Mastercard Stock Alpha and Beta Analysis


USD 353.98  0.60  0.17%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Mastercard. It also helps investors analyze the systematic and unsystematic risks associated with investing in Mastercard over a specified time horizon. Remember, high Mastercard'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 Mastercard Backtesting, Mastercard Valuation, Mastercard Correlation, Mastercard Hype Analysis, Mastercard Volatility, Mastercard History and analyze Mastercard Performance.
Please note that although Mastercard 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, Mastercard did 0.0168  better 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 Mastercard stock's relative risk over its benchmark. Mastercard has a beta of 1.31  . Let's try to break down what Mastercard's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Mastercard will likely underperform.
As of August 11, 2022, Book Value per Share is expected to decline to 7.18. In addition to that, Enterprise Value over EBIT is expected to decline to 31.37.
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.

Mastercard Quarterly Book Value per Share


Mastercard Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Mastercard market risk premium is the additional return an investor will receive from holding Mastercard 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 Mastercard. 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 Mastercard's performance over market.
α0.0168   β1.31
90 days against DJI

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

Mastercard Market Price Analysis

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

Mastercard Return and Market Media

The median price of Mastercard for the period between Fri, May 13, 2022 and Thu, Aug 11, 2022 is 335.67 with a coefficient of variation of 4.52. The daily time series for the period is distributed with a sample standard deviation of 15.21, arithmetic mean of 336.72, and mean deviation of 13.41. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
Bona fide gift to Ajay Bhalla of 2469 shares of Mastercard s...05/17/2022
Mastercard Inc. stock rises Friday, still underperforms mark...05/27/2022
Mastercard Incorporated William Blairs 42nd Annual Growth St...06/08/2022
MasterCard Gains But Lags Market What You Should Know - Nasd...06/15/2022
UK watchdog to review post-Brexit Visa and Mastercard fees B...06/21/2022
Financial Statements06/24/2022
Payment of 104 shares by Oki Matsumoto of Mastercard subject...06/28/2022
EPS Estimate06/30/2022
Mastercard Inc. stock falls Friday, underperforms market - M...07/08/2022
Payment of 1273 shares by Madabhushi Venkata R of Mastercard...07/18/2022
Mastercard Continued Momentum Onward - Seeking Alpha07/22/2022
EPS Reported07/28/2022
3 Reasons to Load Up On Mastercard Stock Right Now - The Mot...08/03/2022

About Mastercard 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 Mastercard 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 Equity1.451.881.791.93
Interest Coverage43.1421.2723.3924.01

Mastercard Upcoming Company Events

As portrayed in its financial statements, the presentation of Mastercard's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Mastercard's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Mastercard's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Mastercard. Please utilize our Beneish M Score to check the likelihood of Mastercard'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

Build Portfolio with Mastercard

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

Fix your portfolio
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 Mastercard Backtesting, Mastercard Valuation, Mastercard Correlation, Mastercard Hype Analysis, Mastercard Volatility, Mastercard History and analyze Mastercard Performance. Note that the Mastercard information on this page should be used as a complementary analysis to other Mastercard'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 Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.

Complementary Tools for Mastercard Stock analysis

When running Mastercard price analysis, check to measure Mastercard'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 Mastercard is operating at the current time. Most of Mastercard's value examination focuses on studying past and present price action to predict the probability of Mastercard's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Mastercard's price. Additionally, you may evaluate how the addition of Mastercard to your portfolios can decrease your overall portfolio volatility.
Correlation Analysis
Reduce portfolio risk simply by holding instruments which are not perfectly correlated
My Watchlist Analysis
Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like
Equity Search
Search for actively traded equities including funds and ETFs from over 30 global markets
Equity Analysis
Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities
Money Managers
Screen money managers from public funds and ETFs managed around the world
Competition Analyzer
Analyze and compare many basic indicators for a group of related or unrelated entities
Analyst Recommendations
Analyst recommendations and target price estimates broken down by several categories
Options Analysis
Analyze and evaluate options and option chains as a potential hedge for your portfolios
Portfolio Rebalancing
Analyze risk-adjusted returns against different time horizons to find asset-allocation targets
ETF Directory
Find actively traded Exchange Traded Funds (ETF) from around the world
Mastercard 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 Mastercard technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Mastercard 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...