New England Realty Stock Alpha and Beta Analysis
| NEN Stock | USD 82.47 0.02 0.02% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as New England Realty. It also helps investors analyze the systematic and unsystematic risks associated with investing in New England over a specified time horizon. Remember, high New England'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 New England's market risk premium analysis include:
Beta (0.32) | Alpha 0.3 | Risk 2.72 | Sharpe Ratio 0.0451 | Expected Return 0.12 |
New England 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.
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New England Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. New England market risk premium is the additional return an investor will receive from holding New England 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 New England. 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 New England's performance over market.| α | 0.30 | β | -0.32 |
New England Fundamentals Vs Peers
Comparing New England's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze New England's direct or indirect competition across all of the common fundamentals between New England and the related equities. This way, we can detect undervalued stocks with similar characteristics as New England or determine the stocks which would be an excellent addition to an existing portfolio. Peer analysis of New England's fundamental indicators could also be used in its relative valuation, which is a method of valuing New England by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare New England to competition |
| Fundamentals | New England | Peer Average |
| Return On Asset | 0.0401 | -0.14 |
| Profit Margin | 0.17 % | (1.27) % |
| Operating Margin | 0.32 % | (5.51) % |
| Current Valuation | 594.37 M | 16.62 B |
| Shares Outstanding | 2.83 M | 571.82 M |
| Shares Owned By Insiders | 34.28 % | 10.09 % |
| Shares Owned By Institutions | 3.08 % | 39.21 % |
New England Opportunities
New England Return and Market Media
The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of tradable shares by Jameson Brown of New England at 2120.7 subject to Rule 16b-3 | 06/11/2024 |
2 | Disposition of tradable shares by Ronald Brown of New England at 2140.49 subject to Rule 16b-3 | 06/25/2024 |
3 | Disposition of tradable shares by Brown Harold of New England at 1469.0 subject to Rule 16b-3 | 07/18/2024 |
4 | Housing Market Predictions For 2024 When Will Home Prices Be Affordable Again - Forbes | 07/22/2024 |
5 | New England Realty Q2 Earnings Snapshot | 08/08/2024 |
6 | NEN stock touches 52-week high at 78 amid market optimism - Investing.com | 08/22/2024 |
7 | Disposition of tradable shares by Brown Harold of New England at 1494.0 subject to Rule 16b-3 | 08/23/2024 |
8 | New England Realty Associates Limited Partnership goes ex-dividend tomorrow | 09/12/2024 |
9 | Disposition of tradable shares by Jameson Brown of New England at 2187.07 subject to Rule 16b-3 | 09/19/2024 |
10 | NEN stock hits 52-week high, soaring to 82 amid market rally - Investing.com Canada | 09/20/2024 |
11 | Disposition of tradable shares by Jameson Brown of New England at 2284.0 subject to Rule 16b-3 | 09/23/2024 |
12 | Disposition of tradable shares by Ronald Brown of New England at 2389.0 subject to Rule 16b-3 | 11/08/2024 |
13 | Disposition of tradable shares by Brown Harold of New England at 1.829 subject to Rule 16b-3 | 11/19/2024 |
About New England 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 New or other stocks. Alpha measures the amount that position in New England Realty 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0189 | 0.0362 | 0.0402 | 0.029 | Price To Sales Ratio | 3.95 | 3.75 | 3.33 | 4.29 |
New England Upcoming Company Events
As portrayed in its financial statements, the presentation of New England's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, New England's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of New England's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of New England. Please utilize our Beneish M Score to check the likelihood of New England's management manipulating its earnings.
| 8th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with New England
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Correlation Analysis to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in income. You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
New England 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.