Mueller Industries Stock Alpha and Beta Analysis
| MLI Stock | USD 87.90 3.80 4.14% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Mueller Industries. It also helps investors analyze the systematic and unsystematic risks associated with investing in Mueller Industries over a specified time horizon. Remember, high Mueller Industries' 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 Mueller Industries' market risk premium analysis include:
Beta 2.06 | Alpha 0.15 | Risk 2.83 | Sharpe Ratio 0.14 | Expected Return 0.4 |
Mueller Industries Quarterly Cash And Equivalents |
|
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.
Mueller |
Mueller Industries Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Mueller Industries market risk premium is the additional return an investor will receive from holding Mueller Industries 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 Mueller Industries. 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 Mueller Industries' performance over market.| α | 0.15 | β | 2.06 |
Mueller Industries 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 Mueller Industries' Buy-and-hold return. Our buy-and-hold chart shows how Mueller Industries performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Mueller Industries Market Price Analysis
Market price analysis indicators help investors to evaluate how Mueller Industries stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Mueller Industries shares will generate the highest return on investment. By understating and applying Mueller Industries stock market price indicators, traders can identify Mueller Industries position entry and exit signals to maximize returns.
Mueller Industries Return and Market Media
The median price of Mueller Industries for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 72.64 with a coefficient of variation of 11.37. The daily time series for the period is distributed with a sample standard deviation of 8.75, arithmetic mean of 76.98, and mean deviation of 7.66. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Gregory Christopher of 150000 shares of Mueller Industries subject to Rule 16b-3 | 09/12/2024 |
| Mueller Industries dividend paid on 20th of September 2024 | 09/20/2024 |
2 | Acquisition by Jeffrey Martin of 8000 shares of Mueller Industries subject to Rule 16b-3 | 09/26/2024 |
3 | Is First Trust SMID Cap Rising Dividend Achievers ETF a Strong ETF Right Now | 10/02/2024 |
4 | Acquisition by John Hansen of 4000 shares of Mueller Industries at 29.17 subject to Rule 16b-3 | 10/10/2024 |
5 | Mueller Industries Q3 Earnings Snapshot | 10/22/2024 |
6 | Mueller Industries Third Quarter 2024 Earnings EPS US1,515 | 10/23/2024 |
7 | Disposition of 2000 shares by Gary Gladstein of Mueller Industries at 58.822 subject to Rule 16b-3 | 10/25/2024 |
8 | Disposition of 1000 shares by John Hansen of Mueller Industries at 83.09 subject to Rule 16b-3 | 10/30/2024 |
9 | Why Investors Shouldnt Be Surprised By Mueller Industries, Inc.s 32 percent Share Price Surge | 11/07/2024 |
10 | Assetmark Inc. Boosts Holdings in Mueller Industries, Inc. | 11/11/2024 |
11 | Disposition of 15000 shares by Charles Herzog of Mueller Industries at 92.04 subject to Rule 16b-3 | 11/21/2024 |
About Mueller Industries 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 Mueller or other stocks. Alpha measures the amount that position in Mueller Industries 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.
| 2016 | 2021 | 2023 | 2024 (projected) | Dividend Yield | 0.009291 | 0.017 | 0.0129 | 0.0122 | Price To Sales Ratio | 1.11 | 0.83 | 1.52 | 1.59 |
Mueller Industries Upcoming Company Events
As portrayed in its financial statements, the presentation of Mueller Industries' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Mueller Industries' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Mueller Industries' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Mueller Industries. Please utilize our Beneish M Score to check the likelihood of Mueller Industries' management manipulating its earnings.
| 6th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Mueller Industries
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 Mueller Industries Backtesting, Mueller Industries Valuation, Mueller Industries Correlation, Mueller Industries Hype Analysis, Mueller Industries Volatility, Mueller Industries History and analyze Mueller Industries Performance. For more detail on how to invest in Mueller Stock please use our How to Invest in Mueller Industries guide.You can also try the My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
Mueller Industries 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.