Murphy Stock Alpha and Beta Analysis


USD 280.88  5.97  2.17%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Murphy USA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Murphy USA over a specified time horizon. Remember, high Murphy USA'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 Murphy USA Backtesting, Murphy USA Valuation, Murphy USA Correlation, Murphy USA Hype Analysis, Murphy USA Volatility, Murphy USA History and analyze Murphy USA Performance.
Please note that although Murphy USA 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, Murphy USA did 0.35  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 Murphy USA stock's relative risk over its benchmark. Murphy USA has a beta of 0.75  . Let's try to break down what Murphy's beta means in this case. As returns on the market increase, Murphy USA returns are expected to increase less than the market. However, during the bear market, the loss on holding Murphy USA will be expected to be smaller as well.
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.

Murphy USA Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Murphy USA market risk premium is the additional return an investor will receive from holding Murphy USA 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 Murphy USA. 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 Murphy USA's performance over market.
α0.35   β0.75
90 days against DJI

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

Murphy USA Market Price Analysis

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

Murphy USA Return and Market Media

The median price of Murphy USA for the period between Tue, Jul 5, 2022 and Mon, Oct 3, 2022 is 284.21 with a coefficient of variation of 5.93. The daily time series for the period is distributed with a sample standard deviation of 16.49, arithmetic mean of 278.26, and mean deviation of 12.98. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
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About Murphy USA 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 Murphy or other stocks. Alpha measures the amount that position in Murphy USA 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.

Murphy USA Upcoming Company Events

As portrayed in its financial statements, the presentation of Murphy USA's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Murphy USA's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Murphy USA's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Murphy USA. Please utilize our Beneish M Score to check the likelihood of Murphy USA's management manipulating its earnings.
Upcoming Quarterly Report2nd of February 2022
Next Financial Report27th of April 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End2nd of February 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with Murphy USA

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 Murphy USA Backtesting, Murphy USA Valuation, Murphy USA Correlation, Murphy USA Hype Analysis, Murphy USA Volatility, Murphy USA History and analyze Murphy USA 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..

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Murphy USA 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 Murphy USA technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Murphy USA 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...