Mgm Resorts International Stock Alpha and Beta Analysis
| MGM Stock | USD 35.52 0.85 2.34% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as MGM Resorts International. It also helps investors analyze the systematic and unsystematic risks associated with investing in MGM Resorts over a specified time horizon. Remember, high MGM Resorts' 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 MGM Resorts' market risk premium analysis include:
Beta 1.06 | Alpha (0.05) | Risk 2.87 | Sharpe Ratio (0.03) | Expected Return (0.09) |
MGM Resorts 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.
MGM |
MGM Resorts Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. MGM Resorts market risk premium is the additional return an investor will receive from holding MGM Resorts 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 MGM Resorts. 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 MGM Resorts' performance over market.| α | -0.05 | β | 1.06 |
MGM Resorts 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 MGM Resorts' Buy-and-hold return. Our buy-and-hold chart shows how MGM Resorts performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.MGM Resorts Market Price Analysis
Market price analysis indicators help investors to evaluate how MGM Resorts stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading MGM Resorts shares will generate the highest return on investment. By understating and applying MGM Resorts stock market price indicators, traders can identify MGM Resorts position entry and exit signals to maximize returns.
MGM Resorts Return and Market Media
The median price of MGM Resorts for the period between Thu, Nov 28, 2024 and Wed, Feb 26, 2025 is 34.65 with a coefficient of variation of 5.71. The daily time series for the period is distributed with a sample standard deviation of 2.02, arithmetic mean of 35.35, and mean deviation of 1.75. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 15005 shares by Gary Fritz of MGM Resorts subject to Rule 16b-3 | 11/29/2024 |
2 | Acquisition by Mckinney-james Rose of tradable shares of MGM Resorts subject to Rule 16b-3 | 12/31/2024 |
3 | Disposition of 7690 shares by Jonathan Halkyard of MGM Resorts subject to Rule 16b-3 | 01/31/2025 |
4 | Analysis-Thailands big casino gamble hangs on fine print of regulations | 02/11/2025 |
5 | Why Are MGM Resorts Shares Soaring Today | 02/13/2025 |
6 | Is MGM Resorts International Set to Underperform Analyzing the Factors Limiting Growth | 02/18/2025 |
7 | Si su Informacin Privada se vio comprometida como resultado de uno de los dos Incidentes de Datos que involucraron a MGM Resorts International en julio de 2019 ... | 02/20/2025 |
8 | MGM Resorts International Just Beat EPS By 7.1 percent Heres What Analysts Think Will Happen Next | 02/21/2025 |
9 | The Best REIT Stock to Invest 500 In Right Now | 02/25/2025 |
About MGM Resorts 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 MGM or other stocks. Alpha measures the amount that position in MGM Resorts 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.
| 2021 | 2022 | 2025 (projected) | Dividend Yield | 2.21E-4 | 2.95E-4 | 3.22E-4 | Price To Sales Ratio | 2.23 | 1.05 | 0.59 |
MGM Resorts Upcoming Company Events
As portrayed in its financial statements, the presentation of MGM Resorts' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, MGM Resorts' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of MGM Resorts' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of MGM Resorts. Please utilize our Beneish M Score to check the likelihood of MGM Resorts' management manipulating its earnings.
| 13th of February 2024 Upcoming Quarterly Report | View | |
| 6th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 13th 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 MGM Resorts
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
Align your risk with return expectations
Check out MGM Resorts Backtesting, MGM Resorts Valuation, MGM Resorts Correlation, MGM Resorts Hype Analysis, MGM Resorts Volatility, MGM Resorts History and analyze MGM Resorts Performance. You can also try the Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.
MGM Resorts technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.