- ISIN
- US58450V1044
- CUSIP
- 58450V104
- Sector
- Communication Services
- Industry
- Internet Content & Information
- IPO Date
- Oct 28, 2020
Highlights
- Market Cap
- $568.51M
- Enterprise Value
- $556.80M
- EPS (TTM)
- $0.66
- PE Ratio
- 15.35
- PEG Ratio
- 11.58
- Total Revenue (TTM)
- $1.16B
- Gross Profit (TTM)
- $172.60M
- EBITDA (TTM)
- -$41.70M
- Year Range
- $7.09 - $13.92
- Target Price
- $11.25
- ROA (TTM)
- 10.62%
- ROE (TTM)
- 2,036.41%
Share Price Chart
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Performance
MAX Performance Chart
MediaAlpha, Inc. (MAX) is down 21.4% since the beginning of the year. At $10 per share, MAX is trading 26.9% below its 52-week high of $14. Investors who bought $1,000 worth of MAX shares 5 years ago would now be looking at an investment worth $237.
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Returns By Period
MediaAlpha, Inc. (MAX) has returned -21.39% so far this year and -4.23% over the past 12 months.
MediaAlpha, Inc.
- 1D
- 0.49%
- 1M
- 19.91%
- YTD
- -21.39%
- 6M
- -20.96%
- 1Y
- -4.23%
- 3Y*
- 3.06%
- 5Y*
- -25.05%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
MAX Monthly Returns History
Based on dividend-adjusted daily data since Oct 28, 2020, MAX's average daily return is +0.03%, while the average monthly return is +0.73%. At this rate, an investment would double in approximately 7.9 years.
Historically, 46% of months were positive and 54% were negative. The best month was Feb 2024 with a return of +62.8%, while the worst month was Apr 2023 at -50.6%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 7 months.
On a daily basis, MAX closed higher 50% of trading days. The best single day was Oct 28, 2020 with a return of +38.5%, while the worst single day was Nov 5, 2024 at -27.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -21.00% | -2.83% | -6.44% | -8.49% | 4.58% | 14.38% | -21.39% | ||||||
| 2025 | 0.89% | -18.44% | -0.54% | -9.09% | 21.43% | 7.35% | -8.49% | 5.49% | 7.66% | 12.04% | 0.08% | 1.49% | 14.70% |
| 2024 | 14.35% | 62.75% | -1.83% | -0.59% | -12.20% | -25.93% | 11.39% | 21.34% | 1.74% | -5.41% | -26.27% | -10.61% | 1.26% |
| 2023 | 40.20% | 8.53% | -1.06% | -50.60% | 19.19% | 16.89% | -1.65% | -17.26% | -1.55% | 24.46% | -1.56% | 10.18% | 12.06% |
| 2022 | -3.82% | -3.30% | 15.25% | -10.94% | -31.48% | -2.48% | 25.08% | -32.22% | 4.79% | 25.49% | 8.11% | -16.18% | -35.56% |
| 2021 | 40.77% | -4.53% | -32.53% | 24.89% | -4.36% | -0.52% | -20.67% | -33.59% | -15.78% | -6.16% | -12.04% | 0.13% | -60.48% |
Benchmark Metrics
MediaAlpha, Inc. has an annualized alpha of -8.20%, beta of 1.12, and R2 of 0.08 versus S&P 500 Index. Calculated based on daily prices since October 28, 2020.
- This stock participated in 73.16% of S&P 500 Index downside but only -8.13% of its upside - more exposed to losses than it benefited from rallies.
- R2 of 0.08 means this stock moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- -8.20%
- Beta
- 1.12
- R²
- 0.08
- Upside Capture
- -8.13%
- Downside Capture
- 73.16%
Return for Risk
Risk / Return Rank
MAX ranks 38 for risk / return — below 38% of stocks on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for MediaAlpha, Inc. (MAX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MAX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.11 | ||
| Sortino ratioReturn per unit of downside risk | -2.49 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.37 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.09 | 2.78 | -2.87 |
| Martin ratioReturn relative to average drawdown | -0.19 | 12.44 | -12.63 |
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the MediaAlpha, Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the MediaAlpha, Inc. was 91.64%, occurring on May 16, 2023. The portfolio has not yet recovered.
