Magnachip Semiconductor Stock Alpha and Beta Analysis
| MX Stock | USD 3.65 0.17 4.45% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as MagnaChip Semiconductor. It also helps investors analyze the systematic and unsystematic risks associated with investing in MagnaChip Semiconductor over a specified time horizon. Remember, high MagnaChip Semiconductor'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 MagnaChip Semiconductor's market risk premium analysis include:
Beta 0.58 | Alpha (0.12) | Risk 3.22 | Sharpe Ratio (0.04) | Expected Return (0.12) |
MagnaChip Semiconductor Quarterly Cash And Equivalents |
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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.
MagnaChip |
MagnaChip Semiconductor Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. MagnaChip Semiconductor market risk premium is the additional return an investor will receive from holding MagnaChip Semiconductor 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 MagnaChip Semiconductor. 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 MagnaChip Semiconductor's performance over market.| α | -0.12 | β | 0.58 |
MagnaChip Semiconductor 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 MagnaChip Semiconductor's Buy-and-hold return. Our buy-and-hold chart shows how MagnaChip Semiconductor performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.MagnaChip Semiconductor Market Price Analysis
Market price analysis indicators help investors to evaluate how MagnaChip Semiconductor stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading MagnaChip Semiconductor shares will generate the highest return on investment. By understating and applying MagnaChip Semiconductor stock market price indicators, traders can identify MagnaChip Semiconductor position entry and exit signals to maximize returns.
MagnaChip Semiconductor Return and Market Media
The median price of MagnaChip Semiconductor for the period between Sat, Dec 14, 2024 and Fri, Mar 14, 2025 is 4.15 with a coefficient of variation of 7.52. The daily time series for the period is distributed with a sample standard deviation of 0.32, arithmetic mean of 4.23, and mean deviation of 0.26. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 4729 shares by Yang Jinseok of MagnaChip Semiconductor at 4.02 subject to Rule 16b-3 | 12/31/2024 |
2 | Disposition of 12225 shares by Shin Park of MagnaChip Semiconductor at 4.02 subject to Rule 16b-3 | 01/03/2025 |
3 | Disposition of 2877 shares by SeungHoon Lee of MagnaChip Semiconductor at 4.02 subject to Rule 16b-3 | 01/08/2025 |
4 | Disposition of 1645 shares by SeungHoon Lee of MagnaChip Semiconductor at 4.02 subject to Rule 16b-3 | 01/15/2025 |
5 | Disposition of tradable shares by SeungHoon Lee of MagnaChip Semiconductor subject to Rule 16b-3 | 01/31/2025 |
6 | MA-Com Q1 Earnings and Revenues Surpass Estimates | 02/06/2025 |
7 | Magnachip to Announce Fourth Quarter 2024 Financial Results on March 12, 2025 and Host Sell-Side Analyst Briefing the Same Day | 02/10/2025 |
8 | Clearline Capital LP Expands Stake in MagnaChip Semiconductor Corp | 02/13/2025 |
9 | Disposition of 12935 shares by SeungHoon Lee of MagnaChip Semiconductor at 7.64 subject to Rule 16b-3 | 02/18/2025 |
10 | Analog Devices Tops Q1 Earnings and Revenue Estimates | 02/19/2025 |
11 | Magnachip Semiconductor adds US19m to market cap in the past 7 days, though investors from three years ago are still down 72 | 02/25/2025 |
12 | Disposition of 3176 shares by SeungHoon Lee of MagnaChip Semiconductor at 4.54 subject to Rule 16b-3 | 02/28/2025 |
13 | Montral Exchange Announces Options on 10 CIBC Canadian Depositary Receipts | 03/03/2025 |
14 | MX Delivers Immediate Results and Deposit Growth for Global Credit Union | 03/06/2025 |
15 | Magnachip Semiconductor Expected to Announce Quarterly Earnings on Wednesday | 03/11/2025 |
16 | Magnachip Semiconductor Corporation Q4 2024 Earnings Call Transcript | 03/13/2025 |
About MagnaChip Semiconductor 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 MagnaChip or other stocks. Alpha measures the amount that position in MagnaChip Semiconductor 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.
| 2022 | 2023 | 2024 | 2025 (projected) | Current Ratio | 7.15 | 5.23 | 4.71 | 4.95 | Intangibles To Total Assets | 0.003736 | 0.003655 | 0.004204 | 0.003993 |
MagnaChip Semiconductor Upcoming Company Events
As portrayed in its financial statements, the presentation of MagnaChip Semiconductor's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, MagnaChip Semiconductor's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of MagnaChip Semiconductor's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of MagnaChip Semiconductor. Please utilize our Beneish M Score to check the likelihood of MagnaChip Semiconductor's management manipulating its earnings.
| 15th of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 15th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Additional Tools for MagnaChip Stock Analysis
When running MagnaChip Semiconductor's price analysis, check to measure MagnaChip Semiconductor'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 MagnaChip Semiconductor is operating at the current time. Most of MagnaChip Semiconductor's value examination focuses on studying past and present price action to predict the probability of MagnaChip Semiconductor's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MagnaChip Semiconductor's price. Additionally, you may evaluate how the addition of MagnaChip Semiconductor to your portfolios can decrease your overall portfolio volatility.