdings' market risk premium analysis include:
Beta (0.20) | Alpha 0.2 | Risk 1.65 | Sharpe Ratio 0.11 | Expected Return 0.18 |
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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.
MarketAxess |
MarketAxess Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. MarketAxess Holdings market risk premium is the additional return an investor will receive from holding MarketAxess 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 MarketAxess 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 MarketAxess Holdings' performance over market.| α | 0.20 | β | -0.2 |
MarketAxess 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 MarketAxess Holdings' Buy-and-hold return. Our buy-and-hold chart shows how MarketAxess Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.MarketAxess Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how MarketAxess 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 MarketAxess Holdings shares will generate the highest return on investment. By understating and applying MarketAxess Holdings stock market price indicators, traders can identify MarketAxess Holdings position entry and exit signals to maximize returns.
MarketAxess Holdings Return and Market Media
The median price of MarketAxess Holdings for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 265.44 with a coefficient of variation of 6.06. The daily time series for the period is distributed with a sample standard deviation of 16.16, arithmetic mean of 266.6, and mean deviation of 13.62. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
| MarketAxess Holdings dividend paid on 4th of September 2024 | 09/04/2024 |
1 | MarketAxess extends BlackRock partnership to enhance credit markets connectivity | 09/09/2024 |
2 | Barclays Increases MarketAxess Price Target to 268.00 | 10/09/2024 |
3 | SPDR MarketAxess Investment Grade Bond ETF declares monthly distribution of 0.4113 | 11/04/2024 |
4 | MarketAxess Holdings Reports Strong Q3 2024 Growth | 11/07/2024 |
5 | Heres Why MarketAxess Could be Great Choice for a Bottom Fisher | 11/08/2024 |
6 | Disposition of 928 shares by Richard McVey of MarketAxess Holdings at 273.78 subject to Rule 16b-3 | 11/12/2024 |
7 | Disposition of 150 shares by Richard McVey of MarketAxess Holdings at 273.54 subject to Rule 16b-3 | 11/13/2024 |
8 | What Makes MarketAxess a New Buy Stock | 11/14/2024 |
9 | Insider Unloading Richard M McVey Sells 13.50M Worth Of MarketAxess Holdings Shares | 11/15/2024 |
10 | MarketAxess Holdings Inc. A Bear Case Theory - Yahoo Finance | 11/20/2024 |
11 | Zacks Research Increases Earnings Estimates for MarketAxess - MarketBeat | 11/22/2024 |
About MarketAxess 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 MarketAxess or other stocks. Alpha measures the amount that position in MarketAxess 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.006469 | 0.0101 | 0.009973 | 0.0121 | Price To Sales Ratio | 22.07 | 14.55 | 14.61 | 8.58 |
MarketAxess Holdings Upcoming Company Events
As portrayed in its financial statements, the presentation of MarketAxess Holdings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, MarketAxess Holdings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of MarketAxess Holdings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of MarketAxess Holdings. Please utilize our Beneish M Score to check the likelihood of MarketAxess Holdings' management manipulating its earnings.
| 31st of January 2024 Upcoming Quarterly Report | View | |
| 24th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 31st of January 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 MarketAxess Holdings
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Additional Tools for MarketAxess Stock Analysis
When running MarketAxess Holdings' price analysis, check to measure MarketAxess Holdings' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy MarketAxess Holdings is operating at the current time. Most of MarketAxess Holdings' value examination focuses on studying past and present price action to predict the probability of MarketAxess Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MarketAxess Holdings' price. Additionally, you may evaluate how the addition of MarketAxess Holdings to your portfolios can decrease your overall portfolio volatility.