National Cinemedia Stock Alpha and Beta Analysis
| NCMI Stock | USD 6.86 0.06 0.88% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as National CineMedia. It also helps investors analyze the systematic and unsystematic risks associated with investing in National CineMedia over a specified time horizon. Remember, high National CineMedia'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 CineMedia's market risk premium analysis include:
Beta (0.25) | Alpha 0.0367 | Risk 2.26 | Sharpe Ratio 0.0083 | Expected Return 0.0188 |
Enterprise Value |
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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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National CineMedia Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. National CineMedia market risk premium is the additional return an investor will receive from holding National CineMedia 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 CineMedia. 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 CineMedia's performance over market.| α | 0.04 | β | -0.25 |
National CineMedia 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 CineMedia's Buy-and-hold return. Our buy-and-hold chart shows how National CineMedia performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.National CineMedia Market Price Analysis
Market price analysis indicators help investors to evaluate how National CineMedia stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading National CineMedia shares will generate the highest return on investment. By understating and applying National CineMedia stock market price indicators, traders can identify National CineMedia position entry and exit signals to maximize returns.
National CineMedia Return and Market Media
The median price of National CineMedia for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 6.85 with a coefficient of variation of 3.17. The daily time series for the period is distributed with a sample standard deviation of 0.22, arithmetic mean of 6.84, and mean deviation of 0.17. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Glazek David Edward of 28450 shares of National CineMedia subject to Rule 16b-3 | 09/19/2024 |
2 | National CineMedia Q3 2024 Earnings Preview | 11/04/2024 |
3 | National CineMedia Hits New 12-Month High Should You Buy | 11/05/2024 |
4 | National CineMedia Inc Q3 2024 Earnings Call Highlights Surpassing Revenue Expectations ... | 11/06/2024 |
5 | National CineMedia Issues Earnings Results | 11/08/2024 |
6 | Comcasts Xfinity Connects Wicked Stars Cynthia Erivo and Ariana Grande to the Magic of Oz | 11/12/2024 |
7 | Acquisition by Aulestia Bernadette S. of 5820 shares of National CineMedia subject to Rule 16b-3 | 11/13/2024 |
8 | Insider Trading | 11/18/2024 |
9 | National CineMedia Net Issuance of Preferred Sto - GuruFocus.com | 11/22/2024 |
About National CineMedia 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 stocks. Alpha measures the amount that position in National CineMedia 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.
| 2016 | 2019 | 2020 | 2024 (projected) | Dividend Yield | 0.0946 | 0.002417 | 0.11 | 0.1 | Price To Sales Ratio | 1.27 | 1.25 | 3.2 | 2.21 |
National CineMedia Upcoming Company Events
As portrayed in its financial statements, the presentation of National CineMedia's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, National CineMedia's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of National CineMedia's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of National CineMedia. Please utilize our Beneish M Score to check the likelihood of National CineMedia's management manipulating its earnings.
| 6th of February 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 6th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with National CineMedia
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 National CineMedia Backtesting, National CineMedia Valuation, National CineMedia Correlation, National CineMedia Hype Analysis, National CineMedia Volatility, National CineMedia History and analyze National CineMedia Performance. For more detail on how to invest in National Stock please use our How to Invest in National CineMedia guide.You can also try the Theme Ratings module to determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.
National CineMedia 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.