Microvast Holdings Stock Alpha and Beta Analysis
| MVST Stock | USD 0.73 0.06 8.96% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Microvast Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Microvast Holdings over a specified time horizon. Remember, high Microvast Holdings' 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 Microvast Holdings' market risk premium analysis include:
Beta 2.13 | Alpha 4.12 | Risk 43.79 | Sharpe Ratio 0.1 | Expected Return 4.58 |
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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.
Microvast |
Microvast Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Microvast Holdings market risk premium is the additional return an investor will receive from holding Microvast Holdings 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 Microvast Holdings. 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 Microvast Holdings' performance over market.| α | 4.12 | β | 2.13 |
Microvast Holdings 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 Microvast Holdings' Buy-and-hold return. Our buy-and-hold chart shows how Microvast Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Microvast Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how Microvast Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Microvast Holdings shares will generate the highest return on investment. By understating and applying Microvast Holdings stock market price indicators, traders can identify Microvast Holdings position entry and exit signals to maximize returns.
Microvast Holdings Return and Market Media
The median price of Microvast Holdings for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 0.23 with a coefficient of variation of 52.35. The daily time series for the period is distributed with a sample standard deviation of 0.15, arithmetic mean of 0.29, and mean deviation of 0.1. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Microvast and Minespider to Show Battery Passport Demo at IAA Transportation 2024 | 09/16/2024 |
2 | Microvast Holdings Faces Significant Stock Decline Amid Market Activity | 10/08/2024 |
3 | Acquisition by Vogel Stephen A of 9756 shares of Microvast Holdings subject to Rule 16b-3 | 10/10/2024 |
4 | Insider Trading | 10/21/2024 |
5 | Microvast Shares Surge Amid Positive Analyst Ratings | 10/22/2024 |
6 | Microvast Holdings Inc Q3 2024 Everything You Need to Know Ahead of Earnings | 11/11/2024 |
7 | Microvast Reports Third Quarter 2024 Financial Results | 11/12/2024 |
8 | Microvast Stock Is Soaring Wednesday Heres Why | 11/13/2024 |
9 | Microvast Target of Unusually Large Options Trading | 11/14/2024 |
10 | Microvast Earns Buy Rating from HC Wainwright - MarketBeat | 11/18/2024 |
11 | Acquisition by Pan Yixin of 92954 shares of Microvast Holdings subject to Rule 16b-3 | 11/19/2024 |
About Microvast Holdings 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 Microvast or other stocks. Alpha measures the amount that position in Microvast Holdings 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) | Payables Turnover | 4.82 | 4.34 | 2.21 | 3.72 | Days Of Inventory On Hand | 100.14 | 157.36 | 219.17 | 206.79 |
Microvast Holdings Upcoming Company Events
As portrayed in its financial statements, the presentation of Microvast Holdings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Microvast Holdings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Microvast Holdings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Microvast Holdings. Please utilize our Beneish M Score to check the likelihood of Microvast Holdings' management manipulating its earnings.
| 21st of March 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 21st of March 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 Microvast Stock Analysis
When running Microvast Holdings' price analysis, check to measure Microvast Holdings' 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 Microvast Holdings is operating at the current time. Most of Microvast Holdings' value examination focuses on studying past and present price action to predict the probability of Microvast Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Microvast Holdings' price. Additionally, you may evaluate how the addition of Microvast Holdings to your portfolios can decrease your overall portfolio volatility.