Mimedx Group Stock Alpha and Beta Analysis
| MDXG Stock | USD 7.90 0.45 6.04% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as MiMedx Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in MiMedx over a specified time horizon. Remember, high MiMedx'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 MiMedx's market risk premium analysis include:
Beta 0.25 | Alpha 0.0494 | Risk 3.38 | Sharpe Ratio 0.0058 | Expected Return 0.0197 |
Enterprise Value |
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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.
MiMedx |
MiMedx Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. MiMedx market risk premium is the additional return an investor will receive from holding MiMedx 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 MiMedx. 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 MiMedx's performance over market.| α | 0.05 | β | 0.25 |
MiMedx 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 MiMedx's Buy-and-hold return. Our buy-and-hold chart shows how MiMedx performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.MiMedx Market Price Analysis
Market price analysis indicators help investors to evaluate how MiMedx stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading MiMedx shares will generate the highest return on investment. By understating and applying MiMedx stock market price indicators, traders can identify MiMedx position entry and exit signals to maximize returns.
MiMedx Return and Market Media
The median price of MiMedx for the period between Wed, Feb 14, 2024 and Tue, May 14, 2024 is 7.78 with a coefficient of variation of 9.78. The daily time series for the period is distributed with a sample standard deviation of 0.73, arithmetic mean of 7.47, and mean deviation of 0.64. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 15493 shares by Whitlow Ricci S of MiMedx at 8.073 subject to Rule 16b-3 | 02/16/2024 |
2 | Sale by Whitlow Ricci S of 15493 shares of MiMedx | 02/21/2024 |
3 | 14818 Shares in MiMedx Group, Inc. Acquired by Teza Capital Management LLC - Defense World | 03/08/2024 |
4 | MiMedx stock falls as FDA decides on Axiofill | 03/27/2024 |
5 | Acquisition by Carlson Peter M of 187500 shares of MiMedx at 4.62 subject to Rule 16b-3 | 04/01/2024 |
6 | Disposition of 8896 shares by Hulse William Frank Iv of MiMedx at 6.9 subject to Rule 16b-3 | 04/08/2024 |
7 | MIMEDX to Host First Quarter 2024 Operating and Financial Results Conference Call on April 30 | 04/16/2024 |
8 | Disposition of 8896 shares by Hulse William Frank Iv of MiMedx at 6.51 subject to Rule 16b-3 | 04/23/2024 |
9 | MiMedx Group, Inc. Given Consensus Recommendation of Buy by Brokerages - MarketBeat | 04/26/2024 |
10 | MIMEDX Announces First Quarter 2024 Operating and Financial Results | 04/30/2024 |
11 | MiMedx Group Inc Q1 2024 Earnings Call Transcript Highlights Strong Financial ... | 05/01/2024 |
12 | Disposition of 8896 shares by Hulse William Frank Iv of MiMedx at 7.2 subject to Rule 16b-3 | 05/08/2024 |
About MiMedx 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 MiMedx or other stocks. Alpha measures the amount that position in MiMedx 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) | Payables Turnover | 5.86 | 5.46 | 6.04 | 3.38 | Days Of Inventory On Hand | 96.04 | 99.59 | 140.44 | 135.29 |
MiMedx Upcoming Company Events
As portrayed in its financial statements, the presentation of MiMedx's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, MiMedx's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of MiMedx's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of MiMedx. Please utilize our Beneish M Score to check the likelihood of MiMedx's management manipulating its earnings.
| 27th of February 2024 Upcoming Quarterly Report | View | |
| 7th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 27th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with MiMedx
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out MiMedx Backtesting, MiMedx Valuation, MiMedx Correlation, MiMedx Hype Analysis, MiMedx Volatility, MiMedx History and analyze MiMedx 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.
Complementary Tools for MiMedx Stock analysis
When running MiMedx's price analysis, check to measure MiMedx'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 MiMedx is operating at the current time. Most of MiMedx's value examination focuses on studying past and present price action to predict the probability of MiMedx's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MiMedx's price. Additionally, you may evaluate how the addition of MiMedx to your portfolios can decrease your overall portfolio volatility.
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