Marvel Discovery Corp Stock Alpha and Beta Analysis
| MARV Stock | CAD 0.01 0.01 50.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Marvel Discovery Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Marvel Discovery over a specified time horizon. Remember, high Marvel Discovery'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 Marvel Discovery's market risk premium analysis include:
Beta 0.84 | Alpha 0.55 | Risk 16.42 | Sharpe Ratio 0.0359 | Expected Return 0.59 |
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.
Marvel |
Marvel Discovery Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Marvel Discovery market risk premium is the additional return an investor will receive from holding Marvel Discovery 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 Marvel Discovery. 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 Marvel Discovery's performance over market.| α | 0.55 | β | 0.84 |
Marvel Discovery 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 Marvel Discovery's Buy-and-hold return. Our buy-and-hold chart shows how Marvel Discovery performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Marvel Discovery Market Price Analysis
Market price analysis indicators help investors to evaluate how Marvel Discovery stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Marvel Discovery shares will generate the highest return on investment. By understating and applying Marvel Discovery stock market price indicators, traders can identify Marvel Discovery position entry and exit signals to maximize returns.
Marvel Discovery Return and Market Media
The median price of Marvel Discovery for the period between Fri, Sep 20, 2024 and Thu, Dec 19, 2024 is 0.015 with a coefficient of variation of 18.88. The daily time series for the period is distributed with a sample standard deviation of 0.0, arithmetic mean of 0.02, and mean deviation of 0.0. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Marvel Discovery 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 Marvel or other stocks. Alpha measures the amount that position in Marvel Discovery Corp 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.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Marvel Discovery in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Marvel Discovery's short interest history, or implied volatility extrapolated from Marvel Discovery options trading.
Build Portfolio with Marvel Discovery
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Additional Tools for Marvel Stock Analysis
When running Marvel Discovery's price analysis, check to measure Marvel Discovery'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 Marvel Discovery is operating at the current time. Most of Marvel Discovery's value examination focuses on studying past and present price action to predict the probability of Marvel Discovery's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Marvel Discovery's price. Additionally, you may evaluate how the addition of Marvel Discovery to your portfolios can decrease your overall portfolio volatility.