Microstrategy Incorporated Stock Alpha and Beta Analysis
| MSTR Stock | USD 334.79 5.30 1.56% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as MicroStrategy Incorporated. It also helps investors analyze the systematic and unsystematic risks associated with investing in MicroStrategy Incorporated over a specified time horizon. Remember, high MicroStrategy Incorporated'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 MicroStrategy Incorporated's market risk premium analysis include:
Beta 0.55 | Alpha 0.75 | Risk 7.48 | Sharpe Ratio 0.13 | Expected Return 0.94 |
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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.
MicroStrategy |
MicroStrategy Incorporated Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. MicroStrategy Incorporated market risk premium is the additional return an investor will receive from holding MicroStrategy Incorporated 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 MicroStrategy Incorporated. 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 MicroStrategy Incorporated's performance over market.| α | 0.75 | β | 0.55 |
MicroStrategy Incorporated 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 MicroStrategy Incorporated's Buy-and-hold return. Our buy-and-hold chart shows how MicroStrategy Incorporated performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.MicroStrategy Incorporated Market Price Analysis
Market price analysis indicators help investors to evaluate how MicroStrategy Incorporated stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading MicroStrategy Incorporated shares will generate the highest return on investment. By understating and applying MicroStrategy Incorporated stock market price indicators, traders can identify MicroStrategy Incorporated position entry and exit signals to maximize returns.
MicroStrategy Incorporated Return and Market Media
The median price of MicroStrategy Incorporated for the period between Mon, Nov 4, 2024 and Sun, Feb 2, 2025 is 349.64 with a coefficient of variation of 15.92. The daily time series for the period is distributed with a sample standard deviation of 54.86, arithmetic mean of 344.66, and mean deviation of 42.04. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Bitwises Bold Approach New ETF Targets Bitcoin Powerhouses As Institutional Adoption Soars | 12/31/2024 |
2 | MicroStrategy Drives Bitcoin Surge | 01/06/2025 |
3 | NVDX Is The Best Performing ETF of 2024 | 01/15/2025 |
4 | The Bitcoin Betting Man MicroStrategys High-Stakes Finance | 01/16/2025 |
5 | As Bitcoin Soars Past 104,000 On Trumps National Priority Plan, These ETFs Clear Key Levels Are Crypto ETFs A Buy Now | 01/17/2025 |
6 | MicroStrategy proposes preferred stock offering - Seeking Alpha | 01/27/2025 |
7 | MicroStrategy prices 563.4M stock offering - Seeking Alpha | 01/31/2025 |
About MicroStrategy Incorporated 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 MicroStrategy or other stocks. Alpha measures the amount that position in MicroStrategy Incorporated 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.
| 2024 | 2025 (projected) | Dividend Yield | 6.2E-5 | 5.9E-5 | Price To Sales Ratio | 20.01 | 21.01 |
MicroStrategy Incorporated Upcoming Company Events
As portrayed in its financial statements, the presentation of MicroStrategy Incorporated's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, MicroStrategy Incorporated's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of MicroStrategy Incorporated's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of MicroStrategy Incorporated. Please utilize our Beneish M Score to check the likelihood of MicroStrategy Incorporated's management manipulating its earnings.
| 6th of February 2024 Upcoming Quarterly Report | View | |
| 6th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 6th of February 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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Additional Tools for MicroStrategy Stock Analysis
When running MicroStrategy Incorporated's price analysis, check to measure MicroStrategy Incorporated's 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 MicroStrategy Incorporated is operating at the current time. Most of MicroStrategy Incorporated's value examination focuses on studying past and present price action to predict the probability of MicroStrategy Incorporated's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MicroStrategy Incorporated's price. Additionally, you may evaluate how the addition of MicroStrategy Incorporated to your portfolios can decrease your overall portfolio volatility.