MGP Ingredients (Germany) Performance
| M1I Stock | 38.40 0.00 0.00% |
The company secures a Beta (Market Risk) of -0.39, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning MGP Ingredients are expected to decrease at a much lower rate. During the bear market, MGP Ingredients is likely to outperform the market. At this point, MGP Ingredients has a negative expected return of -0.99%. Please make sure to verify MGP Ingredients' jensen alpha, potential upside, as well as the relationship between the Potential Upside and rate of daily change , to decide if MGP Ingredients performance from the past will be repeated at future time.
Risk-Adjusted Performance
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Over the last 90 days MGP Ingredients has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of fragile performance in the last few months, the Stock's basic indicators remain comparatively stable which may send shares a bit higher in January 2025. The newest uproar may also be a sign of mid-term up-swing for the firm private investors. ...more
| Begin Period Cash Flow | 21.6 M |
MGP |
MGP Ingredients Relative Risk vs. Return Landscape
If you would invest 7,481 in MGP Ingredients on October 1, 2024 and sell it today you would lose (3,641) from holding MGP Ingredients or give up 48.67% of portfolio value over 90 days. MGP Ingredients is generating negative expected returns and assumes 3.9671% volatility on return distribution over the 90 days horizon. Simply put, 35% of stocks are less volatile than MGP, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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MGP Ingredients Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for MGP Ingredients' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as MGP Ingredients, and traders can use it to determine the average amount a MGP Ingredients' price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.2483
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| Negative Returns | M1I |
Estimated Market Risk
| 3.97 actual daily | 35 65% of assets are more volatile |
Expected Return
| -0.99 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.25 actual daily | 0 Most of other assets perform better |
Based on monthly moving average MGP Ingredients is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of MGP Ingredients by adding MGP Ingredients to a well-diversified portfolio.
MGP Ingredients Fundamentals Growth
MGP Stock prices reflect investors' perceptions of the future prospects and financial health of MGP Ingredients, and MGP Ingredients fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on MGP Stock performance.
| Return On Equity | 0.16 | |||
| Return On Asset | 0.0847 | |||
| Profit Margin | 0.14 % | |||
| Operating Margin | 0.19 % | |||
| Current Valuation | 2.61 B | |||
| Shares Outstanding | 22 M | |||
| Price To Book | 3.46 X | |||
| Price To Sales | 2.99 X | |||
| Revenue | 782.36 M | |||
| EBITDA | 167.08 M | |||
| Total Debt | 224.74 M | |||
| Book Value Per Share | 33.95 X | |||
| Cash Flow From Operations | 88.94 M | |||
| Earnings Per Share | 4.63 X | |||
| Total Asset | 1.16 B | |||
About MGP Ingredients Performance
Assessing MGP Ingredients' fundamental ratios provides investors with valuable insights into MGP Ingredients' financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the MGP Ingredients is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
Things to note about MGP Ingredients performance evaluation
Checking the ongoing alerts about MGP Ingredients for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for MGP Ingredients help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| MGP Ingredients generated a negative expected return over the last 90 days | |
| MGP Ingredients has high historical volatility and very poor performance | |
| Over 82.0% of the company shares are owned by institutional investors |
- Analyzing MGP Ingredients' financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether MGP Ingredients' stock is overvalued or undervalued compared to its peers.
- Examining MGP Ingredients' industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating MGP Ingredients' management team can have a significant impact on its success or failure. Reviewing the track record and experience of MGP Ingredients' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of MGP Ingredients' stock. These opinions can provide insight into MGP Ingredients' potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for MGP Stock Analysis
When running MGP Ingredients' price analysis, check to measure MGP Ingredients' 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 MGP Ingredients is operating at the current time. Most of MGP Ingredients' value examination focuses on studying past and present price action to predict the probability of MGP Ingredients' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MGP Ingredients' price. Additionally, you may evaluate how the addition of MGP Ingredients to your portfolios can decrease your overall portfolio volatility.