Mercury Systems Stock Alpha and Beta Analysis
| MRCY Stock | USD 39.98 1.06 2.72% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Mercury Systems. It also helps investors analyze the systematic and unsystematic risks associated with investing in Mercury Systems over a specified time horizon. Remember, high Mercury Systems' 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 Mercury Systems' market risk premium analysis include:
Beta 3.13 | Alpha (0.22) | Risk 3.46 | Sharpe Ratio 0.0463 | Expected Return 0.16 |
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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.
Mercury |
Mercury Systems Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Mercury Systems market risk premium is the additional return an investor will receive from holding Mercury Systems 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 Mercury Systems. 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 Mercury Systems' performance over market.| α | -0.22 | β | 3.13 |
Mercury Systems 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 Mercury Systems' Buy-and-hold return. Our buy-and-hold chart shows how Mercury Systems performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Mercury Systems Market Price Analysis
Market price analysis indicators help investors to evaluate how Mercury Systems stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Mercury Systems shares will generate the highest return on investment. By understating and applying Mercury Systems stock market price indicators, traders can identify Mercury Systems position entry and exit signals to maximize returns.
Mercury Systems Return and Market Media
The median price of Mercury Systems for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 36.85 with a coefficient of variation of 6.97. The daily time series for the period is distributed with a sample standard deviation of 2.58, arithmetic mean of 36.93, and mean deviation of 1.84. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Jana Partners Management, Lp of 284295 shares of Mercury Systems at 29.21 subject to Rule 16b-3 | 08/29/2024 |
2 | Disposition of 1843 shares by Plunkett Debora A of Mercury Systems at 38.067 subject to Rule 16b-3 | 08/30/2024 |
3 | Disposition of 2202 shares by Steven Ratner of Mercury Systems at 27.7631 subject to Rule 16b-3 | 09/10/2024 |
4 | Why Texas Tech hired a PR firm when its best pitchman remains the football coach | 10/24/2024 |
5 | Brunswick Corporation Reports Another Successful Ft. Lauderdale International Boat Show with Record Sales and Continued Share Gains | 11/04/2024 |
6 | Mercury Systems Soars 19 percent on Record-Breaking Q1 | 11/06/2024 |
7 | Capital Allocation Trends At Mercury Arent Ideal | 11/08/2024 |
8 | Jefferies raises Mercury Systems stock target, highlights booking stability and FQ1 growth | 11/11/2024 |
9 | Mercury Systems SWOT analysis aerospace defense stock navigates challenges | 11/13/2024 |
10 | Mercury General Corporations Stock Has Seen Strong Momentum Does That Call For Deeper Study Of Its Financial Prospects | 11/14/2024 |
11 | Mercury NZ shareholders have earned a 11 percent CAGR over the last five years | 11/18/2024 |
12 | See a Planet Parade Six, and Eventually Seven Planets Will Line Up | 11/20/2024 |
About Mercury Systems 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 Mercury or other stocks. Alpha measures the amount that position in Mercury Systems 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.
| 2010 | 2022 | 2024 (projected) | Days Sales Outstanding | 165.42 | 181.55 | 190.13 | PTB Ratio | 2.31 | 1.06 | 1.25 |
Mercury Systems Upcoming Company Events
As portrayed in its financial statements, the presentation of Mercury Systems' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Mercury Systems' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Mercury Systems' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Mercury Systems. Please utilize our Beneish M Score to check the likelihood of Mercury Systems' management manipulating its earnings.
| 6th of February 2024 Upcoming Quarterly Report | View | |
| 7th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 20th of August 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of June 2023 Last Financial Announcement | View |
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Additional Tools for Mercury Stock Analysis
When running Mercury Systems' price analysis, check to measure Mercury Systems' 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 Mercury Systems is operating at the current time. Most of Mercury Systems' value examination focuses on studying past and present price action to predict the probability of Mercury Systems' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mercury Systems' price. Additionally, you may evaluate how the addition of Mercury Systems to your portfolios can decrease your overall portfolio volatility.