Markforged Holding Corp Stock Alpha and Beta Analysis
| MKFG Stock | USD 3.99 0.02 0.50% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Markforged Holding Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Markforged Holding over a specified time horizon. Remember, high Markforged Holding'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 Markforged Holding's market risk premium analysis include:
Beta (0.36) | Alpha 1.11 | Risk 10.55 | Sharpe Ratio 0.12 | Expected Return 1.27 |
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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.
Markforged |
Markforged Holding Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Markforged Holding market risk premium is the additional return an investor will receive from holding Markforged Holding 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 Markforged Holding. 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 Markforged Holding's performance over market.| α | 1.11 | β | -0.36 |
Markforged Holding 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 Markforged Holding's Buy-and-hold return. Our buy-and-hold chart shows how Markforged Holding performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Markforged Holding Market Price Analysis
Market price analysis indicators help investors to evaluate how Markforged Holding stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Markforged Holding shares will generate the highest return on investment. By understating and applying Markforged Holding stock market price indicators, traders can identify Markforged Holding position entry and exit signals to maximize returns.
Markforged Holding Return and Market Media
The median price of Markforged Holding for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 4.4 with a coefficient of variation of 28.1. The daily time series for the period is distributed with a sample standard deviation of 1.07, arithmetic mean of 3.82, and mean deviation of 0.94. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | MKFG Stock Rises Amid Patent Litigation Settlement News | 09/24/2024 |
2 | Disposition of 27262 shares by Shai Terem of Markforged Holding at 4.71 subject to Rule 16b-3 | 10/01/2024 |
3 | Markforged Sees Unusually-High Trading Volume - Whats Next - MarketBeat | 10/07/2024 |
4 | Disposition of tradable shares by Stephen Karp of Markforged Holding at 4.58 subject to Rule 16b-3 | 10/15/2024 |
5 | Acquisition by Stephen Karp of 400000 shares of Markforged Holding at 0.43 subject to Rule 16b-3 | 10/21/2024 |
6 | Markforged Sets Reporting Date for Third Quarter 2024 Financial Results | 10/30/2024 |
7 | Markforged Reports Sales Below Analyst Estimates In Q3 Earnings | 11/07/2024 |
8 | Disposition of 122 shares by Assaf Zipori of Markforged Holding at 4. subject to Rule 16b-3 | 11/11/2024 |
9 | HAREHOLDER INVESTIGATION The MA Class Action Firm Continues to Investigate the Mergers ... | 11/20/2024 |
10 | SHAREHOLDER INVESTIGATION Halper Sadeh LLC Investigates NAPA, ZUO, MKFG on Behalf of Shareholders | 11/26/2024 |
About Markforged Holding 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 Markforged or other stocks. Alpha measures the amount that position in Markforged Holding Corp 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 | 2023 | 2024 (projected) | Payables Turnover | 3.36 | 3.48 | 3.73 | 5.87 | Days Of Inventory On Hand | 98.72 | 191.82 | 197.94 | 100.24 |
Markforged Holding Upcoming Company Events
As portrayed in its financial statements, the presentation of Markforged Holding's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Markforged Holding's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Markforged Holding's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Markforged Holding. Please utilize our Beneish M Score to check the likelihood of Markforged Holding's management manipulating its earnings.
| 4th of March 2024 Upcoming Quarterly Report | View | |
| 9th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 4th of March 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 Markforged Holding
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Check out Markforged Holding Backtesting, Markforged Holding Valuation, Markforged Holding Correlation, Markforged Holding Hype Analysis, Markforged Holding Volatility, Markforged Holding History and analyze Markforged Holding Performance. You can also try the AI Portfolio Architect module to use AI to generate optimal portfolios and find profitable investment opportunities.
Markforged Holding 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.