NEPI Rockcastle (South Africa) Alpha and Beta Analysis
| NRP Stock | 13,976 45.00 0.32% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as NEPI Rockcastle PLC. It also helps investors analyze the systematic and unsystematic risks associated with investing in NEPI Rockcastle over a specified time horizon. Remember, high NEPI Rockcastle'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 NEPI Rockcastle's market risk premium analysis include:
Beta (0.09) | Alpha (0.03) | Risk 0.94 | Sharpe Ratio (0.04) | Expected Return (0.03) |
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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NEPI Rockcastle Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. NEPI Rockcastle market risk premium is the additional return an investor will receive from holding NEPI Rockcastle 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 NEPI Rockcastle. 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 NEPI Rockcastle's performance over market.| α | -0.03 | β | -0.09 |
NEPI Rockcastle 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 NEPI Rockcastle's Buy-and-hold return. Our buy-and-hold chart shows how NEPI Rockcastle performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.NEPI Rockcastle Market Price Analysis
Market price analysis indicators help investors to evaluate how NEPI Rockcastle stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading NEPI Rockcastle shares will generate the highest return on investment. By understating and applying NEPI Rockcastle stock market price indicators, traders can identify NEPI Rockcastle position entry and exit signals to maximize returns.
NEPI Rockcastle Return and Market Media
The median price of NEPI Rockcastle for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 14257.0 with a coefficient of variation of 2.2. The daily time series for the period is distributed with a sample standard deviation of 313.37, arithmetic mean of 14274.41, and mean deviation of 257.69. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About NEPI Rockcastle 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 NEPI or other stocks. Alpha measures the amount that position in NEPI Rockcastle PLC 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 NEPI Rockcastle 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, NEPI Rockcastle's short interest history, or implied volatility extrapolated from NEPI Rockcastle options trading.
Build Portfolio with NEPI Rockcastle
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Other Information on Investing in NEPI Stock
NEPI Rockcastle financial ratios help investors to determine whether NEPI Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in NEPI with respect to the benefits of owning NEPI Rockcastle security.