MAX · NYSE · Technology Services

What does it cost to trade MediaAlpha, Inc. Class A?

A $10,000 order costs about $80.43 (80.4 bps) between the half-spread and market impact.

Data as of 1 November 2026

Cost of $10k$80.43
Estimated quoted spread104.7 bps
Average daily trading value$15.6M
Daily volatility3.23%
1-day VaR (95%) on $10,000$532
Liquidity tierThin

Estimated cost by order size

Order Half-spread Market impact Total Share of daily volume
$1,000 52.3 bps 11.1 bps $6.34 · 63.4 bps < 0.01%
$10,000 52.5 bps 27.9 bps $80.43 · 80.4 bps 0.064%
$100,000 54.0 bps 72.2 bps $1,261.87 · 126.2 bps 0.639%

Liquidity

MediaAlpha, Inc. Class A trades about $15.6M a day, which puts it in the thin liquidity tier. At that depth the model estimates a quoted spread of 104.7 bps, so a market order pays roughly half of it on the way in, and again on the way out. An order stays below 1% of a normal day's trading up to about $156K.

Volatility and risk

Daily volatility is around 3.23%, which is very high for a stock. On a $10,000 position, the 1-day value at risk at 95% is about $532: on one trading day in twenty, a loss larger than that should be expected. Volatility also widens spreads, which the cost estimate above already includes.

How these figures are estimated

Spread: PreTrAIde's liquidity-tier model (average daily trading value) with a volatility uplift and a one-tick floor. Market impact: an Almgren-Chriss-style model on the order's share of daily volume. VaR: 1.645 × daily volatility. Inputs are 30-day average volume and recent price range. These are estimates, not quotes: the real cost depends on the market when the order is placed. PreTrAIde Methodology: How a Pre-Trade Analysis Is Computed

Frequently asked questions

How much does it cost to buy $10,000 of MediaAlpha, Inc. Class A?

PreTrAIde estimates about $80.43 (80.4 bps) for a $10,000 market order in MediaAlpha, Inc. Class A: $52.50 of half-spread and $27.94 of market impact, before any broker commission.

Is MediaAlpha, Inc. Class A a liquid stock?

MediaAlpha, Inc. Class A trades about $15.6M a day, in the thin liquidity tier of PreTrAIde's model, with an estimated quoted spread of 104.7 bps.

How volatile is MediaAlpha, Inc. Class A?

Its daily volatility is about 3.23% (very high). The 1-day 95% value at risk on a $10,000 position is about $532.

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Educational content, not investment advice. PreTrAIde is analysis software, not a broker: it never executes orders, and its verdicts are decision support, not recommendations to buy or sell.