Mesa Royalty Trust Stock Alpha and Beta Analysis
| MTR Stock | USD 7.20 0.06 0.83% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Mesa Royalty Trust. It also helps investors analyze the systematic and unsystematic risks associated with investing in Mesa Royalty over a specified time horizon. Remember, high Mesa Royalty'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 Mesa Royalty's market risk premium analysis include:
Beta 0.28 | Alpha 0.16 | Risk 3.17 | Sharpe Ratio 0.0701 | Expected Return 0.22 |
Mesa Royalty 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.
Mesa |
Mesa Royalty Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Mesa Royalty market risk premium is the additional return an investor will receive from holding Mesa Royalty 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 Mesa Royalty. 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 Mesa Royalty's performance over market.| α | 0.16 | β | 0.28 |
Mesa Royalty 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 Mesa Royalty's Buy-and-hold return. Our buy-and-hold chart shows how Mesa Royalty performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Mesa Royalty Market Price Analysis
Market price analysis indicators help investors to evaluate how Mesa Royalty stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Mesa Royalty shares will generate the highest return on investment. By understating and applying Mesa Royalty stock market price indicators, traders can identify Mesa Royalty position entry and exit signals to maximize returns.
Mesa Royalty Return and Market Media
The median price of Mesa Royalty for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 6.01 with a coefficient of variation of 5.38. The daily time series for the period is distributed with a sample standard deviation of 0.33, arithmetic mean of 6.1, and mean deviation of 0.24. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 2550 shares by Alpine Capital Lp of Mesa Royalty at 68.05 subject to Rule 16b-3 | 09/06/2024 |
2 | MTR stock touches 52-week low at 5.75 amid market challenges - Investing.com | 09/13/2024 |
3 | Mesa Royalty Trust declares 0.0037 dividend | 09/23/2024 |
4 | Mesa Royalty Trust Announces Trust Income for October 2024 | 10/21/2024 |
5 | Are Mesa Royalty Trusts Fundamentals Good Enough to Warrant Buying Given The Stocks Recent Weakness | 10/28/2024 |
| Mesa Royalty dividend paid on 31st of October 2024 | 10/31/2024 |
About Mesa Royalty 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 Mesa or other stocks. Alpha measures the amount that position in Mesa Royalty Trust 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.0931 | 0.0949 | Price To Sales Ratio | 7.25 | 6.89 |
Mesa Royalty Upcoming Company Events
As portrayed in its financial statements, the presentation of Mesa Royalty's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Mesa Royalty's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Mesa Royalty's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Mesa Royalty. Please utilize our Beneish M Score to check the likelihood of Mesa Royalty's management manipulating its earnings.
| 13th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Mesa Royalty
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Additional Tools for Mesa Stock Analysis
When running Mesa Royalty's price analysis, check to measure Mesa Royalty'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 Mesa Royalty is operating at the current time. Most of Mesa Royalty's value examination focuses on studying past and present price action to predict the probability of Mesa Royalty's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mesa Royalty's price. Additionally, you may evaluate how the addition of Mesa Royalty to your portfolios can decrease your overall portfolio volatility.