Monolithic Power Systems Stock Alpha and Beta Analysis
| MPWR Stock | USD 567.64 7.40 1.32% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Monolithic Power Systems. It also helps investors analyze the systematic and unsystematic risks associated with investing in Monolithic Power over a specified time horizon. Remember, high Monolithic Power'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 Monolithic Power's market risk premium analysis include:
Beta 1.91 | Alpha (0.91) | Risk 3.79 | Sharpe Ratio (0.14) | Expected Return (0.53) |
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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.
Monolithic |
Monolithic Power Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Monolithic Power market risk premium is the additional return an investor will receive from holding Monolithic Power 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 Monolithic Power. 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 Monolithic Power's performance over market.| α | -0.91 | β | 1.91 |
Monolithic Power 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 Monolithic Power's Buy-and-hold return. Our buy-and-hold chart shows how Monolithic Power performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Monolithic Power Market Price Analysis
Market price analysis indicators help investors to evaluate how Monolithic Power stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Monolithic Power shares will generate the highest return on investment. By understating and applying Monolithic Power stock market price indicators, traders can identify Monolithic Power position entry and exit signals to maximize returns.
Monolithic Power Return and Market Media
The median price of Monolithic Power for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 890.12 with a coefficient of variation of 16.03. The daily time series for the period is distributed with a sample standard deviation of 131.43, arithmetic mean of 819.94, and mean deviation of 110.08. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 200 shares by Michael Hsing of Monolithic Power at 800.62 subject to Rule 16b-3 | 09/13/2024 |
| Monolithic Power dividend paid on 15th of October 2024 | 10/15/2024 |
2 | Disposition of 1559 shares by Maurice Sciammas of Monolithic Power at 932.52 subject to Rule 16b-3 | 10/24/2024 |
3 | Monolithic Power Systems, Inc. Q3 2024 Earnings Call Transcript | 10/31/2024 |
4 | Power Integrations Reports Q3 Everything You Need To Know Ahead Of Earnings | 11/05/2024 |
5 | Vantage Investment Partners LLC Sells 1,488 Shares of Monolithic Power Systems, Inc. | 11/12/2024 |
6 | Monolithic Power Systems, Inc. CFO Sells 561,620.10 in Stock | 11/15/2024 |
7 | KeyBanc cuts Monolithic Power shares target on market share loss | 11/18/2024 |
8 | Nvidia to report solid earnings beat but near-term upside limited, KeyBanc says | 11/19/2024 |
9 | Needham cuts Monolithic Power target to 600 from 950 | 11/21/2024 |
10 | Monolithic Power Systems Faces Market Share Challenges Amid KeyBancs Price Target Cut | 11/22/2024 |
11 | Monolithic Power Systems Inc Shares Up 4.52 percent on Nov 25 | 11/25/2024 |
About Monolithic Power 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 Monolithic or other stocks. Alpha measures the amount that position in Monolithic Power Systems 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) | Dividend Yield | 0.004835 | 0.00835 | 0.006188 | 0.005879 | Price To Sales Ratio | 18.73 | 9.21 | 16.49 | 11.19 |
Monolithic Power Upcoming Company Events
As portrayed in its financial statements, the presentation of Monolithic Power's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Monolithic Power's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Monolithic Power's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Monolithic Power. Please utilize our Beneish M Score to check the likelihood of Monolithic Power's management manipulating its earnings.
| 7th of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 7th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Additional Tools for Monolithic Stock Analysis
When running Monolithic Power's price analysis, check to measure Monolithic Power's 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 Monolithic Power is operating at the current time. Most of Monolithic Power's value examination focuses on studying past and present price action to predict the probability of Monolithic Power's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Monolithic Power's price. Additionally, you may evaluate how the addition of Monolithic Power to your portfolios can decrease your overall portfolio volatility.