Masco Stock Alpha and Beta Analysis
| MAS Stock | USD 65.09 2.31 3.43% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Masco. It also helps investors analyze the systematic and unsystematic risks associated with investing in Masco over a specified time horizon. Remember, high Masco'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 Masco's market risk premium analysis include:
Beta 1.49 | Alpha (0.07) | Risk 1.66 | Sharpe Ratio 0.0218 | Expected Return 0.0362 |
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.
Check out Masco Backtesting, Masco Valuation, Masco Correlation, Masco Hype Analysis, Masco Volatility, Masco History and analyze Masco Performance. Masco Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Masco market risk premium is the additional return an investor will receive from holding Masco 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 Masco. 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 Masco's performance over market.| α | -0.07 | β | 1.49 |
Masco 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 Masco's Buy-and-hold return. Our buy-and-hold chart shows how Masco performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Masco Market Price Analysis
Market price analysis indicators help investors to evaluate how Masco stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Masco shares will generate the highest return on investment. By understating and applying Masco stock market price indicators, traders can identify Masco position entry and exit signals to maximize returns.
Masco Return and Market Media
The median price of Masco for the period between Tue, Jul 15, 2025 and Mon, Oct 13, 2025 is 70.48 with a coefficient of variation of 4.67. The daily time series for the period is distributed with a sample standard deviation of 3.29, arithmetic mean of 70.45, and mean deviation of 2.82. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | TopBuild Posts Q2 Sales In Line With Estimates, Full-Year Outlook Slightly Exceeds Expectations | 08/05/2025 |
2 | Disposition of 15720 shares by Jai Shah of Masco at 33.75 subject to Rule 16b-3 | 08/22/2025 |
| Masco dividend paid on 25th of August 2025 | 08/25/2025 |
3 | AQR Capital Management LLC Sells 255,776 Shares of Masco Corporation MAS - MarketBeat | 09/12/2025 |
4 | Is It Time To Consider Buying Masco Corporation | 09/15/2025 |
5 | Smart Faucet Trend Analysis and Opportunity Forecast Report 2025-2034 Market Thrives on Eco-Conscious Trends, Touchless Technology, and Urbanization Boom | 09/19/2025 |
6 | The Bull Case For Masco Could Change Following Upgraded Earnings Outlook and Strong Analyst Optimism | 09/24/2025 |
7 | Home Improvement Stocks To Follow Now - September 29th - MarketBeat | 09/29/2025 |
8 | Greenleaf Trust Sells 558 Shares of Masco Corporation MAS | 10/02/2025 |
9 | Estimating The Fair Value Of Masco Corporation | 10/07/2025 |
10 | Unpacking Q2 Earnings Trex In The Context Of Other Home Construction Materials Stocks | 10/10/2025 |
About Masco 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 Masco or other stocks. Alpha measures the amount that position in Masco 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 | 0.0239 | 0.0171 | 0.0161 | 0.0262 | Price To Sales Ratio | 1.24 | 1.89 | 2.02 | 1.04 |
Masco Upcoming Company Events
As portrayed in its financial statements, the presentation of Masco's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Masco's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Masco's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Masco. Please utilize our Beneish M Score to check the likelihood of Masco's management manipulating its earnings.
| 8th of February 2024 Upcoming Quarterly Report | View | |
| 24th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 8th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Masco
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Additional Tools for Masco Stock Analysis
When running Masco's price analysis, check to measure Masco'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 Masco is operating at the current time. Most of Masco's value examination focuses on studying past and present price action to predict the probability of Masco's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Masco's price. Additionally, you may evaluate how the addition of Masco to your portfolios can decrease your overall portfolio volatility.