Marten Transport Stock Alpha and Beta Analysis
| MRTN Stock | USD 17.38 0.10 0.58% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Marten Transport. It also helps investors analyze the systematic and unsystematic risks associated with investing in Marten Transport over a specified time horizon. Remember, high Marten Transport'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 Marten Transport's market risk premium analysis include:
Beta 1.59 | Alpha (0.20) | Risk 1.87 | Sharpe Ratio 0.0187 | Expected Return 0.035 |
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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.
Marten |
Marten Transport Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Marten Transport market risk premium is the additional return an investor will receive from holding Marten Transport 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 Marten Transport. 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 Marten Transport's performance over market.| α | -0.2 | β | 1.59 |
Marten Transport 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 Marten Transport's Buy-and-hold return. Our buy-and-hold chart shows how Marten Transport performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Marten Transport Market Price Analysis
Market price analysis indicators help investors to evaluate how Marten Transport stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Marten Transport shares will generate the highest return on investment. By understating and applying Marten Transport stock market price indicators, traders can identify Marten Transport position entry and exit signals to maximize returns.
Marten Transport Return and Market Media
The median price of Marten Transport for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 17.05 with a coefficient of variation of 3.91. The daily time series for the period is distributed with a sample standard deviation of 0.66, arithmetic mean of 16.92, and mean deviation of 0.5. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Deprince Race Zollo Inc. Makes New 5.33 Million Investment in Marten Transport, Ltd. - MarketBeat | 09/27/2024 |
| Marten Transport dividend paid on 30th of September 2024 | 09/30/2024 |
2 | J.B. Hunt Transport Sees Positive Q3 Amid Challenging Economic Conditions | 10/16/2024 |
3 | Marten Transport Ltd Q3 2024 Earnings EPS at 0.05, Revenue at 237.4M, Misses Estimates | 10/17/2024 |
4 | Marten Transport Ltd Trading Down 3.48 percent on Oct 18 | 10/18/2024 |
5 | Acquisition by Bauer Jerry M of 10000 shares of Marten Transport at 15.8051 subject to Rule 16b-3 | 10/30/2024 |
6 | Marten Transport director Jerry Bauer acquires 158,051 in stock | 10/31/2024 |
7 | Marten Transport Third Quarter 2024 Earnings Misses Expectations | 11/12/2024 |
8 | Nuance Investments LLC Boosts Stake in Marten Transport, Ltd. - MarketBeat | 11/20/2024 |
About Marten Transport 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 Marten or other stocks. Alpha measures the amount that position in Marten Transport 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 (projected) | Dividend Yield | 0.0385 | 0.0121 | 0.0114 | Price To Sales Ratio | 1.46 | 1.28 | 1.51 |
Marten Transport Upcoming Company Events
As portrayed in its financial statements, the presentation of Marten Transport's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Marten Transport's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Marten Transport's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Marten Transport. Please utilize our Beneish M Score to check the likelihood of Marten Transport's management manipulating its earnings.
| 16th of April 2024 Upcoming Quarterly Report | View | |
| 17th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 23rd of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
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Align your risk with return expectations
Check out Marten Transport Backtesting, Marten Transport Valuation, Marten Transport Correlation, Marten Transport Hype Analysis, Marten Transport Volatility, Marten Transport History and analyze Marten Transport Performance. To learn how to invest in Marten Stock, please use our How to Invest in Marten Transport guide.You can also try the Commodity Directory module to find actively traded commodities issued by global exchanges.
Marten Transport 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.