Mcdonalds Stock Alpha and Beta Analysis
| MCD Stock | USD 276.75 0.13 0.05% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as McDonalds. It also helps investors analyze the systematic and unsystematic risks associated with investing in McDonalds over a specified time horizon. Remember, high McDonalds' 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 McDonalds' market risk premium analysis include:
Beta 0.57 | Alpha (0.15) | Risk 1.04 | Sharpe Ratio (0.07) | Expected Return (0.07) |
McDonalds 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.
McDonalds |
McDonalds Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. McDonalds market risk premium is the additional return an investor will receive from holding McDonalds 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 McDonalds. 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 McDonalds' performance over market.| α | -0.15 | β | 0.57 |
McDonalds 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 McDonalds' Buy-and-hold return. Our buy-and-hold chart shows how McDonalds performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.McDonalds Market Price Analysis
Market price analysis indicators help investors to evaluate how McDonalds stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading McDonalds shares will generate the highest return on investment. By understating and applying McDonalds stock market price indicators, traders can identify McDonalds position entry and exit signals to maximize returns.
McDonalds Return and Market Media
The median price of McDonalds for the period between Fri, Jan 26, 2024 and Thu, Apr 25, 2024 is 285.7 with a coefficient of variation of 3.38. The daily time series for the period is distributed with a sample standard deviation of 9.62, arithmetic mean of 284.36, and mean deviation of 8.16. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
| McDonalds dividend paid on 15th of March 2024 | 03/15/2024 |
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About McDonalds 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 McDonalds or other stocks. Alpha measures the amount that position in McDonalds 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 | 0.0196 | 0.0215 | 0.021 | 0.0147 | Price To Sales Ratio | 8.61 | 8.37 | 8.47 | 8.89 |
McDonalds Upcoming Company Events
As portrayed in its financial statements, the presentation of McDonalds' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, McDonalds' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of McDonalds' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of McDonalds. Please utilize our Beneish M Score to check the likelihood of McDonalds' management manipulating its earnings.
| 23rd of April 2024 Upcoming Quarterly Report | View | |
| 25th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 3rd of February 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
Build Portfolio with McDonalds
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 McDonalds Backtesting, McDonalds Valuation, McDonalds Correlation, McDonalds Hype Analysis, McDonalds Volatility, McDonalds History and analyze McDonalds Performance. For information on how to trade McDonalds Stock refer to our How to Trade McDonalds Stock guide.Note that the McDonalds information on this page should be used as a complementary analysis to other McDonalds' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Bonds Directory module to find actively traded corporate debentures issued by US companies.
Complementary Tools for McDonalds Stock analysis
When running McDonalds' price analysis, check to measure McDonalds' 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 McDonalds is operating at the current time. Most of McDonalds' value examination focuses on studying past and present price action to predict the probability of McDonalds' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move McDonalds' price. Additionally, you may evaluate how the addition of McDonalds to your portfolios can decrease your overall portfolio volatility.
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McDonalds 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.