Mondelez International Stock Alpha and Beta Analysis
| MDLZ Stock | USD 64.31 0.38 0.59% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Mondelez International. It also helps investors analyze the systematic and unsystematic risks associated with investing in Mondelez International over a specified time horizon. Remember, high Mondelez 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 Mondelez International's market risk premium analysis include:
Beta 0.0869 | Alpha 0.0612 | Risk 1.6 | Sharpe Ratio 0.063 | Expected Return 0.1 |
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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.
Mondelez |
Mondelez International Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Mondelez International market risk premium is the additional return an investor will receive from holding Mondelez 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 Mondelez 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 Mondelez International's performance over market.| α | 0.06 | β | 0.09 |
Mondelez 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 Mondelez International's Buy-and-hold return. Our buy-and-hold chart shows how Mondelez International performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Mondelez International Market Price Analysis
Market price analysis indicators help investors to evaluate how Mondelez 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 Mondelez International shares will generate the highest return on investment. By understating and applying Mondelez International stock market price indicators, traders can identify Mondelez International position entry and exit signals to maximize returns.
Mondelez International Return and Market Media
The median price of Mondelez International for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 59.73 with a coefficient of variation of 5.42. The daily time series for the period is distributed with a sample standard deviation of 3.29, arithmetic mean of 60.63, and mean deviation of 2.71. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Michael Call of 15130 shares of Mondelez International subject to Rule 16b-3 | 01/02/2025 |
| Mondelez International dividend paid on 14th of January 2025 | 01/14/2025 |
2 | Mondelz International Showcases Continued Progress on Sustainable Growth, Highlights Attractive Cakes and Pastries Opportunities at 2025 CAGNY Conference | 02/18/2025 |
3 | Trumps tariffs how can food and drinks companies respond | 02/20/2025 |
4 | National Pension Service Acquires 197,115 Shares of Mondelez International, Inc. | 02/27/2025 |
5 | Mondelz Internationals SnackFutures Ventures to Unveil Top Trends Shaping the Future of Snacking | 03/04/2025 |
6 | Victory Capital Management Inc. Purchases 21,865 Shares of Mondelez International, Inc. | 03/06/2025 |
7 | Vanguard Group Incs Strategic Acquisition of Mondelez International Shares | 03/07/2025 |
8 | Disposition of 22830 shares by Vinzenz Gruber of Mondelez International at .7 subject to Rule 16b-3 | 03/11/2025 |
9 | Lotus Bakeries signs ice-cream deal with Froneri | 03/13/2025 |
About Mondelez 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 Mondelez or other stocks. Alpha measures the amount that position in Mondelez 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.
| 2022 | 2023 | 2024 | 2025 (projected) | Dividend Yield | 0.0216 | 0.0219 | 0.0292 | 0.0356 | Price To Sales Ratio | 2.92 | 2.74 | 2.21 | 1.36 |
Mondelez International Upcoming Company Events
As portrayed in its financial statements, the presentation of Mondelez International's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Mondelez International's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Mondelez International's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Mondelez International. Please utilize our Beneish M Score to check the likelihood of Mondelez International's management manipulating its earnings.
| 30th of January 2024 Upcoming Quarterly Report | View | |
| 25th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 30th of January 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 Mondelez Stock Analysis
When running Mondelez International's price analysis, check to measure Mondelez International'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 Mondelez International is operating at the current time. Most of Mondelez International's value examination focuses on studying past and present price action to predict the probability of Mondelez International's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mondelez International's price. Additionally, you may evaluate how the addition of Mondelez International to your portfolios can decrease your overall portfolio volatility.