Altria Group Stock Alpha and Beta Analysis
| MO Stock | USD 57.74 0.09 0.16% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Altria Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Altria over a specified time horizon. Remember, high Altria'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 Altria's market risk premium analysis include:
Beta (0.03) | Alpha 0.15 | Risk 1.31 | Sharpe Ratio 0.11 | Expected Return 0.14 |
Altria Quarterly Cash And Equivalents |
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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.
Altria |
Altria Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Altria market risk premium is the additional return an investor will receive from holding Altria 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 Altria. 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 Altria's performance over market.| α | 0.15 | β | -0.03 |
Altria 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 Altria's Buy-and-hold return. Our buy-and-hold chart shows how Altria performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Altria Market Price Analysis
Market price analysis indicators help investors to evaluate how Altria stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Altria shares will generate the highest return on investment. By understating and applying Altria stock market price indicators, traders can identify Altria position entry and exit signals to maximize returns.
Altria Return and Market Media
The median price of Altria for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 51.7 with a coefficient of variation of 4.7. The daily time series for the period is distributed with a sample standard deviation of 2.46, arithmetic mean of 52.35, and mean deviation of 2.11. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Altria dividend paid on 10th of October 2024 | 10/10/2024 |
1 | Baugh Associates LLC Has 4.43 Million Holdings in Altria Group, Inc. | 11/07/2024 |
2 | Stocks Showing Improving Market Leadership Altria Group Earns 83 RS Rating | 11/15/2024 |
3 | Hong Kong 47 supporters bid farewell to jailed opposition figures | 11/19/2024 |
4 | Investors Heavily Search Altria Group, Inc. Here is What You Need to Know | 11/20/2024 |
5 | Tamara Weber, Founder of Petes Garden, Featured on Belle Curve Stories | 11/21/2024 |
6 | First Horizon Advisors Inc. Sells 857 Shares of Altria Group, Inc. | 11/22/2024 |
7 | Bill Nygrens Strategic Moves Altria Group Inc. Sees Significant Reduction | 11/25/2024 |
8 | Should You Buy the 3 Highest-Paying Dividend Stocks in the SP 500 | 11/26/2024 |
About Altria 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 Altria or other stocks. Alpha measures the amount that position in Altria Group 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) | Dividend Yield | 0.0737 | 0.08 | 0.0946 | 0.13 | Price To Sales Ratio | 4.14 | 3.99 | 3.5 | 3.67 |
Altria Upcoming Company Events
As portrayed in its financial statements, the presentation of Altria's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Altria's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Altria's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Altria. Please utilize our Beneish M Score to check the likelihood of Altria's management manipulating its earnings.
| 1st of February 2024 Upcoming Quarterly Report | View | |
| 25th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 1st of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out Altria Backtesting, Altria Valuation, Altria Correlation, Altria Hype Analysis, Altria Volatility, Altria History and analyze Altria Performance. You can also try the Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes.
Altria 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.