MGI Digital (France) Alpha and Beta Analysis
| ALMDG Stock | EUR 15.76 0.14 0.88% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as MGI Digital. It also helps investors analyze the systematic and unsystematic risks associated with investing in MGI Digital over a specified time horizon. Remember, high MGI Digital'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 MGI Digital's market risk premium analysis include:
Beta (0.40) | Alpha 0.0649 | Risk 2.1 | Sharpe Ratio 0.12 | Expected Return 0.24 |
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.
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MGI Digital Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. MGI Digital market risk premium is the additional return an investor will receive from holding MGI Digital 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 MGI Digital. 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 MGI Digital's performance over market.| α | 0.06 | β | -0.4 |
MGI Digital 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 MGI Digital's Buy-and-hold return. Our buy-and-hold chart shows how MGI Digital performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.MGI Digital Market Price Analysis
Market price analysis indicators help investors to evaluate how MGI Digital stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading MGI Digital shares will generate the highest return on investment. By understating and applying MGI Digital stock market price indicators, traders can identify MGI Digital position entry and exit signals to maximize returns.
MGI Digital Return and Market Media
The median price of MGI Digital for the period between Sun, Dec 1, 2024 and Sat, Mar 1, 2025 is 15.44 with a coefficient of variation of 3.75. The daily time series for the period is distributed with a sample standard deviation of 0.58, arithmetic mean of 15.38, and mean deviation of 0.46. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About MGI Digital 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 MGI or other stocks. Alpha measures the amount that position in MGI Digital 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 MGI Digital 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, MGI Digital's short interest history, or implied volatility extrapolated from MGI Digital options trading.
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Additional Tools for MGI Stock Analysis
When running MGI Digital's price analysis, check to measure MGI Digital'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 MGI Digital is operating at the current time. Most of MGI Digital's value examination focuses on studying past and present price action to predict the probability of MGI Digital's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MGI Digital's price. Additionally, you may evaluate how the addition of MGI Digital to your portfolios can decrease your overall portfolio volatility.