Magellan Aerospace Stock Alpha and Beta Analysis
| MALJF Stock | USD 5.81 0.04 0.68% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Magellan Aerospace. It also helps investors analyze the systematic and unsystematic risks associated with investing in Magellan Aerospace over a specified time horizon. Remember, high Magellan Aerospace'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 Magellan Aerospace's market risk premium analysis include:
Beta (0.26) | Alpha 0.0367 | Risk 1.17 | Sharpe Ratio 0.0663 | Expected Return 0.0777 |
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.
Magellan |
Magellan Aerospace Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Magellan Aerospace market risk premium is the additional return an investor will receive from holding Magellan Aerospace 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 Magellan Aerospace. 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 Magellan Aerospace's performance over market.| α | 0.04 | β | -0.26 |
Magellan Aerospace 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 Magellan Aerospace's Buy-and-hold return. Our buy-and-hold chart shows how Magellan Aerospace performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Magellan Aerospace Market Price Analysis
Market price analysis indicators help investors to evaluate how Magellan Aerospace pink sheet reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Magellan Aerospace shares will generate the highest return on investment. By understating and applying Magellan Aerospace pink sheet market price indicators, traders can identify Magellan Aerospace position entry and exit signals to maximize returns.
Magellan Aerospace Return and Market Media
The median price of Magellan Aerospace for the period between Sat, Jan 20, 2024 and Fri, Apr 19, 2024 is 5.9 with a coefficient of variation of 3.56. The daily time series for the period is distributed with a sample standard deviation of 0.21, arithmetic mean of 5.87, and mean deviation of 0.16. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Magellan Aerospace 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 Magellan or other pink sheets. Alpha measures the amount that position in Magellan Aerospace 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.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Magellan Aerospace in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Magellan Aerospace's short interest history, or implied volatility extrapolated from Magellan Aerospace options trading.
Build Portfolio with Magellan Aerospace
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 Magellan Aerospace Backtesting, Magellan Aerospace Valuation, Magellan Aerospace Correlation, Magellan Aerospace Hype Analysis, Magellan Aerospace Volatility, Magellan Aerospace History and analyze Magellan Aerospace Performance. You can also try the Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
Complementary Tools for Magellan Pink Sheet analysis
When running Magellan Aerospace's price analysis, check to measure Magellan Aerospace'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 Magellan Aerospace is operating at the current time. Most of Magellan Aerospace's value examination focuses on studying past and present price action to predict the probability of Magellan Aerospace's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Magellan Aerospace's price. Additionally, you may evaluate how the addition of Magellan Aerospace to your portfolios can decrease your overall portfolio volatility.
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Magellan Aerospace technical pink sheet 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, pink sheet market cycles, or different charting patterns.