Micro Stock Alpha and Beta Analysis

MFGP
 Stock
  

USD 3.62  0.05  1.36%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Micro Focus Intl. It also helps investors analyze the systematic and unsystematic risks associated with investing in Micro Focus over a specified time horizon. Remember, high Micro Focus' 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 Micro Focus Backtesting, Micro Focus Valuation, Micro Focus Correlation, Micro Focus Hype Analysis, Micro Focus Volatility, Micro Focus History and analyze Micro Focus Performance.
  
Please note that although Micro Focus 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, Micro Focus did 0.31  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 Micro Focus Intl stock's relative risk over its benchmark. Micro Focus Intl has a beta of 1.82  . Let's try to break down what Micro'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, Micro Focus will likely underperform.
Micro Focus Book Value per Share is very stable at the moment as compared to the past year. Micro Focus reported last year Book Value per Share of 7.55. As of 15th of August 2022, Enterprise Value is likely to grow to about 5.3 B, while Enterprise Value over EBIT is likely to drop (21.24) .
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.

Micro Focus Quarterly Book Value per Share

8.186

Micro Focus Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Micro Focus market risk premium is the additional return an investor will receive from holding Micro Focus 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 Micro Focus. 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 Micro Focus' performance over market.
α-0.31   β1.82
90 days against DJI

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

Micro Focus Market Price Analysis

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

Micro Focus Return and Market Media

The median price of Micro Focus for the period between Tue, May 17, 2022 and Mon, Aug 15, 2022 is 3.59 with a coefficient of variation of 14.74. The daily time series for the period is distributed with a sample standard deviation of 0.57, arithmetic mean of 3.85, and mean deviation of 0.53. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Other06/01/2022
2
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3
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4
Other06/22/2022
5
Other07/01/2022
6
2 dividend stocks that are dirt cheap right now - Motley Foo...07/08/2022
7
Other07/19/2022
8
Top 5 2nd Quarter Trades of WE - GuruFocus.com07/22/2022
9
Other08/01/2022
10
Stock Futures Dip, Geopolitical Conflict and Q2 Earnings in ...08/02/2022
11
VERUS CAPITAL PARTNERS, LLC Cu - GuruFocus.com08/09/2022

About Micro Focus 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 Micro Focus Intl 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.
 2018 2022 (projected)
Long Term Debt to Equity0.751.18
Interest Coverage1.040.96

Micro Focus Upcoming Company Events

As portrayed in its financial statements, the presentation of Micro Focus' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Micro Focus' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Micro Focus' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Micro Focus. Please utilize our Beneish M Score to check the likelihood of Micro Focus' management manipulating its earnings.
Upcoming Quarterly Report8th of February 2022
Next Fiscal Quarter End31st of October 2021
Next Fiscal Year End8th of February 2022
Last Quarter Report31st of July 2021
Last Financial Announcement31st of October 2020

Build Portfolio with Micro Focus

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 Micro Focus Backtesting, Micro Focus Valuation, Micro Focus Correlation, Micro Focus Hype Analysis, Micro Focus Volatility, Micro Focus History and analyze Micro Focus Performance. Note that the Micro Focus Intl information on this page should be used as a complementary analysis to other Micro Focus' 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 Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.

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