The current MediaAlpha, Inc. drawdown is 84.12%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2023 bear market2023 | -91.64%May 2023 | 2y 2mo | — | 5y 3moMar 2021 - now |
2020 bear market2020 | -30.86%Dec 2020 | 1mo 6d | 1mo 11d | 2mo 17dNov 2020 - Jan 2021 |
2021 correction2021 | -17.00%Feb 2021 | 3d | 14d | 17dFeb 2021 - Mar 2021 |
2021 pullback2021 | -8.29%Feb 2021 | 0s | 7d | 7dFeb 2021 - Feb 2021 |
2021 pullback2021 | -2.84%Jan 2021 | 1d | 1d | 2dJan 2021 - Jan 2021 |
Drawdown Indicators
| MAX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.64% | -56.78% | -34.86% |
Max Drawdown (1Y)Largest decline over 1 year | -47.70% | -9.10% | -38.60% |
Max Drawdown (3Y)Largest decline over 3 years | -67.70% | -18.90% | -48.80% |
Max Drawdown (5Y)Largest decline over 5 years | -88.43% | -25.43% | -63.00% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -84.12% | -1.80% | -82.32% |
Average DrawdownAverage peak-to-trough decline | -72.98% | -10.71% | -62.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.42% | 2.03% | +20.39% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Financials
Financial Performance
The chart below illustrates the trends in the financial health of MediaAlpha, Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.
Valuation
The Valuation section provides an overview of how MediaAlpha, Inc. is priced in the market compared to other companies in the Internet Content & Information industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.
PE Ratio
The chart displays the Price-to-Earnings (P/E) ratio for MAX, comparing it with other companies in the Internet Content & Information industry. Currently, MAX has a P/E ratio of 15.3. This P/E ratio is in line with the industry average, suggesting the stock may be fairly valued relative to its earnings.
PEG Ratio
The chart shows the Price/Earnings to Growth (PEG) ratio for MAX compared to other companies in the Internet Content & Information industry. MAX currently has a PEG ratio of 11.6. This PEG ratio is higher than the industry average, which may suggest the stock is overvalued relative to its expected earnings growth.
PS Ratio
This chart shows the Price-to-Sales (P/S) ratio for MAX relative to other companies in the Internet Content & Information industry. Currently, MAX has a P/S ratio of 0.5. This P/S ratio falls within the average range for the industry, suggesting the stock is fairly valued based on its revenue.
PB Ratio
The chart illustrates the Price-to-Book (P/B) ratio for MAX in comparison with other companies in the Internet Content & Information industry. Currently, MAX has a P/B value of 296.6. This P/B ratio is higher than most companies in the industry. It may suggest the stock is overvalued or that investors expect the company to generate high returns on its assets.
Income Statement
| TTM | |
|---|---|
Revenue | — |
Total Revenue | — |
Cost Of Revenue | — |
Gross Profit | — |
Operating Expenses | — |
Selling, General & Admin Expenses | — |
R&D Expenses | — |
Depreciation And Amortization | — |
Total Operating Expenses | — |
Income | — |
Income Before Tax | — |
Operating Income | — |
EBITDA | — |
EBIT | — |
Earnings From Continuing Operations | — |
Net Income | — |
Income Tax Expense | — |
Other Non-Operating Income (Expenses) | — |
Extraordinary Items | — |
Discontinued Operations | — |
Effect Of Accounting Charges | — |
Non Recurring | — |
Minority Interest | — |
Other Items | — |
Interest Income | — |
Interest Expense | — |
Net Interest Income | — |
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