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ISIN
US58450V1044
CUSIP
58450V104
IPO Date
Oct 28, 2020

Highlights

Market Cap
$655.84M
Enterprise Value
$646.43M
EPS (TTM)
$1.60
PE Ratio
7.72
PEG Ratio
5.82
Total Revenue (TTM)
$1.22B
Gross Profit (TTM)
$180.09M
EBITDA (TTM)
-$36.38M
Year Range
$7.09 - $14.70
Target Price
$11.17
ROA (TTM)
27.02%
ROE (TTM)
342.17%
Avg. Volume (1M)
1M
Avg. Volume Value (1M)
$15.12M

Share Price Chart


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MediaAlpha, Inc.

Often compared with MAX:
MAX vs. VYMMAX vs. QNST

Performance

MAX Performance Chart

MediaAlpha, Inc. (MAX) is down 4.4% since the beginning of the year. At $12 per share, MAX is trading 15.8% below its 52-week high of $15. Investors who bought $1,000 worth of MAX shares 5 years ago would now be looking at an investment worth $371.


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Benchmark

Compare this symbol against anything

Returns By Period

MediaAlpha, Inc. (MAX) has returned -4.40% so far this year and 25.56% over the past 12 months.


MediaAlpha, Inc.

1D
-8.57%
1M
-7.82%
6M
21.02%
YTD
-4.40%
1Y
25.56%
3Y*
8.47%
5Y*
-18.00%
10Y*
ALL TIME*
-10.20%

Benchmark (S&P 500 Index)

1D
0.70%
1M
0.09%
6M
7.94%
YTD
9.41%
1Y
20.07%
3Y*
17.84%
5Y*
11.25%
10Y*
13.26%
ALL TIME*
8.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MAX Monthly Returns History

Based on dividend-adjusted daily data since Oct 28, 2020, MAX's average daily return is +0.05%, while the average monthly return is +1.09%. At this rate, an investment would double in approximately 5.3 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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-21.00%-2.83%-6.44%-8.49%4.58%41.24%-1.51%-4.40%
20250.89%-18.44%-0.54%-9.09%21.43%7.35%-8.49%5.49%7.66%12.04%0.08%1.49%14.70%
202414.35%62.75%-1.83%-0.59%-12.20%-25.93%11.39%21.34%1.74%-5.41%-26.27%-10.61%1.26%
202340.20%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%
202140.77%-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 -4.45%, beta of 1.11, and R2 of 0.07 versus S&P 500 Index. Calculated based on daily prices since October 28, 2020.

  • This stock participated in 52.76% of S&P 500 Index downside but only -8.13% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.07 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
-4.45%
Beta
1.11
0.07
Upside Capture
-8.13%
Downside Capture
52.76%

Return for Risk

Risk / Return Rank

MAX ranks 58 for risk / return — above 58% of stocks peers on PortfoliosLab. Its historical combined result is near the middle of the peer group.


MAX Risk / Return Rank: 5858
Overall Rank
MAX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
MAX Sortino Ratio Rank: 5858
Sortino Ratio Rank
MAX Omega Ratio Rank: 5757
Omega Ratio Rank
MAX Calmar Ratio Rank: 5757
Calmar Ratio Rank
MAX Martin Ratio Rank: 5757
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

Risk / Return 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.


MAXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.98

Sortino ratioReturn per unit of downside risk

-1.01

Omega ratioGain probability vs. loss probability

1.12

1.25

-0.13

Calmar ratioReturn relative to maximum drawdown

0.50

2.00

-1.51

Martin ratioReturn relative to average drawdown

1.05

8.49

-7.45

Dividends

Dividend History


MediaAlpha, Inc. doesn't pay dividends

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 80.69%.


Drawdown

Fall

Recovery

Underwater

Related event

-91.64%May 2023
2y 2mo
5y 4moMar 2021 - now
-30.86%Dec 2020
1mo 6d1mo 11d
2mo 17dNov 2020 - Jan 2021
-17.00%Feb 2021
3d14d
17dFeb 2021 - Mar 2021
-8.29%Feb 2021
1d7d
7dFeb 2021 - Feb 2021
-2.84%Jan 2021
1d1d
2dJan 2021 - Jan 2021

Drawdown Indicators


MAXBenchmarkDifference

Max Drawdown

Largest 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

-82.74%

-25.43%

-57.31%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-80.69%

-1.58%

-79.11%

Average Drawdown

Average peak-to-trough decline

-73.11%

-10.70%

-62.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.56%

2.14%

+20.42%

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.


Annual
Quarterly

0.0

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 7.7. This P/E ratio is considered low compared to industry peers, which may suggest that the stock is undervalued or that the company has weaker growth prospects.

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 5.8. 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 0.6. 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 27.5. 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

Values in undefined except per share items
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