Minerals Technologies (Germany) Alpha and Beta Analysis
| MNK Stock | EUR 61.00 1.00 1.61% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Minerals Technologies. It also helps investors analyze the systematic and unsystematic risks associated with investing in Minerals Technologies over a specified time horizon. Remember, high Minerals Technologies' 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 Minerals Technologies' market risk premium analysis include:
Beta (0.01) | Alpha (0.35) | Risk 1.54 | Sharpe Ratio (0.20) | Expected Return (0.31) |
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.
Minerals |
Minerals Technologies Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Minerals Technologies market risk premium is the additional return an investor will receive from holding Minerals Technologies 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 Minerals Technologies. 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 Minerals Technologies' performance over market.| α | -0.35 | β | -0.01 |
Minerals Technologies 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 Minerals Technologies' Buy-and-hold return. Our buy-and-hold chart shows how Minerals Technologies performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Minerals Technologies Market Price Analysis
Market price analysis indicators help investors to evaluate how Minerals Technologies stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Minerals Technologies shares will generate the highest return on investment. By understating and applying Minerals Technologies stock market price indicators, traders can identify Minerals Technologies position entry and exit signals to maximize returns.
Minerals Technologies Return and Market Media
The median price of Minerals Technologies for the period between Fri, Dec 13, 2024 and Thu, Mar 13, 2025 is 72.39 with a coefficient of variation of 5.11. The daily time series for the period is distributed with a sample standard deviation of 3.62, arithmetic mean of 70.87, and mean deviation of 2.87. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Minerals Technologies 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 Minerals or other stocks. Alpha measures the amount that position in Minerals Technologies 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.
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 Minerals Technologies 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, Minerals Technologies' short interest history, or implied volatility extrapolated from Minerals Technologies options trading.
Build Portfolio with Minerals Technologies
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
Additional Information and Resources on Investing in Minerals Stock
When determining whether Minerals Technologies offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Minerals Technologies' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Minerals Technologies Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Minerals Technologies Stock:Check out Minerals Technologies Backtesting, Minerals Technologies Valuation, Minerals Technologies Correlation, Minerals Technologies Hype Analysis, Minerals Technologies Volatility, Minerals Technologies History and analyze Minerals Technologies Performance. For more detail on how to invest in Minerals Stock please use our How to Invest in Minerals Technologies guide.You can also try the Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
Minerals Technologies 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.