Mdu Resources Group Stock Alpha and Beta Analysis
| MDU Stock | USD 20.05 0.11 0.55% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as MDU Resources Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in MDU Resources over a specified time horizon. Remember, high MDU Resources' 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 MDU Resources' market risk premium analysis include:
Beta 1.2 | Alpha 0.44 | Risk 2.2 | Sharpe Ratio 0.26 | Expected Return 0.58 |
MDU Resources 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.
MDU |
MDU Resources Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. MDU Resources market risk premium is the additional return an investor will receive from holding MDU Resources 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 MDU Resources. 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 MDU Resources' performance over market.| α | 0.44 | β | 1.20 |
MDU Resources 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 MDU Resources' Buy-and-hold return. Our buy-and-hold chart shows how MDU Resources performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.MDU Resources Market Price Analysis
Market price analysis indicators help investors to evaluate how MDU Resources stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading MDU Resources shares will generate the highest return on investment. By understating and applying MDU Resources stock market price indicators, traders can identify MDU Resources position entry and exit signals to maximize returns.
MDU Resources Return and Market Media
The median price of MDU Resources for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 15.57 with a coefficient of variation of 10.87. The daily time series for the period is distributed with a sample standard deviation of 1.73, arithmetic mean of 15.9, and mean deviation of 1.34. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| MDU Resources dividend paid on 12th of September 2024 | 09/12/2024 |
| MDU Resources dividend paid on 1st of October 2024 | 10/01/2024 |
1 | Everus Construction Group Holding Investor and Analyst Information Event Today at NYSE | 10/17/2024 |
2 | Acquisition by David Sparby of 370 shares of MDU Resources subject to Rule 16b-3 | 10/31/2024 |
3 | MDU Resources Group Sees Strong Trading Volume Should You Buy | 11/04/2024 |
4 | MDU Resources Non-GAAP EPS of 0.32 beats by 0.11, revenue of 1.05B beats by 50M | 11/07/2024 |
5 | MDU Resources Group Inc Q3 2024 Earnings Call Highlights Strategic Growth Amidst ... | 11/08/2024 |
6 | MDU Resources Announces Quarterly Dividend on Common Stock | 11/14/2024 |
7 | Insider Trading | 11/15/2024 |
8 | MDU Resources Group Announces Increased Capital Investment Plan for 2025-2029 | 11/21/2024 |
9 | MDU Resources Group Inc Stock Price Up 3.32 percent on Nov 22 | 11/22/2024 |
10 | Everus Construction adopts new severance plan for executives | 11/25/2024 |
About MDU Resources 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 MDU or other stocks. Alpha measures the amount that position in MDU Resources Group 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 | 0.0755 | 0.0723 | 0.0927 | Price To Sales Ratio | 0.34 | 0.48 | 0.46 |
MDU Resources Upcoming Company Events
As portrayed in its financial statements, the presentation of MDU Resources' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, MDU Resources' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of MDU Resources' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of MDU Resources. Please utilize our Beneish M Score to check the likelihood of MDU Resources' management manipulating its earnings.
| 8th of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 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 |
Build Portfolio with MDU Resources
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Additional Tools for MDU Stock Analysis
When running MDU Resources' price analysis, check to measure MDU Resources' 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 MDU Resources is operating at the current time. Most of MDU Resources' value examination focuses on studying past and present price action to predict the probability of MDU Resources' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MDU Resources' price. Additionally, you may evaluate how the addition of MDU Resources to your portfolios can decrease your overall portfolio volatility.