Marathon Oil Stock Alpha and Beta Analysis
| MRO Stock | USD 28.55 0.37 1.28% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Marathon Oil. It also helps investors analyze the systematic and unsystematic risks associated with investing in Marathon Oil over a specified time horizon. Remember, high Marathon Oil'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 Marathon Oil's market risk premium analysis include:
Beta (0.06) | Alpha 0.0675 | Risk 1.76 | Sharpe Ratio 0.0191 | Expected Return 0.0336 |
Marathon Oil 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.
Marathon |
Marathon Oil Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Marathon Oil market risk premium is the additional return an investor will receive from holding Marathon Oil 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 Marathon Oil. 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 Marathon Oil's performance over market.| α | 0.07 | β | -0.06 |
Marathon Oil 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 Marathon Oil's Buy-and-hold return. Our buy-and-hold chart shows how Marathon Oil performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Marathon Oil Market Price Analysis
Market price analysis indicators help investors to evaluate how Marathon Oil stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Marathon Oil shares will generate the highest return on investment. By understating and applying Marathon Oil stock market price indicators, traders can identify Marathon Oil position entry and exit signals to maximize returns.
Marathon Oil Return and Market Media
The median price of Marathon Oil for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 27.56 with a coefficient of variation of 3.56. The daily time series for the period is distributed with a sample standard deviation of 0.98, arithmetic mean of 27.45, and mean deviation of 0.84. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Marathon Oil dividend paid on 10th of September 2024 | 09/10/2024 |
1 | Drayton Aerospace Selects EmpowerMX from IFS to Boost MRO Operations | 09/26/2024 |
2 | Is ConocoPhillips the Best Energy Stock to Buy Now | 10/14/2024 |
3 | Disposition of 3106 shares by Rob White of Marathon Oil at 24.6 subject to Rule 16b-3 | 10/28/2024 |
4 | ConocoPhillips beats Q3 estimates, raises guidance Shares rise | 10/31/2024 |
5 | These High-Yielding Energy Dividend Stocks Continue to Deliver High-Octane Growth | 11/05/2024 |
6 | Intact Investment Management Inc. Acquires New Holdings in Marathon Oil Co. | 11/06/2024 |
7 | SkyDrive Forms a Business Partnership with FEAM Aero, One of the Largest MRO Companies in North America | 11/12/2024 |
8 | First Trust Capital Management L.P. Reduces Stake in Bayview Acquisition Corp | 11/15/2024 |
9 | Disposition of 36094 shares by Patrick Wagner of Marathon Oil at 28.844 subject to Rule 16b-3 | 11/19/2024 |
10 | Marathon Oil to be delisted Friday after sale to ConocoPhillips | 11/21/2024 |
About Marathon Oil 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 Marathon or other stocks. Alpha measures the amount that position in Marathon Oil 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) | Dividend Yield | 0.0109 | 0.0119 | 0.0171 | 0.0163 | Price To Sales Ratio | 2.31 | 2.46 | 2.29 | 2.4 |
Marathon Oil Upcoming Company Events
As portrayed in its financial statements, the presentation of Marathon Oil's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Marathon Oil's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Marathon Oil's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Marathon Oil. Please utilize our Beneish M Score to check the likelihood of Marathon Oil's management manipulating its earnings.
| 21st of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 21st of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Marathon Oil
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Marathon Oil Backtesting, Marathon Oil Valuation, Marathon Oil Correlation, Marathon Oil Hype Analysis, Marathon Oil Volatility, Marathon Oil History and analyze Marathon Oil Performance. To learn how to invest in Marathon Stock, please use our How to Invest in Marathon Oil guide.You can also try the ETFs module to find actively traded Exchange Traded Funds (ETF) from around the world.
Marathon Oil 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.