Mammoth Energy Services Stock Alpha and Beta Analysis
| TUSK Stock | USD 3.23 0.04 1.25% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Mammoth Energy Services. It also helps investors analyze the systematic and unsystematic risks associated with investing in Mammoth Energy over a specified time horizon. Remember, high Mammoth Energy'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 Mammoth Energy's market risk premium analysis include:
Beta (0.06) | Alpha (0.14) | Risk 3.29 | Sharpe Ratio (0.06) | Expected Return (0.19) |
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.
Mammoth |
Mammoth Energy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Mammoth Energy market risk premium is the additional return an investor will receive from holding Mammoth Energy 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 Mammoth Energy. 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 Mammoth Energy's performance over market.| α | -0.14 | β | -0.06 |
Mammoth Energy 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 Mammoth Energy's Buy-and-hold return. Our buy-and-hold chart shows how Mammoth Energy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Mammoth Energy Market Price Analysis
Market price analysis indicators help investors to evaluate how Mammoth Energy stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Mammoth Energy shares will generate the highest return on investment. By understating and applying Mammoth Energy stock market price indicators, traders can identify Mammoth Energy position entry and exit signals to maximize returns.
Mammoth Energy Return and Market Media
The median price of Mammoth Energy for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 3.83 with a coefficient of variation of 10.88. The daily time series for the period is distributed with a sample standard deviation of 0.43, arithmetic mean of 3.96, and mean deviation of 0.37. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Returns Are Gaining Momentum At Baker Technology | 11/06/2024 |
2 | Source Energy Services Third Quarter 2024 Earnings Beats Expectations | 11/08/2024 |
3 | Insider Sale Director Corey Booker Sells Shares of Mammoth Energy Services Inc | 11/13/2024 |
4 | Corey J. Booker Sells 3,494 Shares of Mammoth Energy Services, Inc. Stock | 11/14/2024 |
5 | Shelf Drilling Third Quarter 2024 Earnings Beats Expectations | 11/15/2024 |
6 | Tcnicas Reunidas Reports Third Quarter 2024 Earnings | 11/18/2024 |
About Mammoth Energy 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 Mammoth or other stocks. Alpha measures the amount that position in Mammoth Energy Services 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 | 5.28 | 5.88 | 9.01 | 6.54 | Days Of Inventory On Hand | 15.4 | 11.64 | 18.63 | 19.57 |
Mammoth Energy Upcoming Company Events
As portrayed in its financial statements, the presentation of Mammoth Energy's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Mammoth Energy's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Mammoth Energy's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Mammoth Energy. Please utilize our Beneish M Score to check the likelihood of Mammoth Energy's management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Mammoth Energy
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Check out Mammoth Energy Backtesting, Mammoth Energy Valuation, Mammoth Energy Correlation, Mammoth Energy Hype Analysis, Mammoth Energy Volatility, Mammoth Energy History and analyze Mammoth Energy Performance. You can also try the Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
Mammoth Energy 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.