Microalgo Stock Alpha and Beta Analysis
| MLGO Stock | 0.17 0.01 5.56% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as MicroAlgo. It also helps investors analyze the systematic and unsystematic risks associated with investing in MicroAlgo over a specified time horizon. Remember, high MicroAlgo's 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 MicroAlgo's market risk premium analysis include:
Beta (0.66) | Alpha (1.21) | Risk 10.35 | Sharpe Ratio (0.12) | Expected Return (1.26) |
Enterprise Value |
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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.
MicroAlgo |
MicroAlgo Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. MicroAlgo market risk premium is the additional return an investor will receive from holding MicroAlgo 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 MicroAlgo. 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 MicroAlgo's performance over market.| α | -1.21 | β | -0.66 |
MicroAlgo 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 MicroAlgo's Buy-and-hold return. Our buy-and-hold chart shows how MicroAlgo performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.MicroAlgo Market Price Analysis
Market price analysis indicators help investors to evaluate how MicroAlgo stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading MicroAlgo shares will generate the highest return on investment. By understating and applying MicroAlgo stock market price indicators, traders can identify MicroAlgo position entry and exit signals to maximize returns.
MicroAlgo Return and Market Media
The median price of MicroAlgo for the period between Fri, Aug 23, 2024 and Thu, Nov 21, 2024 is 0.25 with a coefficient of variation of 33.69. The daily time series for the period is distributed with a sample standard deviation of 0.1, arithmetic mean of 0.29, and mean deviation of 0.08. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | MicroAlgo Faces Nasdaq Minimum Price Warning - TipRanks | 09/23/2024 |
2 | Insider Trading | 09/30/2024 |
3 | Short Interest in MicroAlgo Inc. Grows By 143.9 | 11/13/2024 |
About MicroAlgo 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 MicroAlgo or other stocks. Alpha measures the amount that position in MicroAlgo 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) | Days Sales Outstanding | 12.2 | 10.9 | 14.48 | 13.76 | PTB Ratio | 6.83 | 0.75 | 0.83 | 0.79 |
MicroAlgo Upcoming Company Events
As portrayed in its financial statements, the presentation of MicroAlgo's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, MicroAlgo's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of MicroAlgo's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of MicroAlgo. Please utilize our Beneish M Score to check the likelihood of MicroAlgo's management manipulating its earnings.
| 3rd of April 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with MicroAlgo
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 MicroAlgo Backtesting, MicroAlgo Valuation, MicroAlgo Correlation, MicroAlgo Hype Analysis, MicroAlgo Volatility, MicroAlgo History and analyze MicroAlgo Performance. To learn how to invest in MicroAlgo Stock, please use our How to Invest in MicroAlgo guide.You can also try the Theme Ratings module to determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.
MicroAlgo 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.