MGP Ingredients (Germany) Alpha and Beta Analysis
| M1I Stock | 40.00 0.80 1.96% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as MGP Ingredients. It also helps investors analyze the systematic and unsystematic risks associated with investing in MGP Ingredients over a specified time horizon. Remember, high MGP Ingredients' 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 MGP Ingredients' market risk premium analysis include:
Beta 0.24 | Alpha (0.86) | Risk 3.86 | Sharpe Ratio (0.22) | Expected Return (0.85) |
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.
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MGP Ingredients Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. MGP Ingredients market risk premium is the additional return an investor will receive from holding MGP Ingredients 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 MGP Ingredients. 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 MGP Ingredients' performance over market.| α | -0.86 | β | 0.24 |
MGP Ingredients 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 MGP Ingredients' Buy-and-hold return. Our buy-and-hold chart shows how MGP Ingredients performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.MGP Ingredients Market Price Analysis
Market price analysis indicators help investors to evaluate how MGP Ingredients stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading MGP Ingredients shares will generate the highest return on investment. By understating and applying MGP Ingredients stock market price indicators, traders can identify MGP Ingredients position entry and exit signals to maximize returns.
MGP Ingredients Return and Market Media
The median price of MGP Ingredients for the period between Mon, Sep 23, 2024 and Sun, Dec 22, 2024 is 47.68 with a coefficient of variation of 24.24. The daily time series for the period is distributed with a sample standard deviation of 13.15, arithmetic mean of 54.25, and mean deviation of 11.71. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About MGP Ingredients 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 MGP or other stocks. Alpha measures the amount that position in MGP Ingredients 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 MGP Ingredients 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, MGP Ingredients' short interest history, or implied volatility extrapolated from MGP Ingredients options trading.
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Additional Tools for MGP Stock Analysis
When running MGP Ingredients' price analysis, check to measure MGP Ingredients' 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 MGP Ingredients is operating at the current time. Most of MGP Ingredients' value examination focuses on studying past and present price action to predict the probability of MGP Ingredients' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MGP Ingredients' price. Additionally, you may evaluate how the addition of MGP Ingredients to your portfolios can decrease your overall portfolio volatility.