Mercury Systems Stock Alpha and Beta Analysis
| MRCY Stock | USD 29.09 0.01 0.03% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Mercury Systems. It also helps investors analyze the systematic and unsystematic risks associated with investing in Mercury Systems over a specified time horizon. Remember, high Mercury Systems' 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. Key technical indicators related to Mercury Systems' market risk premium analysis include:
Beta 1.04 | Alpha (0.16) | Risk 2.91 | Sharpe Ratio 0.0036 | Expected Return 0.0103 |
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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.
Mercury |
Mercury Systems Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Mercury Systems market risk premium is the additional return an investor will receive from holding Mercury Systems 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 Mercury Systems. 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 Mercury Systems' performance over market.| α | -0.16 | β | 1.04 |
Mercury Systems 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 Mercury Systems' Buy-and-hold return. Our buy-and-hold chart shows how Mercury Systems performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Mercury Systems Market Price Analysis
Market price analysis indicators help investors to evaluate how Mercury Systems stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Mercury Systems shares will generate the highest return on investment. By understating and applying Mercury Systems stock market price indicators, traders can identify Mercury Systems position entry and exit signals to maximize returns.
Mercury Systems Return and Market Media
The median price of Mercury Systems for the period between Wed, Jan 31, 2024 and Tue, Apr 30, 2024 is 29.08 with a coefficient of variation of 4.0. The daily time series for the period is distributed with a sample standard deviation of 1.16, arithmetic mean of 29.08, and mean deviation of 0.96. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Mercury Systems, Inc. Sued for Securities Law Violations Investors Should Contact Levi Korsinsky Before February 12, 2024 to Discuss Your Rights - MRCY | 02/09/2024 |
2 | FINAL DEADLINE TODAY The Schall Law Firm Encourages Investors in Mercury Systems, Inc. with Losses of 100,000 to Contact the Firm | 02/12/2024 |
3 | Disposition of 129 shares by Steve Ratner of Mercury Systems at 28.75 subject to Rule 16b-3 | 02/20/2024 |
4 | Mercury Systems secures 243M U.S. Navy contract | 02/29/2024 |
5 | Mercury Systems and Lockheed Martin to Advance Defense Manufacturing Capabilities in Switzerland | 03/21/2024 |
6 | Eclipses make the suns gravitational light bending visible | 04/03/2024 |
7 | L3Harris Selects Mercury to Provide Solid-State Data Recorders for SDAs Tranche 2 Tracking Layer Satellites | 04/10/2024 |
8 | Mercury May Once Have Been As Large As Earth, Says Scientist | 04/15/2024 |
9 | Mercury Expands Into Consumer Banking With Mercury Personal | 04/17/2024 |
10 | BlueHalo Awards Mercury Production Agreement to Provide Digital Signal Processing Hardware for U.S. Space Force Satellite Control System | 04/18/2024 |
11 | Mercury Auto Transport Continues to Steer with its Global Expansion Via Strategic Alliance and Tapping into New Markets | 04/23/2024 |
About Mercury Systems 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 Mercury or other stocks. Alpha measures the amount that position in Mercury Systems 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 | 2022 | 2023 | 2024 (projected) | Days Sales Outstanding | 165.42 | 190.13 | 171.11 | 179.67 | PTB Ratio | 2.31 | 1.25 | 1.44 | 2.65 |
Mercury Systems Upcoming Company Events
As portrayed in its financial statements, the presentation of Mercury Systems' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Mercury Systems' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Mercury Systems' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Mercury Systems. Please utilize our Beneish M Score to check the likelihood of Mercury Systems' management manipulating its earnings.
| 6th of February 2024 Upcoming Quarterly Report | View | |
| 7th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 20th of August 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of June 2023 Last Financial Announcement | View |
Build Portfolio with Mercury Systems
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
Check out Mercury Systems Backtesting, Mercury Systems Valuation, Mercury Systems Correlation, Mercury Systems Hype Analysis, Mercury Systems Volatility, Mercury Systems History and analyze Mercury Systems Performance. For more information on how to buy Mercury Stock please use our How to Invest in Mercury Systems guide.Note that the Mercury Systems information on this page should be used as a complementary analysis to other Mercury Systems' 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 the Premium Stories module to follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.
Complementary Tools for Mercury Stock analysis
When running Mercury Systems' price analysis, check to measure Mercury Systems' 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 Mercury Systems is operating at the current time. Most of Mercury Systems' value examination focuses on studying past and present price action to predict the probability of Mercury Systems' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mercury Systems' price. Additionally, you may evaluate how the addition of Mercury Systems to your portfolios can decrease your overall portfolio volatility.
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Mercury Systems 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.