Merchants National Properties Stock Alpha and Beta Analysis
| MNPP Stock | USD 1,710 40.00 2.29% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Merchants National Properties. It also helps investors analyze the systematic and unsystematic risks associated with investing in Merchants National over a specified time horizon. Remember, high Merchants National'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 Merchants National's market risk premium analysis include:
Beta 0.15 | Alpha (0.02) | Risk 0.54 | Sharpe Ratio (0.02) | Expected Return (0.01) |
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.
Merchants |
Merchants National Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Merchants National market risk premium is the additional return an investor will receive from holding Merchants National 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 Merchants National. 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 Merchants National's performance over market.| α | -0.02 | β | 0.15 |
Merchants National 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 Merchants National's Buy-and-hold return. Our buy-and-hold chart shows how Merchants National performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Merchants National Market Price Analysis
Market price analysis indicators help investors to evaluate how Merchants National pink sheet reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Merchants National shares will generate the highest return on investment. By understating and applying Merchants National pink sheet market price indicators, traders can identify Merchants National position entry and exit signals to maximize returns.
Merchants National Return and Market Media
The median price of Merchants National for the period between Fri, Sep 13, 2024 and Thu, Dec 12, 2024 is 1735.0 with a coefficient of variation of 0.87. The daily time series for the period is distributed with a sample standard deviation of 14.98, arithmetic mean of 1730.21, and mean deviation of 11.78. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Merchants National 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 Merchants or other pink sheets. Alpha measures the amount that position in Merchants National 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 Merchants National 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, Merchants National's short interest history, or implied volatility extrapolated from Merchants National options trading.
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Additional Tools for Merchants Pink Sheet Analysis
When running Merchants National's price analysis, check to measure Merchants National'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 Merchants National is operating at the current time. Most of Merchants National's value examination focuses on studying past and present price action to predict the probability of Merchants National's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Merchants National's price. Additionally, you may evaluate how the addition of Merchants National to your portfolios can decrease your overall portfolio volatility.