Mediaalpha Stock Alpha and Beta Analysis

MAX
 Stock
  

USD 11.47  0.57  4.73%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Mediaalpha Inc Cl. It also helps investors analyze the systematic and unsystematic risks associated with investing in Mediaalpha Inc over a specified time horizon. Remember, high Mediaalpha Inc'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 Mediaalpha Inc Backtesting, Mediaalpha Inc Valuation, Mediaalpha Inc Correlation, Mediaalpha Inc Hype Analysis, Mediaalpha Inc Volatility, Mediaalpha Inc History and analyze Mediaalpha Inc Performance.
  
Please note that although Mediaalpha Inc 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, Mediaalpha Inc did 0.48  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 Mediaalpha Inc Cl stock's relative risk over its benchmark. Mediaalpha Inc has a beta of 1.37  . Let's try to break down what Mediaalpha'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, Mediaalpha Inc will likely underperform.
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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.

Mediaalpha Inc Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Mediaalpha Inc market risk premium is the additional return an investor will receive from holding Mediaalpha Inc 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 Mediaalpha Inc. 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 Mediaalpha Inc's performance over market.
α0.48   β1.37
90 days against DJI

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

Mediaalpha Inc Market Price Analysis

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

Mediaalpha Inc Return and Market Media

The median price of Mediaalpha Inc for the period between Tue, Aug 30, 2022 and Mon, Nov 28, 2022 is 9.56 with a coefficient of variation of 19.92. The daily time series for the period is distributed with a sample standard deviation of 2.04, arithmetic mean of 10.25, and mean deviation of 1.71. The Stock received some media coverage during the period.
 Price Growth (%)  
       Timeline  
1
Communication Services Stocks Making Moves Wednesday FNGR, M...09/28/2022
2
EPS Estimate09/30/2022
3
Exercise or conversion by Steven Yi of 153146 shares of Medi...11/01/2022
4
EPS Reported11/03/2022
5
Exercise or conversion by Steven Yi of 18294 shares of Media...11/17/2022

About Mediaalpha Inc 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 Mediaalpha or other stocks. Alpha measures the amount that position in Mediaalpha Inc 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.

Mediaalpha Inc Upcoming Company Events

As portrayed in its financial statements, the presentation of Mediaalpha Inc's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Mediaalpha Inc's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Mediaalpha Inc's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Mediaalpha Inc. Please utilize our Beneish M Score to check the likelihood of Mediaalpha Inc's management manipulating its earnings.
Upcoming Quarterly Report10th of March 2022
Next Financial Report12th of May 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End10th of March 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with Mediaalpha Inc

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.

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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 Mediaalpha Inc Backtesting, Mediaalpha Inc Valuation, Mediaalpha Inc Correlation, Mediaalpha Inc Hype Analysis, Mediaalpha Inc Volatility, Mediaalpha Inc History and analyze Mediaalpha Inc Performance. Note that the Mediaalpha Inc information on this page should be used as a complementary analysis to other Mediaalpha Inc'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 Center module to all portfolio management and optimization tools to improve performance of your portfolios.

Complementary Tools for Mediaalpha Stock analysis

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