Magellan OTC Stock Alpha and Beta Analysis

MALJF -  USA Stock  

USD 7.30  0.10  1.35%

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Magellan Aerospace C. 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.
Additionally, see Magellan Aerospace Backtesting, Magellan Aerospace Valuation, Magellan Aerospace Correlation, Magellan Aerospace Hype Analysis, Magellan Aerospace Volatility, Magellan Aerospace History and analyze Magellan Aerospace Performance.

Magellan Beta 

Please note that although Magellan Aerospace alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, Magellan Aerospace did 0.06  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Magellan Aerospace C stock's relative risk over its benchmark. Magellan Aerospace has a beta of 0.73  . Let's try to break down what Magellan's beta means in this case. As returns on the market increase, Magellan Aerospace returns are expected to increase less than the market. However, during the bear market, the loss on holding Magellan Aerospace will be expected to be smaller as well.
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 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-0.06   β0.73
90 days against DJI

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 otc stock 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 otc stock 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 Sun, Sep 5, 2021 and Sat, Dec 4, 2021 is 8.21 with a coefficient of variation of 4.36. The daily time series for the period is distributed with a sample standard deviation of 0.36, arithmetic mean of 8.22, and mean deviation of 0.28. The Stock received some media coverage during the period.
 Price Growth (%)  
PNM Resources Shares Cross Below 200 DMA - Nasdaq11/02/2021

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 equity instruments such as Ford or other stocks, funds, and ETFs. 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.

Magellan Aerospace Investors Sentiment

The influence of Magellan Aerospace's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Magellan. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
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.

Current Sentiment - MALJF

Magellan Aerospace Investor Sentiment

Macroaxis portfolio users are evenly split in their trading attitude regarding investing in Magellan Aerospace C. What is your trading attitude regarding investing in Magellan Aerospace C? Are you bullish or bearish?
50% Bullish
50% Bearish

Build Portfolio with Magellan Aerospace

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Additionally, see Magellan Aerospace Backtesting, Magellan Aerospace Valuation, Magellan Aerospace Correlation, Magellan Aerospace Hype Analysis, Magellan Aerospace Volatility, Magellan Aerospace History and analyze Magellan Aerospace Performance. Note that the Magellan Aerospace information on this page should be used as a complementary analysis to other Magellan Aerospace's 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 Theme Ratings module to determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.

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Magellan Aerospace technical otc 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.
A focus of Magellan Aerospace technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Magellan Aerospace trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...