Macom Technology Solutions Stock Alpha and Beta Analysis
| MTSI Stock | USD 109.07 4.86 4.66% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as MACOM Technology Solutions. It also helps investors analyze the systematic and unsystematic risks associated with investing in MACOM Technology over a specified time horizon. Remember, high MACOM Technology'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 MACOM Technology's market risk premium analysis include:
Beta 1.12 | Alpha (0.22) | Risk 3.35 | Sharpe Ratio (0.11) | Expected Return (0.36) |
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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.
MACOM |
MACOM Technology Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. MACOM Technology market risk premium is the additional return an investor will receive from holding MACOM Technology 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 MACOM Technology. 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 MACOM Technology's performance over market.| α | -0.22 | β | 1.12 |
MACOM Technology 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 MACOM Technology's Buy-and-hold return. Our buy-and-hold chart shows how MACOM Technology performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.MACOM Technology Market Price Analysis
Market price analysis indicators help investors to evaluate how MACOM Technology stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading MACOM Technology shares will generate the highest return on investment. By understating and applying MACOM Technology stock market price indicators, traders can identify MACOM Technology position entry and exit signals to maximize returns.
MACOM Technology Return and Market Media
The median price of MACOM Technology for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 132.25 with a coefficient of variation of 9.56. The daily time series for the period is distributed with a sample standard deviation of 12.27, arithmetic mean of 128.26, and mean deviation of 9.97. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 298 shares by Ambra Roth of MACOM Technology at 143.69 subject to Rule 16b-3 | 01/17/2025 |
2 | TELUS Given New C20.00 Price Target at Barclays | 01/31/2025 |
3 | MACOM Reports Fiscal First Quarter 2025 Financial Results | 02/06/2025 |
4 | Disposition of 6656 shares by Ribar Geoffrey G of MACOM Technology at 121.61 subject to Rule 16b-3 | 02/12/2025 |
5 | Jones Lang LaSalle Inc Q4 2024 Earnings Call Highlights Robust Growth and Strategic ... | 02/20/2025 |
6 | Susan Ocampo Sells 286,635 Shares of MACOM Technology Solutions Holdings, Inc. Stock | 02/21/2025 |
7 | From Data to Decisions acQuire set to Showcase Innovation at PDAC 2025 | 02/25/2025 |
8 | DIVACS, Inc. Assembles Powerhouse Advisory Team with Current Former CMOs, CROs, CCOs, and Technology Purchasing Experts to Redefine Value Management | 02/26/2025 |
9 | Even though MACOM Technology Solutions Holdings has lost US395m market cap in last 7 days, shareholders are still up 373 percent over 5 years | 02/27/2025 |
10 | Is MACOM Technology Solutions Holdings, Inc. Potentially Undervalued | 03/04/2025 |
11 | MACOM Introduces Opto-Amp Product Line at SATELLITE 2025 | 03/06/2025 |
12 | Acquisition by Chung Peter Y of 1623 shares of MACOM Technology subject to Rule 16b-3 | 03/07/2025 |
13 | Victory Capital Management Inc. Decreases Stock Holdings in MACOM Technology Solutions Holdings, Inc. | 03/10/2025 |
14 | MACOM Technology Solutions Holdings Inc Shares Up 6.42 percent on Mar 12 | 03/12/2025 |
About MACOM Technology 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 MACOM or other stocks. Alpha measures the amount that position in MACOM Technology Sol 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.
| 2010 | 2024 | 2025 (projected) | Dividend Yield | 0.001612 | 2.53 | 2.66 | Price To Sales Ratio | 7.37 | 5.35 | 2.99 |
MACOM Technology Upcoming Company Events
As portrayed in its financial statements, the presentation of MACOM Technology's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, MACOM Technology's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of MACOM Technology's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of MACOM Technology. Please utilize our Beneish M Score to check the likelihood of MACOM Technology's management manipulating its earnings.
| 1st of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 14th of November 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of September 2023 Last Financial Announcement | View |
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Check out MACOM Technology Backtesting, MACOM Technology Valuation, MACOM Technology Correlation, MACOM Technology Hype Analysis, MACOM Technology Volatility, MACOM Technology History and analyze MACOM Technology Performance. You can also try the Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.
MACOM Technology 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.