Macquarie (Australia) Performance

MQG
 Stock
  

AUD 177.95  0.04  0.0225%   

Macquarie has a performance score of 1 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.0498, which conveys not very significant fluctuations relative to the market. Let's try to break down what Macquarie's beta means in this case. As returns on the market increase, returns on owning Macquarie are expected to decrease at a much lower rate. During the bear market, Macquarie is likely to outperform the market. Although it is important to respect Macquarie Group price patterns, it is better to be realistic regarding the information on the equity's historical price patterns. The philosophy towards estimating future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By analyzing Macquarie Group technical indicators, you can presently evaluate if the expected return of 0.0283% will be sustainable into the future. Macquarie Group right now secures a risk of 2.06%. Please verify Macquarie Group coefficient of variation, variance, and the relationship between the downside deviation and standard deviation to decide if Macquarie Group will be following its current price movements.
  
Macquarie Performance
1 of 100
Compared to the overall equity markets, risk-adjusted returns on investments in Macquarie Group are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. In spite of fairly strong basic indicators, Macquarie is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more

Macquarie Price Channel

Fifty Two Week Low149.51
Payout Ratio49.33%
Fifty Two Week High217.32
Trailing Annual Dividend Yield1.87%

Macquarie Relative Risk vs. Return Landscape

If you would invest  17,726  in Macquarie Group on August 30, 2022 and sell it today you would earn a total of  69.00  from holding Macquarie Group or generate 0.39% return on investment over 90 days. Macquarie Group is generating 0.0283% of daily returns assuming 2.058% volatility of returns over the 90 days investment horizon. Simply put, 17% of all stocks have less volatile historical return distribution than Macquarie, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
  Daily Expected Return (%)  
       Risk (%)  
Assuming the 90 days trading horizon Macquarie is expected to generate 3.8 times less return on investment than the market. In addition to that, the company is 1.49 times more volatile than its market benchmark. It trades about 0.01 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.08 per unit of volatility.

Macquarie Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Macquarie's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Macquarie Group, and traders can use it to determine the average amount a Macquarie's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.

Sharpe Ratio = 0.0137

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Estimated Market Risk
 2.06
  actual daily
 
 17 %
of total potential
 
1717
Expected Return
 0.03
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 0 %
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Risk-Adjusted Return
 0.01
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 1 %
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11
Based on monthly moving average Macquarie is performing at about 1% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Macquarie by adding it to a well-diversified portfolio.

About Macquarie Performance

To evaluate Macquarie Group Stock as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Macquarie generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Macquarie Stock's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Macquarie Group market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Macquarie's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.
Macquarie Group Limited provides diversified financial services in Australia, the Americas, Europe, the Middle East, Africa, and the Asia Pacific. Macquarie Group Limited was founded in 1969 and is headquartered in Sydney, Australia. Macquarie operates under Capital Markets classification in Australia and is traded on Australian Securities Exchange. It employs 18133 people.

Things to note about Macquarie Group

Checking the ongoing alerts about Macquarie for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Macquarie Group help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.

Macquarie Alerts

Equity Alerts and Improvement Suggestions

Macquarie Group has high likelihood to experience some financial distress in the next 2 years
Additionally, see Correlation Analysis. You can also try Insider Screener module to find insiders across different sectors to evaluate their impact on performance.

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When running Macquarie Group price analysis, check to measure Macquarie'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 Macquarie is operating at the current time. Most of Macquarie's value examination focuses on studying past and present price action to predict the probability of Macquarie's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Macquarie's price. Additionally, you may evaluate how the addition of Macquarie to your portfolios can decrease your overall portfolio volatility.
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Please note, there is a significant difference between Macquarie's value and its price as these two are different measures arrived at by different means. Investors typically determine Macquarie value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Macquarie's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.