Msa Safety Stock Alpha and Beta Analysis
| MSA Stock | USD 185.55 0.36 0.19% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as MSA Safety. It also helps investors analyze the systematic and unsystematic risks associated with investing in MSA Safety over a specified time horizon. Remember, high MSA Safety'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 MSA Safety's market risk premium analysis include:
Beta 0.96 | Alpha 0.14 | Risk 1.07 | Sharpe Ratio 0.17 | Expected Return 0.18 |
MSA Safety 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.
MSA |
MSA Safety Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. MSA Safety market risk premium is the additional return an investor will receive from holding MSA Safety 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 MSA Safety. 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 MSA Safety's performance over market.| α | 0.14 | β | 0.96 |
MSA Safety 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 MSA Safety's Buy-and-hold return. Our buy-and-hold chart shows how MSA Safety performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.MSA Safety Market Price Analysis
Market price analysis indicators help investors to evaluate how MSA Safety stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading MSA Safety shares will generate the highest return on investment. By understating and applying MSA Safety stock market price indicators, traders can identify MSA Safety position entry and exit signals to maximize returns.
MSA Safety Return and Market Media
The median price of MSA Safety for the period between Sat, Jan 20, 2024 and Fri, Apr 19, 2024 is 183.08 with a coefficient of variation of 5.49. The daily time series for the period is distributed with a sample standard deviation of 9.91, arithmetic mean of 180.33, and mean deviation of 8.46. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Middleburg Communities to Commence Construction on 260-Unit Build-to-Rent Community in Richmond MSA | 02/05/2024 |
2 | Acquisition by Steven Blanco of 2707 shares of MSA Safety subject to Rule 16b-3 | 02/20/2024 |
3 | Disposition of 1100 shares by Rebecca Roberts of MSA Safety at 181.835 subject to Rule 16b-3 | 02/27/2024 |
4 | Disposition of 8176 shares by John Ryan of MSA Safety subject to Rule 16b-3 | 02/29/2024 |
5 | Shelton Capital Management Sells 140 Shares of MSA Safety Incorporated | 03/04/2024 |
6 | Acquisition by Diane Pearse of tradable shares of MSA Safety subject to Rule 16b-3 | 03/08/2024 |
7 | Disposition of 15416 shares by Nishan Vartanian of MSA Safety at 185.92 subject to Rule 16b-3 | 03/14/2024 |
8 | These 4 Measures Indicate That MSA Safety Is Using Debt Reasonably Well | 03/18/2024 |
9 | Disposition of 734 shares by Stephanie Sciullo of MSA Safety at 185.92 subject to Rule 16b-3 | 03/25/2024 |
10 | Zacks Industry Outlook Highlights MSA Safety Incorporated, Napco Security Technologies and Cadre Holdings | 03/27/2024 |
11 | UiPath and MSA Safety Inc Are Aggressive Growth Stocks | 04/02/2024 |
12 | Raymond James Associates Acquires 13355 Shares of MSA Safety Incorporated - MarketBeat | 04/05/2024 |
13 | Disposition of 1960 shares by John Ryan of MSA Safety subject to Rule 16b-3 | 04/09/2024 |
14 | MSA Safety Incorporateds Stocks Been Going Strong Could Weak Financials Mean The Market Will Correct Its Share Price | 04/12/2024 |
15 | MSA Safety Debuts Lighter Weight Fire Helmet Showcases Latest Connected Technologies at FDIC | 04/17/2024 |
About MSA Safety 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 MSA or other stocks. Alpha measures the amount that position in MSA Safety 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 | 0.0116 | 0.0126 | 0.0111 | 0.0105 | Price To Sales Ratio | 4.22 | 3.7 | 3.71 | 3.9 |
MSA Safety Upcoming Company Events
As portrayed in its financial statements, the presentation of MSA Safety's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, MSA Safety's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of MSA Safety's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of MSA Safety. Please utilize our Beneish M Score to check the likelihood of MSA Safety's management manipulating its earnings.
| 21st of February 2024 Upcoming Quarterly Report | View | |
| 6th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 21st 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 MSA Safety
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 MSA Safety Backtesting, MSA Safety Valuation, MSA Safety Correlation, MSA Safety Hype Analysis, MSA Safety Volatility, MSA Safety History and analyze MSA Safety Performance. For information on how to trade MSA Stock refer to our How to Trade MSA Stock guide.You can also try the Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.
Complementary Tools for MSA Stock analysis
When running MSA Safety's price analysis, check to measure MSA Safety'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 MSA Safety is operating at the current time. Most of MSA Safety's value examination focuses on studying past and present price action to predict the probability of MSA Safety's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MSA Safety's price. Additionally, you may evaluate how the addition of MSA Safety to your portfolios can decrease your overall portfolio volatility.
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MSA Safety 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.