Middlesex Water Stock Alpha and Beta Analysis
| MSEX Stock | USD 65.32 1.24 1.86% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Middlesex Water. It also helps investors analyze the systematic and unsystematic risks associated with investing in Middlesex Water over a specified time horizon. Remember, high Middlesex Water'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 Middlesex Water's market risk premium analysis include:
Beta 1.12 | Alpha (0.05) | Risk 1.95 | Sharpe Ratio 0.0467 | Expected Return 0.0912 |
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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.
Middlesex |
Middlesex Water Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Middlesex Water market risk premium is the additional return an investor will receive from holding Middlesex Water 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 Middlesex Water. 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 Middlesex Water's performance over market.| α | -0.05 | β | 1.12 |
Middlesex Water 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 Middlesex Water's Buy-and-hold return. Our buy-and-hold chart shows how Middlesex Water performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Middlesex Water Market Price Analysis
Market price analysis indicators help investors to evaluate how Middlesex Water stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Middlesex Water shares will generate the highest return on investment. By understating and applying Middlesex Water stock market price indicators, traders can identify Middlesex Water position entry and exit signals to maximize returns.
Middlesex Water Return and Market Media
The median price of Middlesex Water for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 64.43 with a coefficient of variation of 3.14. The daily time series for the period is distributed with a sample standard deviation of 2.02, arithmetic mean of 64.56, and mean deviation of 1.67. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | County Championship Whats at stake in final round of fixtures | 09/25/2024 |
2 | Middlesex Water Company Announces Retirement of Bernadette Sohler, VP of Corporate Affairs | 10/09/2024 |
3 | Middlesex Water Beats Q3 Earnings and Revenue Estimates | 10/31/2024 |
4 | Swastika Found Drawn In Middlesex MS Bathroom Darien Superintendent | 11/05/2024 |
5 | 9th Middlesex District Election 2024 Polls Closed | 11/06/2024 |
6 | Restored Center Street Park Is Now Open In Metuchen | 11/08/2024 |
7 | Sobriety Checkpoint Coming To Middlesex County | 11/11/2024 |
8 | Strategic Acquisition by T. Rowe Price Investment Management in Middlesex Water Co | 11/14/2024 |
9 | Grant Helps Edisons Middlesex College Empower First-Gen Students | 11/18/2024 |
10 | T20 Womens County Cup Surrey to face Hampshire in inaugural competition | 11/20/2024 |
11 | Buddy Bench Program Officially Re-Launched At Middlesex Hospital | 11/22/2024 |
12 | Middlesex Water Announces Retirement of G. ... | 11/26/2024 |
About Middlesex Water 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 Middlesex or other stocks. Alpha measures the amount that position in Middlesex Water 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 | 0.009263 | 0.0151 | 0.0194 | 0.0184 | Price To Sales Ratio | 14.7 | 8.52 | 7.0 | 7.35 |
Middlesex Water Upcoming Company Events
As portrayed in its financial statements, the presentation of Middlesex Water's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Middlesex Water's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Middlesex Water's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Middlesex Water. Please utilize our Beneish M Score to check the likelihood of Middlesex Water's management manipulating its earnings.
| 23rd of February 2024 Upcoming Quarterly Report | View | |
| 6th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 23rd 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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Additional Tools for Middlesex Stock Analysis
When running Middlesex Water's price analysis, check to measure Middlesex Water'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 Middlesex Water is operating at the current time. Most of Middlesex Water's value examination focuses on studying past and present price action to predict the probability of Middlesex Water's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Middlesex Water's price. Additionally, you may evaluate how the addition of Middlesex Water to your portfolios can decrease your overall portfolio volatility.