Marcus Millichap Stock Alpha and Beta Analysis
| MMI Stock | USD 40.58 0.45 1.12% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Marcus Millichap. It also helps investors analyze the systematic and unsystematic risks associated with investing in Marcus Millichap over a specified time horizon. Remember, high Marcus Millichap'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 Marcus Millichap's market risk premium analysis include:
Beta 1.27 | Alpha 0.0211 | Risk 1.78 | Sharpe Ratio 0.0249 | Expected Return 0.0443 |
Marcus Millichap Quarterly Cash And Equivalents |
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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.
Marcus |
Marcus Millichap Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Marcus Millichap market risk premium is the additional return an investor will receive from holding Marcus Millichap 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 Marcus Millichap. 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 Marcus Millichap's performance over market.| α | 0.02 | β | 1.27 |
Marcus Millichap 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 Marcus Millichap's Buy-and-hold return. Our buy-and-hold chart shows how Marcus Millichap performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Marcus Millichap Market Price Analysis
Market price analysis indicators help investors to evaluate how Marcus Millichap stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Marcus Millichap shares will generate the highest return on investment. By understating and applying Marcus Millichap stock market price indicators, traders can identify Marcus Millichap position entry and exit signals to maximize returns.
Marcus Millichap Return and Market Media
The median price of Marcus Millichap for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 38.57 with a coefficient of variation of 3.99. The daily time series for the period is distributed with a sample standard deviation of 1.54, arithmetic mean of 38.72, and mean deviation of 1.29. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by Richard Matricaria of 2364 shares of Marcus Millichap subject to Rule 16b-3 | 09/04/2024 |
2 | Disposition of tradable shares by Kurt Schwarz of Marcus Millichap at 34.06 subject to Rule 16b-3 | 09/06/2024 |
3 | Disposition of 2110 shares by John Parker of Marcus Millichap at 34.06 subject to Rule 16b-3 | 09/09/2024 |
4 | Disposition of 30000 shares by Hessam Nadji of Marcus Millichap subject to Rule 16b-3 | 09/10/2024 |
5 | Disposition of 500 shares by Hessam Nadji of Marcus Millichap subject to Rule 16b-3 | 09/11/2024 |
6 | Disposition of 520 shares by Hessam Nadji of Marcus Millichap subject to Rule 16b-3 | 09/13/2024 |
7 | Marcus Millichap director sells over 44k in company stock | 09/17/2024 |
8 | Disposition of 1500 shares by Steven DeGennaro of Marcus Millichap subject to Rule 16b-3 | 09/27/2024 |
9 | Disposition of 469 shares by Hessam Nadji of Marcus Millichap subject to Rule 16b-3 | 09/30/2024 |
| Marcus Millichap dividend paid on 4th of October 2024 | 10/04/2024 |
10 | Metro Mining Limited Stock Catapults 26 percent Though Its Price And Business Still Lag The Industry | 10/11/2024 |
11 | Marcus Millichap Closes 101 Million 11-Property Hospitality Portfolio Sale | 10/21/2024 |
12 | Disposition of 117 shares by Kurt Schwarz of Marcus Millichap subject to Rule 16b-3 | 10/22/2024 |
13 | Marcus Millichap Inc Shares Up 3.01 percent on Oct 24 | 10/24/2024 |
14 | Morgan Stanley Wins Two 2024 Money Management Institute Barrons Industry Awards | 10/28/2024 |
15 | MMIs Symani Surgical System Named a TIME Best Invention of 2024 | 10/30/2024 |
16 | Marcus Millichaps IPA Capital Markets Arranges 63 Million Multifamily Refinance in Greater Austin | 11/07/2024 |
17 | Marcus Millichap earnings beat by 0.05, revenue fell short of estimates | 11/08/2024 |
18 | Disposition of 18400 shares by Hessam Nadji of Marcus Millichap subject to Rule 16b-3 | 11/11/2024 |
19 | MMIs robotic technology to support lymphatic surgery at TGH | 11/18/2024 |
About Marcus Millichap 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 Marcus or other stocks. Alpha measures the amount that position in Marcus Millichap 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 | 0.0119 | 0.0113 | Price To Sales Ratio | 2.61 | 1.42 |
Marcus Millichap Upcoming Company Events
As portrayed in its financial statements, the presentation of Marcus Millichap's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Marcus Millichap's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Marcus Millichap's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Marcus Millichap. Please utilize our Beneish M Score to check the likelihood of Marcus Millichap's management manipulating its earnings.
| 16th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Check out Marcus Millichap Backtesting, Marcus Millichap Valuation, Marcus Millichap Correlation, Marcus Millichap Hype Analysis, Marcus Millichap Volatility, Marcus Millichap History and analyze Marcus Millichap Performance. For more detail on how to invest in Marcus Stock please use our How to Invest in Marcus Millichap guide.You can also try the FinTech Suite module to use AI to screen and filter profitable investment opportunities.
Marcus Millichap 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.