MONITRONICS OTC Stock Alpha and Beta Analysis

SCTY
 Stock
  

USD 0.50  0.25  100.00%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as MONITRONICS INTERNATIONAL. It also helps investors analyze the systematic and unsystematic risks associated with investing in MONITRONICS INTERNATIONAL over a specified time horizon. Remember, high MONITRONICS INTERNATIONAL'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, take a look at MONITRONICS INTERNATIONAL Backtesting, MONITRONICS INTERNATIONAL Valuation, MONITRONICS INTERNATIONAL Correlation, MONITRONICS INTERNATIONAL Hype Analysis, MONITRONICS INTERNATIONAL Volatility, MONITRONICS INTERNATIONAL History and analyze MONITRONICS INTERNATIONAL Performance.
  
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Please note that although MONITRONICS INTERNATIONAL 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, MONITRONICS INTERNATIONAL did 0.65  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 MONITRONICS INTERNATIONAL stock's relative risk over its benchmark. MONITRONICS INTERNATIONAL has a beta of 2.20  . Let's try to break down what MONITRONICS's beta means in this case. As returns on the market increase, returns on owning MONITRONICS INTERNATIONAL are expected to decrease by larger amounts. On the other hand, during market turmoil, MONITRONICS INTERNATIONAL is expected to outperform it.
MONITRONICS INTERNATIONAL Book Value per Share is fairly stable at the moment as compared to the past year. MONITRONICS INTERNATIONAL reported Book Value per Share of 13.96 in 2021. Enterprise Value over EBIT is likely to rise to 2,229 in 2022, whereas Tangible Assets Book Value per Share are likely to drop 67.34 in 2022.
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.

Enterprise Value

5.29 Billion

MONITRONICS INTERNATIONAL Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. MONITRONICS INTERNATIONAL market risk premium is the additional return an investor will receive from holding MONITRONICS INTERNATIONAL 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 MONITRONICS INTERNATIONAL. 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 MONITRONICS INTERNATIONAL's performance over market.
α0.65   β-2.2
90 days against DJI

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

MONITRONICS INTERNATIONAL Market Price Analysis

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

MONITRONICS INTERNATIONAL Return and Market Media

The median price of MONITRONICS INTERNATIONAL for the period between Thu, Apr 7, 2022 and Wed, Jul 6, 2022 is 0.25 with a coefficient of variation of 102.23. The daily time series for the period is distributed with a sample standard deviation of 0.97, arithmetic mean of 0.95, and mean deviation of 0.9. The Stock received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
Home Security System Market - 34 percent of Growth to Origin...05/03/2022

About MONITRONICS INTERNATIONAL 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 MONITRONICS INTERNATIONAL 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.
 2014 2015 2021 2022 (projected)
PPandE Turnover4.12.192.522.59
Long Term Debt to Equity2.02.73.12.86

MONITRONICS INTERNATIONAL Upcoming Company Events

As portrayed in its financial statements, the presentation of MONITRONICS INTERNATIONAL's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, MONITRONICS INTERNATIONAL's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of MONITRONICS INTERNATIONAL's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of MONITRONICS INTERNATIONAL. Please utilize our Beneish M Score to check the likelihood of MONITRONICS INTERNATIONAL's management manipulating its earnings.
Upcoming Quarterly Report30th of December 2021
Next Fiscal Quarter End30th of September 2021

Build Portfolio with MONITRONICS INTERNATIONAL

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, take a look at MONITRONICS INTERNATIONAL Backtesting, MONITRONICS INTERNATIONAL Valuation, MONITRONICS INTERNATIONAL Correlation, MONITRONICS INTERNATIONAL Hype Analysis, MONITRONICS INTERNATIONAL Volatility, MONITRONICS INTERNATIONAL History and analyze MONITRONICS INTERNATIONAL Performance. Note that the MONITRONICS INTERNATIONAL information on this page should be used as a complementary analysis to other MONITRONICS INTERNATIONAL'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 Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.

Complementary Tools for MONITRONICS OTC Stock analysis

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