Monroe Capital Corp Stock Alpha and Beta Analysis
| MRCC Stock | USD 8.44 0.07 0.82% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Monroe Capital Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Monroe Capital over a specified time horizon. Remember, high Monroe Capital'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 Monroe Capital's market risk premium analysis include:
Beta 0.25 | Alpha 0.16 | Risk 1.36 | Sharpe Ratio 0.14 | Expected Return 0.18 |
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.
Monroe |
Monroe Capital Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Monroe Capital market risk premium is the additional return an investor will receive from holding Monroe Capital 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 Monroe Capital. 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 Monroe Capital's performance over market.| α | 0.16 | β | 0.25 |
Monroe Capital 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 Monroe Capital's Buy-and-hold return. Our buy-and-hold chart shows how Monroe Capital performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Monroe Capital Market Price Analysis
Market price analysis indicators help investors to evaluate how Monroe Capital stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Monroe Capital shares will generate the highest return on investment. By understating and applying Monroe Capital stock market price indicators, traders can identify Monroe Capital position entry and exit signals to maximize returns.
Monroe Capital Return and Market Media
The median price of Monroe Capital for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 7.97 with a coefficient of variation of 3.28. The daily time series for the period is distributed with a sample standard deviation of 0.26, arithmetic mean of 7.97, and mean deviation of 0.21. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Horizon Technology Finance Provides 35 Million Venture Loan Facility to GT Medical Technologies | 09/12/2024 |
| Monroe Capital dividend paid on 30th of September 2024 | 09/30/2024 |
2 | Acquisition by Koenig Theodore L of 18773 shares of Monroe Capital at 15.289 subject to Rule 16b-3 | 10/07/2024 |
3 | Monroe Capital Corporation Schedules Third Quarter 2024 Earnings Release and Conference Call | 10/21/2024 |
4 | Horizon Technology Finance Announces Monthly Distributions for January, February and March 2025 Totaling 0.33 per Share | 10/29/2024 |
5 | Great Elm Capital Q3 Earnings and Revenues Surpass Estimates | 10/31/2024 |
6 | Monroe Capital Named to Inc.s 2024 List of Founder-Friendly Investors | 11/01/2024 |
7 | Acquisition by Allison Thomas J. of 1701 shares of Monroe Capital at 9.16 subject to Rule 16b-3 | 11/05/2024 |
8 | Monroe Capital Closes Inaugural 315 Million Collateralized Fund Obligation | 11/07/2024 |
9 | Monroe Capital Q3 2024 Earnings Preview | 11/11/2024 |
10 | Monroe Capital Corp Q3 2024 Earnings EPS of 0.30 Beats Estimate, Revenue at 15. ... | 11/12/2024 |
11 | Monroe Capital Corp Q3 2024 Earnings Call Highlights Strategic Partnerships and ... | 11/14/2024 |
12 | Monroe Capital Corporation Reports Earnings Results for the Third Quarter and Nine Months Ended September 30, 2024 - Marketscreener.com | 11/19/2024 |
About Monroe Capital 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 Monroe or other stocks. Alpha measures the amount that position in Monroe Capital Corp 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 | 0.0894 | 0.12 | 0.088 | Price To Sales Ratio | 5.99 | 41.2 | 2.97 |
Monroe Capital Upcoming Company Events
As portrayed in its financial statements, the presentation of Monroe Capital's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Monroe Capital's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Monroe Capital's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Monroe Capital. Please utilize our Beneish M Score to check the likelihood of Monroe Capital's management manipulating its earnings.
| 6th of March 2024 Upcoming Quarterly Report | View | |
| 8th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 6th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out Monroe Capital Backtesting, Monroe Capital Valuation, Monroe Capital Correlation, Monroe Capital Hype Analysis, Monroe Capital Volatility, Monroe Capital History and analyze Monroe Capital Performance. You can also try the Funds Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.
Monroe Capital 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.