Montauk Renewables Stock Alpha and Beta Analysis
| MNTK Stock | USD 2.07 0.42 16.87% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Montauk Renewables. It also helps investors analyze the systematic and unsystematic risks associated with investing in Montauk Renewables over a specified time horizon. Remember, high Montauk Renewables' 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 Montauk Renewables' market risk premium analysis include:
Beta 1.28 | Alpha (0.38) | Risk 5.6 | Sharpe Ratio (0.16) | Expected Return (0.91) |
Enterprise Value |
|
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.
Montauk |
Montauk Renewables Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Montauk Renewables market risk premium is the additional return an investor will receive from holding Montauk Renewables 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 Montauk Renewables. 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 Montauk Renewables' performance over market.| α | -0.38 | β | 1.28 |
Montauk Renewables 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 Montauk Renewables' Buy-and-hold return. Our buy-and-hold chart shows how Montauk Renewables performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Montauk Renewables Market Price Analysis
Market price analysis indicators help investors to evaluate how Montauk Renewables stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Montauk Renewables shares will generate the highest return on investment. By understating and applying Montauk Renewables stock market price indicators, traders can identify Montauk Renewables position entry and exit signals to maximize returns.
Montauk Renewables Return and Market Media
The median price of Montauk Renewables for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 4.15 with a coefficient of variation of 12.43. The daily time series for the period is distributed with a sample standard deviation of 0.5, arithmetic mean of 4.0, and mean deviation of 0.36. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Barclays PLC Has 710,000 Stake in Montauk Renewables, Inc. - MarketBeat | 01/16/2025 |
2 | Insiders are the top stockholders in Montauk Renewables, Inc. , and the recent 9.3 percent drop might have disappointed them | 02/27/2025 |
3 | Montauk Renewables Schedules Full Year 2024 Conference Call for Thursday, March 13, 2025, at 830 a.m. ET | 03/03/2025 |
4 | Montauk Renewables Announces Full Year 2024 Results | 03/13/2025 |
About Montauk Renewables 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 Montauk or other stocks. Alpha measures the amount that position in Montauk Renewables 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.
| 2024 | 2025 (projected) | Dividend Yield | 0.006412 | 0.0057 | Price To Sales Ratio | 8.3 | 13.02 |
Montauk Renewables Upcoming Company Events
As portrayed in its financial statements, the presentation of Montauk Renewables' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Montauk Renewables' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Montauk Renewables' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Montauk Renewables. Please utilize our Beneish M Score to check the likelihood of Montauk Renewables' management manipulating its earnings.
| 21st of March 2024 Upcoming Quarterly Report | View | |
| 8th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 21st 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 Montauk Renewables
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 Montauk Renewables Backtesting, Montauk Renewables Valuation, Montauk Renewables Correlation, Montauk Renewables Hype Analysis, Montauk Renewables Volatility, Montauk Renewables History and analyze Montauk Renewables Performance. For more information on how to buy Montauk Stock please use our How to buy in Montauk Stock guide.You can also try the Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
Montauk Renewables 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.