Mf International Limited Stock Alpha and Beta Analysis
| MFI Stock | 0.75 0.01 1.32% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as mF International Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in MF International over a specified time horizon. Remember, high MF 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. Key technical indicators related to MF International's market risk premium analysis include:
Beta (0.03) | Alpha 0.27 | Risk 6.12 | Sharpe Ratio 0.0299 | Expected Return 0.18 |
Enterprise Value |
|
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.
MFI |
MF International Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. MF International market risk premium is the additional return an investor will receive from holding MF 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 MF 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 MF International's performance over market.| α | 0.27 | β | -0.03 |
MF 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 MF International's Buy-and-hold return. Our buy-and-hold chart shows how MF International performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.MF International Market Price Analysis
Market price analysis indicators help investors to evaluate how MF International stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading MF International shares will generate the highest return on investment. By understating and applying MF International stock market price indicators, traders can identify MF International position entry and exit signals to maximize returns.
MF International Return and Market Media
The median price of MF International for the period between Wed, Sep 18, 2024 and Tue, Dec 17, 2024 is 0.78 with a coefficient of variation of 11.11. The daily time series for the period is distributed with a sample standard deviation of 0.09, arithmetic mean of 0.8, and mean deviation of 0.07. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | mF International Limited Announces First Six Months of Fiscal Year 2024 Financial Results | 10/16/2024 |
2 | Acquisition by Zakon Alan J of 5047 shares of MF International at 3.17 subject to Rule 16b-3 | 12/04/2024 |
3 | Acquisition by Everets John of 5464 shares of MF International subject to Rule 16b-3 | 12/09/2024 |
About MF 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 financial instruments including MFI or other stocks. Alpha measures the amount that position in mF 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.004794 | 0.005033 | Price To Sales Ratio | 34.78 | 33.04 |
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 MF International 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, MF International's short interest history, or implied volatility extrapolated from MF International options trading.
Build Portfolio with MF 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.Build Diversified Portfolios
Align your risk with return expectations
Check out MF International Backtesting, MF International Valuation, MF International Correlation, MF International Hype Analysis, MF International Volatility, MF International History and analyze MF International Performance. You can also try the Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.
MF International 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.