Mexco Energy Stock Alpha and Beta Analysis
| MXC Stock | USD 11.75 0.14 1.18% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Mexco Energy. It also helps investors analyze the systematic and unsystematic risks associated with investing in Mexco Energy over a specified time horizon. Remember, high Mexco Energy'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. Key technical indicators related to Mexco Energy's market risk premium analysis include:
Beta (1.32) | Alpha 0.33 | Risk 4.58 | Sharpe Ratio 0.0392 | Expected Return 0.18 |
Mexco Energy Quarterly Cash And Equivalents |
|
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.
Mexco |
Mexco Energy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Mexco Energy market risk premium is the additional return an investor will receive from holding Mexco Energy 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 Mexco Energy. 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 Mexco Energy's performance over market.| α | 0.33 | β | -1.32 |
Mexco Energy 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 Mexco Energy's Buy-and-hold return. Our buy-and-hold chart shows how Mexco Energy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Mexco Energy Market Price Analysis
Market price analysis indicators help investors to evaluate how Mexco Energy stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Mexco Energy shares will generate the highest return on investment. By understating and applying Mexco Energy stock market price indicators, traders can identify Mexco Energy position entry and exit signals to maximize returns.
Mexco Energy Return and Market Media
The median price of Mexco Energy for the period between Sat, Aug 3, 2024 and Fri, Nov 1, 2024 is 12.03 with a coefficient of variation of 6.44. The daily time series for the period is distributed with a sample standard deviation of 0.78, arithmetic mean of 12.12, and mean deviation of 0.64. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Mexco Energy GAAP EPS of 0.14, revenue of 1.73M | 08/09/2024 |
2 | Mexco Energy Corp shareholders elect directors, ratify auditor - Investing.com | 09/13/2024 |
3 | Acquisition by Mccomic Tammy of 25000 shares of Mexco Energy at 18.05 subject to Rule 16b-3 | 09/19/2024 |
4 | MedXpress Connect renueva su marca a MXC Logistics, ampliando los servicios de logstica de atencin mdica | 09/30/2024 |
5 | MXC Logistics Launches Paid Internship Program for College Students | 10/01/2024 |
6 | Mexco Energy Coverage Initiated at StockNews.com | 10/08/2024 |
7 | Acquisition by Mccomic Tammy of 3000 shares of Mexco Energy at 5.98 subject to Rule 16b-3 | 10/21/2024 |
8 | MXC Price Hits 0.0066 on Top Exchanges | 10/22/2024 |
9 | MXC Logistics Announces October Employees of the Month for Outstanding Performance | 10/25/2024 |
About Mexco Energy 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 Mexco or other stocks. Alpha measures the amount that position in Mexco Energy 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.007771 | 0.006907 | Price To Sales Ratio | 3.75 | 4.57 |
Mexco Energy Upcoming Company Events
As portrayed in its financial statements, the presentation of Mexco Energy's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Mexco Energy's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Mexco Energy's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Mexco Energy. Please utilize our Beneish M Score to check the likelihood of Mexco Energy's management manipulating its earnings.
| 9th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Mexco Energy
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 Mexco Energy Backtesting, Mexco Energy Valuation, Mexco Energy Correlation, Mexco Energy Hype Analysis, Mexco Energy Volatility, Mexco Energy History and analyze Mexco Energy Performance. For information on how to trade Mexco Stock refer to our How to Trade Mexco Stock guide.You can also try the Crypto Correlations module to use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins.
Mexco Energy 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.