Napco Security Technologies Stock Alpha and Beta Analysis
| NSSC Stock | USD 39.95 0.72 1.84% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as NAPCO Security Technologies. It also helps investors analyze the systematic and unsystematic risks associated with investing in NAPCO Security over a specified time horizon. Remember, high NAPCO Security'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 NAPCO Security's market risk premium analysis include:
Beta 2.27 | Alpha (0.36) | Risk 3.54 | Sharpe Ratio (0.02) | Expected Return (0.06) |
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.
NAPCO |
NAPCO Security Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. NAPCO Security market risk premium is the additional return an investor will receive from holding NAPCO Security 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 NAPCO Security. 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 NAPCO Security's performance over market.| α | -0.36 | β | 2.27 |
NAPCO Security 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 NAPCO Security's Buy-and-hold return. Our buy-and-hold chart shows how NAPCO Security performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.NAPCO Security Market Price Analysis
Market price analysis indicators help investors to evaluate how NAPCO Security stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading NAPCO Security shares will generate the highest return on investment. By understating and applying NAPCO Security stock market price indicators, traders can identify NAPCO Security position entry and exit signals to maximize returns.
NAPCO Security Return and Market Media
The median price of NAPCO Security for the period between Wed, Sep 4, 2024 and Tue, Dec 3, 2024 is 39.0 with a coefficient of variation of 5.95. The daily time series for the period is distributed with a sample standard deviation of 2.33, arithmetic mean of 39.13, and mean deviation of 1.73. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| NAPCO Security dividend paid on 3rd of October 2024 | 10/03/2024 |
1 | Shareholders that lost money on Napco Security Technologies, Inc. should contact Levi Korsinsky about Securities Fraud Investigation - NSSC | 10/15/2024 |
2 | Shareholders that Lost Money on Napco Security Technologies, Inc. Should Contact Levi Korsinsky About Securities Fraud Investigation - NSSC | 10/28/2024 |
3 | NAPCO Reports Revenues, Net Income and Adjusted EBITDA for Q1 of Fiscal 2025 | 11/04/2024 |
4 | Napco Security Technologies, Inc. Q1 2025 Earnings Call Transcript | 11/05/2024 |
5 | Napco Security Technologies Lowered to Sell Rating by StockNews.com | 11/06/2024 |
6 | FMR LLC Increases Stake in NAPCO Security Technologies Inc - GuruFocus.com | 11/12/2024 |
7 | Acquisition by Kevin Buchel of 16000 shares of NAPCO Security at 11.675 subject to Rule 16b-3 | 11/18/2024 |
8 | NAPCO Security Technologies to Attend the UBS Global Industrials and Transportation Conference Wednesday, December 4, 2024. | 12/02/2024 |
About NAPCO Security 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 NAPCO or other stocks. Alpha measures the amount that position in NAPCO Security Techn 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.006863 | 0.003467 | Price To Sales Ratio | 10.23 | 10.74 |
NAPCO Security Upcoming Company Events
As portrayed in its financial statements, the presentation of NAPCO Security's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, NAPCO Security's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of NAPCO Security's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of NAPCO Security. Please utilize our Beneish M Score to check the likelihood of NAPCO Security's management manipulating its earnings.
| 5th of February 2024 Upcoming Quarterly Report | View | |
| 13th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 3rd of September 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of June 2023 Last Financial Announcement | View |
Build Portfolio with NAPCO Security
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 NAPCO Security Backtesting, NAPCO Security Valuation, NAPCO Security Correlation, NAPCO Security Hype Analysis, NAPCO Security Volatility, NAPCO Security History and analyze NAPCO Security Performance. You can also try the Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.
NAPCO Security 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.