Altria Stock Alpha and Beta Analysis

MO
 Stock
  

USD 42.25  0.48  1.15%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Altria Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Altria over a specified time horizon. Remember, high Altria'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 Altria Backtesting, Altria Valuation, Altria Correlation, Altria Hype Analysis, Altria Volatility, Altria History and analyze Altria Performance.
  
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Please note that although Altria 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, Altria did 0.17  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 Altria Group stock's relative risk over its benchmark. Altria Group has a beta of 0.49  . Let's try to break down what Altria's beta means in this case. As returns on the market increase, Altria returns are expected to increase less than the market. However, during the bear market, the loss on holding Altria will be expected to be smaller as well.
Altria Tangible Assets Book Value per Share are quite stable at the moment as compared to the past year. The company's current value of Tangible Assets Book Value per Share is estimated at 13.48. Enterprise Value is expected to rise to about 122.1 B this year, although Book Value per Share will most likely fall to (0.90) .
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.

Altria Quarterly Book Value per Share

(0.968)

Share

Altria Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Altria market risk premium is the additional return an investor will receive from holding Altria 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 Altria. 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 Altria's performance over market.
α-0.17   β0.49
90 days against DJI

Altria 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 Altria's Buy-and-hold return. Our buy-and-hold chart shows how Altria performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Altria Market Price Analysis

Market price analysis indicators help investors to evaluate how Altria stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Altria shares will generate the highest return on investment. By understating and applying Altria stock market price indicators, traders can identify Altria position entry and exit signals to maximize returns.

Altria Return and Market Media

The median price of Altria for the period between Sun, Apr 3, 2022 and Sat, Jul 2, 2022 is 52.7 with a coefficient of variation of 7.97. The daily time series for the period is distributed with a sample standard deviation of 4.05, arithmetic mean of 50.82, and mean deviation of 3.25. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
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2
Altria Group Inc. stock underperforms Monday when compared t...04/11/2022
3
EPS Reported04/28/2022
4
Why Altria Group Gained 6.4 percent in April - The Motley Fo...05/02/2022
5
Top Research Reports for Amgen, Altria Group Uber - Nasdaq05/12/2022
6
Altria Group Inc. stock remains steady Friday, underperforms...05/20/2022
7
Payment of 1309 shares by Clarke Ian Lt of Altria subject to...05/23/2022
8
Altria exotic insider transaction detected06/01/2022
9
Altria Recent Sell-Off A Buying Opportunity - Seeking Alpha06/10/2022
10
Is it Time to Dump Altria Group Inc Stock After it Is Lower ...06/28/2022

About Altria 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 Altria Group 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.
 2019 2020 2021 2022 (projected)
Long Term Debt to Equity4.359.858.879.57
Interest Coverage8.078.999.959.1

Altria Upcoming Company Events

As portrayed in its financial statements, the presentation of Altria's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Altria's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Altria's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Altria. Please utilize our Beneish M Score to check the likelihood of Altria's management manipulating its earnings.
Upcoming Quarterly Report27th of January 2022
Next Financial Report5th of May 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End27th of January 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

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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 Altria Backtesting, Altria Valuation, Altria Correlation, Altria Hype Analysis, Altria Volatility, Altria History and analyze Altria Performance. Note that the Altria Group information on this page should be used as a complementary analysis to other Altria'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 Stock Tickers module to use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites.

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When running Altria Group price analysis, check to measure Altria'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 Altria is operating at the current time. Most of Altria's value examination focuses on studying past and present price action to predict the probability of Altria's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Altria's price. Additionally, you may evaluate how the addition of Altria to your portfolios can decrease your overall portfolio volatility.
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Altria 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.
A focus of Altria technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Altria 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...