MG Credit (UK) Alpha and Beta Analysis
| MGCI Stock | 96.90 0.30 0.31% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as MG Credit Income. It also helps investors analyze the systematic and unsystematic risks associated with investing in MG Credit over a specified time horizon. Remember, high MG Credit'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 MG Credit's market risk premium analysis include:
Beta 0.063 | Alpha 0.0182 | Risk 1.27 | Sharpe Ratio 0.0305 | Expected Return 0.0386 |
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.
MGCI |
MG Credit Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. MG Credit market risk premium is the additional return an investor will receive from holding MG Credit 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 MG Credit. 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 MG Credit's performance over market.| α | 0.02 | β | 0.06 |
MG Credit 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 MG Credit's Buy-and-hold return. Our buy-and-hold chart shows how MG Credit performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.MG Credit Market Price Analysis
Market price analysis indicators help investors to evaluate how MG Credit stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading MG Credit shares will generate the highest return on investment. By understating and applying MG Credit stock market price indicators, traders can identify MG Credit position entry and exit signals to maximize returns.
MG Credit Return and Market Media
The median price of MG Credit for the period between Tue, Oct 8, 2024 and Mon, Jan 6, 2025 is 95.8 with a coefficient of variation of 1.22. The daily time series for the period is distributed with a sample standard deviation of 1.17, arithmetic mean of 95.75, and mean deviation of 0.87. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | MG Credit Income Trust Updates Voting Rights - TipRanks | 11/06/2024 |
| MG Credit dividend paid on 22nd of November 2024 | 11/22/2024 |
2 | MG Credit Income Boosts Share Issuance to Meet Demand - TipRanks | 11/27/2024 |
3 | MG Credit Income Investment Trust Expands Equity to Meet Demand - TipRanks | 12/12/2024 |
About MG Credit 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 MGCI or other stocks. Alpha measures the amount that position in MG Credit Income 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 MG Credit 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, MG Credit's short interest history, or implied volatility extrapolated from MG Credit options trading.
Build Portfolio with MG Credit
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
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Additional Tools for MGCI Stock Analysis
When running MG Credit's price analysis, check to measure MG Credit'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 MG Credit is operating at the current time. Most of MG Credit's value examination focuses on studying past and present price action to predict the probability of MG Credit's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MG Credit's price. Additionally, you may evaluate how the addition of MG Credit to your portfolios can decrease your overall portfolio volatility.