Mrc Global Stock Alpha and Beta Analysis
| MRC Stock | USD 11.50 0.39 3.51% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as MRC Global. It also helps investors analyze the systematic and unsystematic risks associated with investing in MRC Global over a specified time horizon. Remember, high MRC Global'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 MRC Global's market risk premium analysis include:
Beta 1.44 | Alpha (0.12) | Risk 2.45 | Sharpe Ratio (0.09) | Expected Return (0.21) |
Enterprise Value |
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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.
MRC |
MRC Global Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. MRC Global market risk premium is the additional return an investor will receive from holding MRC Global 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 MRC Global. 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 MRC Global's performance over market.| α | -0.12 | β | 1.44 |
MRC Global 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 MRC Global's Buy-and-hold return. Our buy-and-hold chart shows how MRC Global performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.MRC Global Market Price Analysis
Market price analysis indicators help investors to evaluate how MRC Global stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading MRC Global shares will generate the highest return on investment. By understating and applying MRC Global stock market price indicators, traders can identify MRC Global position entry and exit signals to maximize returns.
MRC Global Return and Market Media
The median price of MRC Global for the period between Sat, Dec 14, 2024 and Fri, Mar 14, 2025 is 13.09 with a coefficient of variation of 8.27. The daily time series for the period is distributed with a sample standard deviation of 1.09, arithmetic mean of 13.14, and mean deviation of 0.85. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | MRC Global Announces Fourth Quarter and Full Year 2024Earnings | 12/17/2024 |
2 | Disposition of 2152 shares by Mccarthy John P of MRC Global at 10.74 subject to Rule 16b-3 | 12/20/2024 |
3 | Acquisition by Mccarthy John P of 18303 shares of MRC Global subject to Rule 16b-3 | 12/24/2024 |
4 | Acquisition by Kurvey-mishra Shweta of 636 shares of MRC Global at 13.2 subject to Rule 16b-3 | 01/10/2025 |
5 | Clinical Trial of NeuroSigmas Monarch eTNS System for ADHD at Kings College London Completes Enrollment | 01/13/2025 |
6 | Disposition of 3283 shares by Grant Bates of MRC Global at 10.47 subject to Rule 16b-3 | 01/27/2025 |
7 | MRC Global Postpones Earnings Release, Conference Call and Webcast | 02/06/2025 |
8 | Disposition of 27827 shares by Robert Saltiel of MRC Global at 12.79 subject to Rule 16b-3 | 02/07/2025 |
9 | Government of Canada invests in growth of two MRC de Pontiac tourism organizations | 02/12/2025 |
10 | Securities Fraud Investigation Into MRC Global Inc. Announced Investors Who Lost Money Urged To Contact Glancy Prongay Murray LLP, a Leading Securities Fraud La... | 02/13/2025 |
11 | Chris Sutton Declares Candidacy for Essex Ontarios Member of Parliament Leading the Way for Workers and Skilled Trades | 02/19/2025 |
12 | Bears are Losing Control Over MRC , Heres Why Its a Buy Now | 02/21/2025 |
13 | MRC Global Projected to Post Earnings on Monday | 02/24/2025 |
14 | MRC Global Provides Update on Timing ofEarnings Release and Filing of Form 10-K | 03/03/2025 |
15 | Disposition of 17808 shares by Kelly Youngblood of MRC Global at 12.79 subject to Rule 16b-3 | 03/04/2025 |
16 | Is MRC Global a Great Value Stock Right Now | 03/13/2025 |
About MRC Global 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 MRC or other stocks. Alpha measures the amount that position in MRC Global 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.
| 2023 | 2025 (projected) | Dividend Yield | 0.0259 | 0.0158 | Price To Sales Ratio | 0.27 | 0.41 |
MRC Global Upcoming Company Events
As portrayed in its financial statements, the presentation of MRC Global's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, MRC Global's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of MRC Global's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of MRC Global. Please utilize our Beneish M Score to check the likelihood of MRC Global's management manipulating its earnings.
| 13th of February 2024 Upcoming Quarterly Report | View | |
| 13th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 13th 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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Check out MRC Global Backtesting, MRC Global Valuation, MRC Global Correlation, MRC Global Hype Analysis, MRC Global Volatility, MRC Global History and analyze MRC Global Performance. For information on how to trade MRC Stock refer to our How to Trade MRC Stock guide.You can also try the Sign In To Macroaxis module to sign in to explore Macroaxis' wealth optimization platform and fintech modules.
MRC Global 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.