Micron Technology Stock Alpha and Beta Analysis

MU Stock  USD 100.79  5.91  6.23%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Micron Technology. It also helps investors analyze the systematic and unsystematic risks associated with investing in Micron Technology over a specified time horizon. Remember, high Micron 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 Micron Technology's market risk premium analysis include:
Beta
0.59
Alpha
0.0791
Risk
4.37
Sharpe Ratio
(0.03)
Expected Return
(0.12)
Please note that although Micron Technology alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Micron Technology did 0.08  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Micron Technology stock's relative risk over its benchmark. Micron Technology has a beta of 0.59  . As returns on the market increase, Micron Technology's returns are expected to increase less than the market. However, during the bear market, the loss of holding Micron Technology is expected to be smaller as well. At this time, Micron Technology's Book Value Per Share is comparatively stable compared to the past year. Tangible Book Value Per Share is likely to gain to 40.89 in 2025, whereas Enterprise Value is likely to drop slightly above 9.9 B in 2025.

Enterprise Value

9.88 Billion

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.
  
Check out Micron Technology Backtesting, Micron Technology Valuation, Micron Technology Correlation, Micron Technology Hype Analysis, Micron Technology Volatility, Micron Technology History and analyze Micron Technology Performance.
For more information on how to buy Micron Stock please use our How to Invest in Micron Technology guide.

Micron Technology Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Micron Technology market risk premium is the additional return an investor will receive from holding Micron 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 Micron 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 Micron Technology's performance over market.
α0.08   β0.59

Micron 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 Micron Technology's Buy-and-hold return. Our buy-and-hold chart shows how Micron Technology performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Micron Technology Market Price Analysis

Market price analysis indicators help investors to evaluate how Micron 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 Micron Technology shares will generate the highest return on investment. By understating and applying Micron Technology stock market price indicators, traders can identify Micron Technology position entry and exit signals to maximize returns.

Micron Technology Return and Market Media

The median price of Micron Technology for the period between Sat, Dec 14, 2024 and Fri, Mar 14, 2025 is 95.06 with a coefficient of variation of 6.79. The daily time series for the period is distributed with a sample standard deviation of 6.52, arithmetic mean of 96.0, and mean deviation of 5.54. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
 
Micron Technology dividend paid on 15th of January 2025
01/15/2025
1
Disposition of 182401 shares by Sanjay Mehrotra of Micron Technology subject to Rule 16b-3
01/23/2025
2
Acquisition by Sanjay Mehrotra of 500000 shares of Micron Technology subject to Rule 16b-3
01/27/2025
3
Levi Korsinsky Reminds Shareholders of a Lead Plaintiff Deadline of March 10, 2025 in ...
02/24/2025
4
Nvidia Earnings Spark Chip, AI Stock Selloff
02/27/2025
5
INVESTOR ALERT Faruqi Faruqi, LLP Investigates Claims on Behalf of Investors of Micron ...
03/03/2025
6
Micron just demoed the worlds fastest SSD with PCIe 6.x tech, a sequential read speed of 27GBs, and yes, its just a prototype for now
03/06/2025
7
Faruqi Faruqi Reminds Micron Technology Investors of the Pending Class Action Lawsuit ...
03/07/2025
8
Levi Korsinsky Notifies Shareholders of Micron Technology, Inc. ...
03/10/2025
9
Micron Reports After Close On 320 And Options Expire The Next Day
03/11/2025
10
SP 500 Gains and Losses Today Tech Stocks Bounce Back After Soft Inflation Data
03/12/2025

About Micron 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 Micron or other stocks. Alpha measures the amount that position in Micron Technology 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 2024 2025 (projected)
Dividend Yield0.0048580.0065930.003846
Price To Sales Ratio4.214.922.6

Micron Technology Upcoming Company Events

As portrayed in its financial statements, the presentation of Micron Technology's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Micron Technology's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Micron Technology's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Micron Technology. Please utilize our Beneish M Score to check the likelihood of Micron Technology's management manipulating its earnings.
26th of March 2024
Upcoming Quarterly Report
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26th of June 2024
Next Financial Report
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29th of February 2024
Next Fiscal Quarter End
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25th of September 2024
Next Fiscal Year End
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30th of November 2023
Last Quarter Report
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31st of August 2023
Last Financial Announcement
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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations

Additional Tools for Micron Stock Analysis

When running Micron Technology's price analysis, check to measure Micron Technology'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 Micron Technology is operating at the current time. Most of Micron Technology's value examination focuses on studying past and present price action to predict the probability of Micron Technology's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Micron Technology's price. Additionally, you may evaluate how the addition of Micron Technology to your portfolios can decrease your overall portfolio volatility.