Moog Stock Alpha and Beta Analysis

MOG-A
 Stock
  

USD 87.03  2.09  2.46%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Moog Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Moog over a specified time horizon. Remember, high Moog'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 Moog Backtesting, Moog Valuation, Moog Correlation, Moog Hype Analysis, Moog Volatility, Moog History and analyze Moog Performance.
  
Please note that although Moog 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., NYSE Composite index.) So in this particular case, Moog did 0.10  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 Moog Inc stock's relative risk over its benchmark. Moog Inc has a beta of 0.94  . Let's try to break down what Moog's beta means in this case. Moog returns are very sensitive to returns on the market. As the market goes up or down, Moog is expected to follow.
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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.

Moog Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Moog market risk premium is the additional return an investor will receive from holding Moog 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 Moog. 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 Moog's performance over market.
α0.10   β0.94
90 days against NYA

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

Moog Market Price Analysis

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

Moog Return and Market Media

The median price of Moog for the period between Fri, Sep 2, 2022 and Thu, Dec 1, 2022 is 78.36 with a coefficient of variation of 7.19. The daily time series for the period is distributed with a sample standard deviation of 5.71, arithmetic mean of 79.38, and mean deviation of 5.07. The Stock received some media coverage during the period.
 Price Growth (%)  
       Timeline  
1
Aircraft Electrification Global Market Report 2022 - Yahoo F...09/21/2022
2
Space Tech Investing Is this the Perfect Opportunity to Inve...10/03/2022
3
Moog Inc. to Support L3Harris and Air Tractor Sky Warden Tea...10/18/2022

About Moog 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 Moog or other stocks. Alpha measures the amount that position in Moog 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.
 2010 2011 2016 2022 (projected)
Long Term Debt to Equity0.61.020.580.72
Interest Coverage6.125.96.46.88

Moog Investors Sentiment

The influence of Moog'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 Moog. 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.
Investor biases related to Moog's public news can be used to forecast risks associated with investment in Moog. The trend in average sentiment can be used to explain how an investor holding Moog can time the market purely based on public headlines and social activities around Moog Inc. Please note that most equiteis that are difficult to arbitrage are affected by market sentiment the most.
Moog's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Moog's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Moog's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Moog.
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 Moog 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, Moog's short interest history, or implied volatility extrapolated from Moog options trading.

Build Portfolio with Moog

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 Moog Backtesting, Moog Valuation, Moog Correlation, Moog Hype Analysis, Moog Volatility, Moog History and analyze Moog Performance. You can also try Sync Your Broker module to sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors..

Complementary Tools for analysis

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