Marvell Technology Group Stock Alpha and Beta Analysis
| MRVL Stock | USD 96.86 4.17 4.50% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Marvell Technology Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Marvell Technology over a specified time horizon. Remember, high Marvell Technology'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 Marvell Technology's market risk premium analysis include:
Beta 1.73 | Alpha 0.33 | Risk 2.45 | Sharpe Ratio 0.21 | Expected Return 0.52 |
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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.
Marvell |
Marvell Technology Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Marvell Technology market risk premium is the additional return an investor will receive from holding Marvell Technology 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 Marvell Technology. 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 Marvell Technology's performance over market.| α | 0.33 | β | 1.73 |
Marvell Technology 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 Marvell Technology's Buy-and-hold return. Our buy-and-hold chart shows how Marvell Technology performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Marvell Technology Market Price Analysis
Market price analysis indicators help investors to evaluate how Marvell Technology stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Marvell Technology shares will generate the highest return on investment. By understating and applying Marvell Technology stock market price indicators, traders can identify Marvell Technology position entry and exit signals to maximize returns.
Marvell Technology Return and Market Media
The median price of Marvell Technology for the period between Wed, Sep 4, 2024 and Tue, Dec 3, 2024 is 79.85 with a coefficient of variation of 10.67. The daily time series for the period is distributed with a sample standard deviation of 8.54, arithmetic mean of 80.06, and mean deviation of 7.53. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Marvell Technology dividend paid on 31st of October 2024 | 10/31/2024 |
1 | Lesaka Technologies Reports Q1 Loss, Tops Revenue Estimates | 11/06/2024 |
2 | Geneva Capital Management LLC Lowers Stock Holdings in Marvell Technology, Inc. | 11/13/2024 |
3 | Jim Cramer on Marvell Technology, Inc. Wish We Hadnt Sold It But We Did Make A Lot Of Money | 11/20/2024 |
4 | Analyst Sees Strong Future For MarvellTech Due to Custom Chips | 11/25/2024 |
5 | Marvell stock target climbs 20, AI projects like Trainium and Inferentia fuel long-term optimism | 11/26/2024 |
6 | Marvell Technologys AI Growth Boosts Investor Confidence, Price Target Raised | 11/27/2024 |
7 | Susquehanna Raises Marvell Technology, Inc. Price Target to 110 on Strong AI Demand | 11/29/2024 |
About Marvell Technology 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 Marvell or other stocks. Alpha measures the amount that position in Marvell Technology 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.
| 2010 | 2024 (projected) | null | 0.003555 | 0.004541 | null | 10.56 | 11.91 |
Marvell Technology Upcoming Company Events
As portrayed in its financial statements, the presentation of Marvell Technology's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Marvell Technology's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Marvell Technology's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Marvell Technology. Please utilize our Beneish M Score to check the likelihood of Marvell Technology's management manipulating its earnings.
| 7th of March 2024 Upcoming Quarterly Report | View | |
| 23rd of May 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 7th of March 2024 Next Fiscal Year End | View | |
| 31st of October 2023 Last Quarter Report | View | |
| 31st of January 2023 Last Financial Announcement | View |
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Check out Marvell Technology Backtesting, Marvell Technology Valuation, Marvell Technology Correlation, Marvell Technology Hype Analysis, Marvell Technology Volatility, Marvell Technology History and analyze Marvell Technology Performance. You can also try the AI Portfolio Architect module to use AI to generate optimal portfolios and find profitable investment opportunities.
Marvell Technology 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.