Madison Square Garden Stock Alpha and Beta Analysis
| MSGE Stock | USD 36.28 0.06 0.17% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Madison Square Garden. It also helps investors analyze the systematic and unsystematic risks associated with investing in Madison Square over a specified time horizon. Remember, high Madison Square'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 Madison Square's market risk premium analysis include:
Beta 1.21 | Alpha (0.32) | Risk 1.86 | Sharpe Ratio (0.11) | Expected Return (0.20) |
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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.
Madison |
Madison Square Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Madison Square market risk premium is the additional return an investor will receive from holding Madison Square 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 Madison Square. 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 Madison Square's performance over market.| α | -0.32 | β | 1.21 |
Madison Square 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 Madison Square's Buy-and-hold return. Our buy-and-hold chart shows how Madison Square performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Madison Square Market Price Analysis
Market price analysis indicators help investors to evaluate how Madison Square stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Madison Square shares will generate the highest return on investment. By understating and applying Madison Square stock market price indicators, traders can identify Madison Square position entry and exit signals to maximize returns.
Madison Square Return and Market Media
The median price of Madison Square for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 41.6 with a coefficient of variation of 5.23. The daily time series for the period is distributed with a sample standard deviation of 2.14, arithmetic mean of 40.89, and mean deviation of 1.62. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of tradable shares by Layth Taki of Madison Square subject to Rule 16b-3 | 09/09/2024 |
2 | Disposition of 438 shares by Ryan Dolan of Madison Square subject to Rule 16b-3 | 09/13/2024 |
3 | Disposition of 6000 shares by Dambrosio Philip Gerard of Madison Square at 42.43 subject to Rule 16b-3 | 09/30/2024 |
4 | Madison Square Garden entertainment exec sells 254,580 in stock | 10/02/2024 |
5 | THE MSG FAMILY OF COMPANIES AND VERIZON EXPAND PARTNERSHIP, NAMING VERIZON THE OFFICIAL MOBILE WIRELESS PARTNER ACROSS THE COMPANIES PORTFOLIO | 10/04/2024 |
6 | EXPERIENCE ABU DHABI NAMED OFFICIAL NEW YORK KNICKS PATCH PARTNER | 10/17/2024 |
7 | DJT stock climbs again after Trumps Madison Square Garden rally - MarketWatch | 10/28/2024 |
8 | We Like These Underlying Return On Capital Trends At Madison Square Garden Entertainment | 11/04/2024 |
9 | Madison Square Garden Entertainment Corp Q1 2025 Earnings Report Preview What To Look For | 11/07/2024 |
10 | Madison Square Garden Entertainment Corp Reports Q1 Revenue of 138. ... | 11/08/2024 |
11 | Madison Square Garden Entertainment Corp. Q1 2025 Earnings Call Transcript | 11/11/2024 |
12 | Insider Trading | 11/20/2024 |
About Madison Square 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 Madison or other stocks. Alpha measures the amount that position in Madison Square Garden 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 | 2023 | 2024 (projected) | Dividend Yield | 9.55E-4 | 8.59E-4 | 5.7E-4 | Price To Sales Ratio | 3.62 | 1.71 | 1.62 |
Madison Square Upcoming Company Events
As portrayed in its financial statements, the presentation of Madison Square's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Madison Square's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Madison Square's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Madison Square. Please utilize our Beneish M Score to check the likelihood of Madison Square's management manipulating its earnings.
| 6th of February 2024 Upcoming Quarterly Report | View | |
| 16th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 16th 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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Check out Madison Square Backtesting, Madison Square Valuation, Madison Square Correlation, Madison Square Hype Analysis, Madison Square Volatility, Madison Square History and analyze Madison Square Performance. You can also try the Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes.
Madison Square 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.