Maximus Stock Alpha and Beta Analysis
| MMS Stock | USD 73.46 0.37 0.51% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Maximus. It also helps investors analyze the systematic and unsystematic risks associated with investing in Maximus over a specified time horizon. Remember, high Maximus' 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 Maximus' market risk premium analysis include:
Beta 0.58 | Alpha (0.38) | Risk 1.7 | Sharpe Ratio (0.20) | Expected Return (0.34) |
Maximus 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.
Maximus |
Maximus Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Maximus market risk premium is the additional return an investor will receive from holding Maximus 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 Maximus. 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 Maximus' performance over market.| α | -0.38 | β | 0.58 |
Maximus 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 Maximus' Buy-and-hold return. Our buy-and-hold chart shows how Maximus performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Maximus Market Price Analysis
Market price analysis indicators help investors to evaluate how Maximus stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Maximus shares will generate the highest return on investment. By understating and applying Maximus stock market price indicators, traders can identify Maximus position entry and exit signals to maximize returns.
Maximus Return and Market Media
The median price of Maximus for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 89.51 with a coefficient of variation of 4.6. The daily time series for the period is distributed with a sample standard deviation of 4.06, arithmetic mean of 88.16, and mean deviation of 2.86. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by Raymond Ruddy of 641 shares of Maximus subject to Rule 16b-3 | 09/10/2024 |
2 | The Returns At McMillan Shakespeare Arent Growing | 09/17/2024 |
3 | Acquisition by Michael Warren of tradable shares of Maximus subject to Rule 16b-3 | 09/20/2024 |
4 | Disposition of 9758 shares by Bruce Caswell of Maximus at 93.16 subject to Rule 16b-3 | 09/30/2024 |
5 | MAXIMUS declares 0.30 dividend | 10/07/2024 |
6 | Maximus Is Paying Out A Dividend Of 0.30 | 10/24/2024 |
7 | Maximus Challenges Early Rebid of 1-800-MEDICARE Contract to U.S. Court of Federal Claims | 11/01/2024 |
8 | Acquisition by Anne Altman of tradable shares of Maximus subject to Rule 16b-3 | 11/11/2024 |
9 | Versor Investments LP Increases Stake in Maximus, Inc. | 11/13/2024 |
10 | Quest Partners LLC Has 3.49 Million Position in Maximus, Inc. | 11/18/2024 |
11 | Heres What Key Metrics Tell Us About Maximus Q4 Earnings | 11/20/2024 |
12 | Maximus Inc Shares Gap Down to 74.475 on Nov 21 | 11/21/2024 |
13 | Maximus, Inc. Q4 2024 Earnings Call Transcript | 11/22/2024 |
About Maximus 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 Maximus or other stocks. Alpha measures the amount that position in Maximus 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 | 2024 (projected) | Dividend Yield | 0.0192 | 0.0149 | 0.0121 | Price To Sales Ratio | 0.77 | 0.93 | 1.65 |
Maximus Upcoming Company Events
As portrayed in its financial statements, the presentation of Maximus' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Maximus' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Maximus' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Maximus. Please utilize our Beneish M Score to check the likelihood of Maximus' 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 | |
| 20th of November 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of September 2023 Last Financial Announcement | View |
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Additional Tools for Maximus Stock Analysis
When running Maximus' price analysis, check to measure Maximus' 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 Maximus is operating at the current time. Most of Maximus' value examination focuses on studying past and present price action to predict the probability of Maximus' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Maximus' price. Additionally, you may evaluate how the addition of Maximus to your portfolios can decrease your overall portfolio volatility.