National Bank Of Stock Alpha and Beta Analysis

NBGRY Stock  USD 8.20  0.17  2.12%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as National Bank of. It also helps investors analyze the systematic and unsystematic risks associated with investing in National Bank over a specified time horizon. Remember, high National Bank'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 National Bank's market risk premium analysis include:
Beta
(0.32)
Alpha
0.0893
Risk
2.83
Sharpe Ratio
0.0042
Expected Return
0.012
Please note that although National Bank alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, National Bank did 0.09  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of National Bank of stock's relative risk over its benchmark. National Bank has a beta of 0.32  . As returns on the market increase, returns on owning National Bank are expected to decrease at a much lower rate. During the bear market, National Bank is likely to outperform the market. .
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 National Bank Backtesting, National Bank Valuation, National Bank Correlation, National Bank Hype Analysis, National Bank Volatility, National Bank History and analyze National Bank Performance.

National Bank Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. National Bank market risk premium is the additional return an investor will receive from holding National Bank 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 National Bank. 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 National Bank's performance over market.
α0.09   β-0.32

National Bank 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 National Bank's Buy-and-hold return. Our buy-and-hold chart shows how National Bank performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

National Bank Market Price Analysis

Market price analysis indicators help investors to evaluate how National Bank pink sheet reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading National Bank shares will generate the highest return on investment. By understating and applying National Bank pink sheet market price indicators, traders can identify National Bank position entry and exit signals to maximize returns.

National Bank Return and Market Media

The median price of National Bank for the period between Mon, Sep 23, 2024 and Sun, Dec 22, 2024 is 8.02 with a coefficient of variation of 5.35. The daily time series for the period is distributed with a sample standard deviation of 0.43, arithmetic mean of 7.96, and mean deviation of 0.33. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About National Bank 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 National or other pink sheets. Alpha measures the amount that position in National Bank 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.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards National Bank in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, National Bank's short interest history, or implied volatility extrapolated from National Bank options trading.

Build Portfolio with National Bank

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

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations

Additional Tools for National Pink Sheet Analysis

When running National Bank's price analysis, check to measure National Bank'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 National Bank is operating at the current time. Most of National Bank's value examination focuses on studying past and present price action to predict the probability of National Bank's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move National Bank's price. Additionally, you may evaluate how the addition of National Bank to your portfolios can decrease your overall portfolio volatility.