Monarch Casino Resort Stock Alpha and Beta Analysis
| MCRI Stock | USD 69.45 1.14 1.67% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Monarch Casino Resort. It also helps investors analyze the systematic and unsystematic risks associated with investing in Monarch Casino over a specified time horizon. Remember, high Monarch Casino'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 Monarch Casino's market risk premium analysis include:
Beta 1.01 | Alpha (0.05) | Risk 1.26 | Sharpe Ratio 0.0199 | Expected Return 0.025 |
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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.
Monarch |
Monarch Casino Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Monarch Casino market risk premium is the additional return an investor will receive from holding Monarch Casino 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 Monarch Casino. 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 Monarch Casino's performance over market.| α | -0.05 | β | 1.01 |
Monarch Casino 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 Monarch Casino's Buy-and-hold return. Our buy-and-hold chart shows how Monarch Casino performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Monarch Casino Market Price Analysis
Market price analysis indicators help investors to evaluate how Monarch Casino stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Monarch Casino shares will generate the highest return on investment. By understating and applying Monarch Casino stock market price indicators, traders can identify Monarch Casino position entry and exit signals to maximize returns.
Monarch Casino Return and Market Media
The median price of Monarch Casino for the period between Thu, Jan 25, 2024 and Wed, Apr 24, 2024 is 69.45 with a coefficient of variation of 2.81. The daily time series for the period is distributed with a sample standard deviation of 1.97, arithmetic mean of 70.13, and mean deviation of 1.65. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Monarch Casino Resort to Report 2023 Fourth Quarter Results After Market Close on February 14 | 02/01/2024 |
2 | Disposition of 33334 shares by Bob Farahi of Monarch Casino at 17.62 subject to Rule 16b-3 | 03/05/2024 |
3 | Is Monarch Casino Resort, Inc.s Recent Performance Tethered To Its Attractive Financial Prospects | 03/06/2024 |
4 | Disposition of 66668 shares by John Farahi of Monarch Casino at 9.33 subject to Rule 16b-3 | 03/11/2024 |
| Monarch Casino dividend paid on 15th of March 2024 | 03/15/2024 |
5 | Super League Enterprise Reports Q4 Loss, Tops Revenue Estimates | 03/27/2024 |
6 | Monarch Casino Resort, Inc. Shares Purchased by DAVENPORT Co LLC - MarketBeat | 04/02/2024 |
7 | Disposition of 2951 shares by Bob Farahi of Monarch Casino at 84.86 subject to Rule 16b-3 | 04/05/2024 |
8 | Monarch Casino Resort, Inc. Stake Lifted by Vanguard Group Inc. - Defense World | 04/08/2024 |
9 | Monarch Casino Resort to Release Earnings on Wednesday - MarketBeat | 04/11/2024 |
10 | What Awaits Monarch Casino Resort in Q1 Earnings | 04/15/2024 |
11 | Monarch Casino Resort Reports Record First Quarter 2024 Financial Results | 04/17/2024 |
12 | Monarch Casino Resort First Quarter 2024 Earnings EPS Misses Expectations | 04/19/2024 |
13 | Monarch Casino Resort Has Affirmed Its Dividend Of 0.30 | 04/23/2024 |
About Monarch Casino 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 Monarch or other stocks. Alpha measures the amount that position in Monarch Casino Resort 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 | 0.005374 | 0.006738 | 0.0848 | 0.089 | Price To Sales Ratio | 3.48 | 3.06 | 2.65 | 1.56 |
Monarch Casino Upcoming Company Events
As portrayed in its financial statements, the presentation of Monarch Casino's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Monarch Casino's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Monarch Casino's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Monarch Casino. Please utilize our Beneish M Score to check the likelihood of Monarch Casino's management manipulating its earnings.
| 13th of February 2024 Upcoming Quarterly Report | View | |
| 17th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 13th 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 Monarch Casino
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 Monarch Casino Backtesting, Monarch Casino Valuation, Monarch Casino Correlation, Monarch Casino Hype Analysis, Monarch Casino Volatility, Monarch Casino History and analyze Monarch Casino Performance. You can also try the Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
Complementary Tools for Monarch Stock analysis
When running Monarch Casino's price analysis, check to measure Monarch Casino'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 Monarch Casino is operating at the current time. Most of Monarch Casino's value examination focuses on studying past and present price action to predict the probability of Monarch Casino's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Monarch Casino's price. Additionally, you may evaluate how the addition of Monarch Casino to your portfolios can decrease your overall portfolio volatility.
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Monarch Casino 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.