Mp Materials Corp Stock Alpha and Beta Analysis
| MP Stock | USD 23.56 0.71 2.93% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as MP Materials Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in MP Materials over a specified time horizon. Remember, high MP Materials' 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 MP Materials' market risk premium analysis include:
Beta 1.18 | Alpha 0.45 | Risk 4.32 | Sharpe Ratio 0.0653 | Expected Return 0.28 |
MP Materials Quarterly Cash And Equivalents |
|
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.
MP Materials |
MP Materials Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. MP Materials market risk premium is the additional return an investor will receive from holding MP Materials 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 MP Materials. 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 MP Materials' performance over market.| α | 0.45 | β | 1.18 |
MP Materials 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 MP Materials' Buy-and-hold return. Our buy-and-hold chart shows how MP Materials performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.MP Materials Market Price Analysis
Market price analysis indicators help investors to evaluate how MP Materials stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading MP Materials shares will generate the highest return on investment. By understating and applying MP Materials stock market price indicators, traders can identify MP Materials position entry and exit signals to maximize returns.
MP Materials Return and Market Media
The median price of MP Materials for the period between Thu, Nov 28, 2024 and Wed, Feb 26, 2025 is 20.68 with a coefficient of variation of 12.56. The daily time series for the period is distributed with a sample standard deviation of 2.58, arithmetic mean of 20.51, and mean deviation of 2.05. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | MP Materials Announces Exchanges of a Portion of its 0. ... | 12/10/2024 |
2 | Disposition of 2410 shares by Ryan Corbett of MP Materials at 29.53 subject to Rule 16b-3 | 12/27/2024 |
3 | Acquisition by Maryanne Lavan of 1715 shares of MP Materials subject to Rule 16b-3 | 12/31/2024 |
4 | MP Materials Moves 12.4 percent Higher Will This Strength Last | 01/07/2025 |
5 | Disposition of 4526 shares by Elliot Hoops of MP Materials at 19.75 subject to Rule 16b-3 | 01/10/2025 |
6 | Disposition of 1249 shares by Elliot Hoops of MP Materials at 19.53 subject to Rule 16b-3 | 01/13/2025 |
7 | Disposition of 1299 shares by Elliot Hoops of MP Materials at 19. subject to Rule 16b-3 | 01/14/2025 |
8 | MP Materials Announces Date for Fourth Quarter 2024 Financial Results and Webcast | 01/30/2025 |
9 | MP Materials Corp Trading Down 4.55 percent on Feb 5 | 02/05/2025 |
10 | MP Materials Stock Price Down 4.5 percent Whats Next | 02/07/2025 |
11 | MP Materials Corp Shares Down 3.06 percent on Feb 11 | 02/11/2025 |
12 | Acquisition by Elliot Hoops of 10899 shares of MP Materials subject to Rule 16b-3 | 02/13/2025 |
13 | Australia Could Become U.S. Ally In Battle For Critical Minerals With China | 02/14/2025 |
14 | MP Materials Corp to Participate in Canaccord Genuity Sustainability Virtual Summit | 02/19/2025 |
15 | MP Materials Corp. Q4 2024 Earnings Call Transcript | 02/21/2025 |
16 | Strip searches and just two visits per month What jailed MP Mike Amesbury can expect in new Category B prison home | 02/25/2025 |
About MP Materials 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 MP Materials or other stocks. Alpha measures the amount that position in MP Materials 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.
| 2022 | 2023 | 2024 | 2025 (projected) | Payables Turnover | 7.21 | 5.3 | 6.1 | 6.19 | Days Of Inventory On Hand | 189.98 | 234.07 | 210.66 | 118.58 |
MP Materials Upcoming Company Events
As portrayed in its financial statements, the presentation of MP Materials' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, MP Materials' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of MP Materials' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of MP Materials. Please utilize our Beneish M Score to check the likelihood of MP Materials' 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 MP Materials
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
Additional Tools for MP Materials Stock Analysis
When running MP Materials' price analysis, check to measure MP Materials' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy MP Materials is operating at the current time. Most of MP Materials' value examination focuses on studying past and present price action to predict the probability of MP Materials' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MP Materials' price. Additionally, you may evaluate how the addition of MP Materials to your portfolios can decrease your overall portfolio volatility.