Mueller Water Products Stock Alpha and Beta Analysis
| MWA Stock | USD 27.25 0.94 3.57% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Mueller Water Products. It also helps investors analyze the systematic and unsystematic risks associated with investing in Mueller Water over a specified time horizon. Remember, high Mueller Water'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 Mueller Water's market risk premium analysis include:
Beta 0.99 | Alpha 0.23 | Risk 2.82 | Sharpe Ratio 0.0557 | Expected Return 0.16 |
Mueller Water Quarterly Cash And Equivalents |
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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.
Mueller |
Mueller Water Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Mueller Water market risk premium is the additional return an investor will receive from holding Mueller Water 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 Mueller Water. 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 Mueller Water's performance over market.| α | 0.23 | β | 0.99 |
Mueller Water 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 Mueller Water's Buy-and-hold return. Our buy-and-hold chart shows how Mueller Water performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Mueller Water Market Price Analysis
Market price analysis indicators help investors to evaluate how Mueller Water stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Mueller Water shares will generate the highest return on investment. By understating and applying Mueller Water stock market price indicators, traders can identify Mueller Water position entry and exit signals to maximize returns.
Mueller Water Return and Market Media
The median price of Mueller Water for the period between Sat, Dec 14, 2024 and Fri, Mar 14, 2025 is 24.45 with a coefficient of variation of 7.11. The daily time series for the period is distributed with a sample standard deviation of 1.73, arithmetic mean of 24.33, and mean deviation of 1.53. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Mueller Water Products Inc Announces Quarterly Dividend | 01/23/2025 |
2 | Mueller Water Products Q1 Earnings How Key Metrics Compare to Wall Street Estimates | 02/04/2025 |
3 | Mueller Water Products, Inc. Q1 2025 Earnings Call Transcript | 02/06/2025 |
4 | Acquisition by Terry Bentina Chisolm of 4758 shares of Mueller Water subject to Rule 16b-3 | 02/07/2025 |
| Mueller Water dividend paid on 21st of February 2025 | 02/21/2025 |
5 | Mueller Water Products to Participate in the Gabelli 35th Annual Pump, Valve Water ... | 02/25/2025 |
6 | FourThought Financial Partners LLC Takes Position in Mueller Water Products, Inc. | 02/27/2025 |
7 | Disposition of 3875 shares by Christine Ortiz of Mueller Water at 25.8773 subject to Rule 16b-3 | 03/03/2025 |
8 | Disposition of 11132 shares by Slobodow Brian of Mueller Water at 24.7312 subject to Rule 16b-3 | 03/04/2025 |
9 | Are Industrial Products Stocks Lagging Mueller Water Products This Year | 03/05/2025 |
10 | 3 Reasons MWA is Risky and 1 Stock to Buy Instead | 03/06/2025 |
11 | Calculating The Intrinsic Value Of Mueller Water Products, Inc. | 03/07/2025 |
12 | Disposition of 17092 shares by Lydia Thomas of Mueller Water at 26.77 subject to Rule 16b-3 | 03/11/2025 |
13 | Mueller Water Products five-year earnings growth trails the 31 percent YoY shareholder returns | 03/13/2025 |
About Mueller Water 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 Mueller or other stocks. Alpha measures the amount that position in Mueller Water Products 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 | 2023 | 2024 | 2025 (projected) | Dividend Yield | 0.0192 | 0.0118 | 0.0136 | 0.0129 | Price To Sales Ratio | 1.55 | 2.57 | 2.32 | 2.43 |
Mueller Water Upcoming Company Events
As portrayed in its financial statements, the presentation of Mueller Water's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Mueller Water's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Mueller Water's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Mueller Water. Please utilize our Beneish M Score to check the likelihood of Mueller Water's management manipulating its earnings.
| 8th of February 2024 Upcoming Quarterly Report | View | |
| 13th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 11th of December 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 Mueller Water Backtesting, Mueller Water Valuation, Mueller Water Correlation, Mueller Water Hype Analysis, Mueller Water Volatility, Mueller Water History and analyze Mueller Water Performance. You can also try the Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
Mueller Water 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.