Masco Stock Alpha and Beta Analysis
| MAS Stock | USD 70.31 1.10 1.59% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Masco. It also helps investors analyze the systematic and unsystematic risks associated with investing in Masco over a specified time horizon. Remember, high Masco'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 Masco's market risk premium analysis include:
Beta 0.97 | Alpha (0.08) | Risk 1.56 | Sharpe Ratio (0.1) | Expected Return (0.15) |
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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.
Masco |
Masco Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Masco market risk premium is the additional return an investor will receive from holding Masco 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 Masco. 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 Masco's performance over market.| α | -0.08 | β | 0.97 |
Masco 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 Masco's Buy-and-hold return. Our buy-and-hold chart shows how Masco performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Masco Market Price Analysis
Market price analysis indicators help investors to evaluate how Masco stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Masco shares will generate the highest return on investment. By understating and applying Masco stock market price indicators, traders can identify Masco position entry and exit signals to maximize returns.
Masco Return and Market Media
The median price of Masco for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 76.27 with a coefficient of variation of 3.86. The daily time series for the period is distributed with a sample standard deviation of 2.93, arithmetic mean of 75.84, and mean deviation of 2.5. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Advanced Drainage Systems Misses Q3 Earnings Estimates | 02/06/2025 |
2 | Masco Non-GAAP EPS of 0.89 beats by 0.02, revenue of 1.83B misses by 10M | 02/11/2025 |
3 | How Is Masco Corporation Expanding Its Market Presence | 02/18/2025 |
4 | Disposition of 21723 shares by Keith Allman of Masco at 76.36 subject to Rule 16b-3 | 02/26/2025 |
5 | Insider Trading | 02/27/2025 |
6 | Masco Corporation Appoints New Vice President, Controller, and Chief Accounting Officer | 02/28/2025 |
7 | How Is Masco Navigating Market and Stakeholder Changes | 03/04/2025 |
8 | Masco CEO Keith Allman to retire, Jonathon Nudi to succeed | 03/06/2025 |
9 | Disposition of 20172 shares by Mark Alexander of Masco at 74.0313 subject to Rule 16b-3 | 03/07/2025 |
| Masco dividend paid on 10th of March 2025 | 03/10/2025 |
10 | Bank of America says building material manufacturers first instinct to Trumps tariffs has been to hike prices | 03/12/2025 |
About Masco 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 Masco or other stocks. Alpha measures the amount that position in Masco 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 (projected) | Dividend Yield | 0.0239 | 0.0171 | 0.0163 | Price To Sales Ratio | 1.24 | 1.89 | 2.0 |
Masco Upcoming Company Events
As portrayed in its financial statements, the presentation of Masco's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Masco's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Masco's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Masco. Please utilize our Beneish M Score to check the likelihood of Masco's management manipulating its earnings.
| 8th of February 2024 Upcoming Quarterly Report | View | |
| 24th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 8th 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 Masco Stock Analysis
When running Masco's price analysis, check to measure Masco'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 Masco is operating at the current time. Most of Masco's value examination focuses on studying past and present price action to predict the probability of Masco's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Masco's price. Additionally, you may evaluate how the addition of Masco to your portfolios can decrease your overall portfolio volatility.