Mallinckrodt Plc Alpha and Beta Analysis
| MNKDelisted Stock | USD 0.46 0.02 4.17% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Mallinckrodt Plc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Mallinckrodt Plc over a specified time horizon. Remember, high Mallinckrodt Plc'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 Mallinckrodt Plc's market risk premium analysis include:
Beta (6.49) | Alpha 1.72 | Risk 0.0 | Sharpe Ratio 0.0 | Expected Return 0.0 |
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.
Mallinckrodt |
Mallinckrodt Plc Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Mallinckrodt Plc market risk premium is the additional return an investor will receive from holding Mallinckrodt Plc 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 Mallinckrodt Plc. 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 Mallinckrodt Plc's performance over market.| α | 1.72 | β | -6.49 |
Mallinckrodt Plc Fundamentals Vs Peers
Comparing Mallinckrodt Plc's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze Mallinckrodt Plc's direct or indirect competition across all of the common fundamentals between Mallinckrodt Plc and the related equities. This way, we can detect undervalued stocks with similar characteristics as Mallinckrodt Plc or determine the stocks which would be an excellent addition to an existing portfolio. Peer analysis of Mallinckrodt Plc's fundamental indicators could also be used in its relative valuation, which is a method of valuing Mallinckrodt Plc by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Mallinckrodt Plc to competition |
| Fundamentals | Mallinckrodt Plc | Peer Average |
| Return On Equity | -1.11 | -0.31 |
| Return On Asset | -0.0029 | -0.14 |
| Profit Margin | (0.83) % | (1.27) % |
| Operating Margin | (0.01) % | (5.51) % |
| Current Valuation | 2.62 B | 16.62 B |
| Shares Outstanding | 13.29 M | 571.82 M |
| Shares Owned By Insiders | 10.09 % | 10.09 % |
Mallinckrodt Plc Opportunities
Mallinckrodt Plc Return and Market Media
The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Mallinckrodt open to proposed transactions as it struggles to pay opioid settlement stock rallies | 07/06/2023 |
2 | SHAREHOLDER ALERT Pomerantz Law Firm Reminds Shareholders with Losses on their Investment in Mallinckrodt plc of Class Action Lawsuit and Upcoming Deadline MNK | 07/19/2023 |
About Mallinckrodt Plc 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 Mallinckrodt or other delisted stocks. Alpha measures the amount that position in Mallinckrodt Plc 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.
Mallinckrodt Plc Upcoming Company Events
As portrayed in its financial statements, the presentation of Mallinckrodt Plc's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Mallinckrodt Plc's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Mallinckrodt Plc's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Mallinckrodt Plc. Please utilize our Beneish M Score to check the likelihood of Mallinckrodt Plc's management manipulating its earnings.
| 14th of November 2023 Upcoming Quarterly Report | View | |
| 30th of September 2023 Next Fiscal Quarter End | View |
Build Portfolio with Mallinckrodt Plc
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 Correlation Analysis to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors. You can also try the Stock Tickers module to use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites.
Other Consideration for investing in Mallinckrodt Stock
If you are still planning to invest in Mallinckrodt Plc check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the Mallinckrodt Plc's history and understand the potential risks before investing.
| AI Portfolio Architect Use AI to generate optimal portfolios and find profitable investment opportunities | |
| Commodity Channel Use Commodity Channel Index to analyze current equity momentum | |
| CEOs Directory Screen CEOs from public companies around the world | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Stock Tickers Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites | |
| Money Managers Screen money managers from public funds and ETFs managed around the world | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk |