Mgp Ingredients Stock Alpha and Beta Analysis
| MGPI Stock | USD 30.87 0.16 0.52% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as MGP Ingredients. It also helps investors analyze the systematic and unsystematic risks associated with investing in MGP Ingredients over a specified time horizon. Remember, high MGP Ingredients' 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 MGP Ingredients' market risk premium analysis include:
Beta 0.6 | Alpha (0.51) | Risk 2.28 | Sharpe Ratio (0.25) | Expected Return (0.57) |
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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.
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MGP Ingredients Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. MGP Ingredients market risk premium is the additional return an investor will receive from holding MGP Ingredients 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 MGP Ingredients. 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 MGP Ingredients' performance over market.| α | -0.51 | β | 0.60 |
MGP Ingredients 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 MGP Ingredients' Buy-and-hold return. Our buy-and-hold chart shows how MGP Ingredients performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.MGP Ingredients Market Price Analysis
Market price analysis indicators help investors to evaluate how MGP Ingredients stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading MGP Ingredients shares will generate the highest return on investment. By understating and applying MGP Ingredients stock market price indicators, traders can identify MGP Ingredients position entry and exit signals to maximize returns.
MGP Ingredients Return and Market Media
The median price of MGP Ingredients for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 35.91 with a coefficient of variation of 12.18. The daily time series for the period is distributed with a sample standard deviation of 4.46, arithmetic mean of 36.63, and mean deviation of 3.58. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by Michelson Preet H. of 476 shares of MGP Ingredients at .37 subject to Rule 16b-3 | 01/24/2025 |
2 | MGP Ingredients, Inc. Sued for Securities Law Violations -- Investors Should Contact The Gross ... | 02/06/2025 |
3 | February 14, 2025 Deadline Contact The Gross Law Firm to Join Class Action Suit Against MGPI | 02/12/2025 |
4 | MGP Ingredients Inc Q4 2024 Earnings Report Preview What To Expect | 02/25/2025 |
5 | MGP Q4 Earnings Taking a Look at Key Metrics Versus Estimates | 02/26/2025 |
6 | MGP Ingredients Full Year 2024 Earnings EPS Misses Expectations | 02/27/2025 |
7 | Attention Long-Term Shareholders of Dominos Pizza Corp. Extreme Networks, Inc. Malibu Boats, Inc. and MGP Ingredients, Inc. Grabar Law Office Is Investigating C... | 03/03/2025 |
8 | Investors Can Find Comfort In MGP Ingredients Earnings Quality | 03/05/2025 |
9 | Disposition of 7050 shares by Mingus Lori L.s. of MGP Ingredients at 46.03 subject to Rule 16b-3 | 03/07/2025 |
10 | MGP Ingredients to Participate in the 37th Annual Roth Conference | 03/11/2025 |
11 | Acquisition by Brandon Gall of 4802 shares of MGP Ingredients subject to Rule 16b-3 | 03/12/2025 |
About MGP Ingredients 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 MGP or other stocks. Alpha measures the amount that position in MGP Ingredients 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 | 0.004548 | 0.004912 | 0.0123 | 0.008424 | Price To Sales Ratio | 2.99 | 2.6 | 1.23 | 0.94 |
MGP Ingredients Upcoming Company Events
As portrayed in its financial statements, the presentation of MGP Ingredients' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, MGP Ingredients' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of MGP Ingredients' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of MGP Ingredients. Please utilize our Beneish M Score to check the likelihood of MGP Ingredients' management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd 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 MGP Ingredients
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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Check out MGP Ingredients Backtesting, MGP Ingredients Valuation, MGP Ingredients Correlation, MGP Ingredients Hype Analysis, MGP Ingredients Volatility, MGP Ingredients History and analyze MGP Ingredients Performance. For more detail on how to invest in MGP Stock please use our How to Invest in MGP Ingredients guide.You can also try the Crypto Correlations module to use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins.
MGP Ingredients 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.