Multiplan Stock Alpha and Beta Analysis
| MPLN Stock | USD 6.94 0.08 1.14% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as MultiPlan. It also helps investors analyze the systematic and unsystematic risks associated with investing in MultiPlan over a specified time horizon. Remember, high MultiPlan'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 MultiPlan's market risk premium analysis include:
Beta 1.87 | Alpha (0.54) | Risk 7.84 | Sharpe Ratio (0.04) | Expected Return (0.35) |
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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.
MultiPlan |
MultiPlan Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. MultiPlan market risk premium is the additional return an investor will receive from holding MultiPlan 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 MultiPlan. 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 MultiPlan's performance over market.| α | -0.54 | β | 1.87 |
MultiPlan 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 MultiPlan's Buy-and-hold return. Our buy-and-hold chart shows how MultiPlan performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.MultiPlan Market Price Analysis
Market price analysis indicators help investors to evaluate how MultiPlan stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading MultiPlan shares will generate the highest return on investment. By understating and applying MultiPlan stock market price indicators, traders can identify MultiPlan position entry and exit signals to maximize returns.
MultiPlan Return and Market Media
The median price of MultiPlan for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 9.24 with a coefficient of variation of 15.31. The daily time series for the period is distributed with a sample standard deviation of 1.39, arithmetic mean of 9.11, and mean deviation of 1.1. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 7362 shares by Gerald Kozel of MultiPlan at 1.11 subject to Rule 16b-3 | 08/30/2024 |
2 | Acquisition by Doug Garis of 4901960 shares of MultiPlan at 0.28 subject to Rule 16b-3 | 09/05/2024 |
3 | Disposition of tradable shares by Oneil Tara of MultiPlan subject to Rule 16b-3 | 09/09/2024 |
4 | Disposition of 18875 shares by Oneil Tara of MultiPlan at 5.76 subject to Rule 16b-3 | 09/18/2024 |
5 | Citi cuts Multiplan price target to 10 from 17.20, stays neutral - Investing.com | 09/23/2024 |
6 | Insider Trading | 10/14/2024 |
7 | MultiPlan Corp Shares Up 7.6 percent on Oct 17 | 10/17/2024 |
8 | MultiPlans Stock Surge A Closer Look at Revenue Trends | 10/21/2024 |
9 | AMA sues MultiPlan, insurers, alleging cartel to fix physician prices - Healthcare Dive | 10/25/2024 |
10 | MultiPlan Scheduled to Post Earnings on Tuesday | 11/04/2024 |
11 | Multiplan GAAP EPS of -24.25, revenue of 230.5M | 11/05/2024 |
12 | Q3 2024 Multiplan Corp Earnings Call Transcript | 11/06/2024 |
13 | Acquisition by Michael Kim of 40000 shares of MultiPlan at 6.2397 subject to Rule 16b-3 | 11/15/2024 |
About MultiPlan 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 MultiPlan or other stocks. Alpha measures the amount that position in MultiPlan 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 | 32.63 | 26.67 | 29.06 | 22.73 | PTB Ratio | 49.2 | 16.41 | 21.74 | 35.62 |
MultiPlan Upcoming Company Events
As portrayed in its financial statements, the presentation of MultiPlan's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, MultiPlan's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of MultiPlan's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of MultiPlan. Please utilize our Beneish M Score to check the likelihood of MultiPlan's management manipulating its earnings.
| 27th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Align your risk with return expectations
Check out MultiPlan Backtesting, MultiPlan Valuation, MultiPlan Correlation, MultiPlan Hype Analysis, MultiPlan Volatility, MultiPlan History and analyze MultiPlan Performance. To learn how to invest in MultiPlan Stock, please use our How to Invest in MultiPlan guide.You can also try the Sign In To Macroaxis module to sign in to explore Macroaxis' wealth optimization platform and fintech modules.
MultiPlan 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.