Nu Holdings Stock Alpha and Beta Analysis
| NU Stock | USD 12.53 1.00 7.39% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Nu Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Nu Holdings over a specified time horizon. Remember, high Nu Holdings' 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 Nu Holdings' market risk premium analysis include:
Beta 1.17 | Alpha (0.32) | Risk 2.7 | Sharpe Ratio (0.09) | Expected Return (0.23) |
Nu Holdings 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.
Nu Holdings |
Nu Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Nu Holdings market risk premium is the additional return an investor will receive from holding Nu Holdings 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 Nu Holdings. 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 Nu Holdings' performance over market.| α | -0.32 | β | 1.17 |
Nu Holdings 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 Nu Holdings' Buy-and-hold return. Our buy-and-hold chart shows how Nu Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Nu Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how Nu Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Nu Holdings shares will generate the highest return on investment. By understating and applying Nu Holdings stock market price indicators, traders can identify Nu Holdings position entry and exit signals to maximize returns.
Nu Holdings Return and Market Media
The median price of Nu Holdings for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 14.34 with a coefficient of variation of 5.32. The daily time series for the period is distributed with a sample standard deviation of 0.76, arithmetic mean of 14.34, and mean deviation of 0.63. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Nu Holdings Ltd. Q3 2024 Earnings Call Transcript | 11/15/2024 |
2 | This Hot Buffett Growth Stock Is Up 64 percent This Year, and It Can Supercharge Your Portfolio | 11/20/2024 |
3 | Nu Holdings Stock Surges 5 percent Amid Strong Financial Performance | 11/22/2024 |
4 | US Mortgage Corporation Welcomes Paul Laprade as SVP, Divisional Manager to Lead Expansion in the Northeast | 11/25/2024 |
5 | Northeast University Eyes Quantitative Analyst | 11/26/2024 |
6 | What Makes the Eastern U.S. Drought Different from the Wests | 11/27/2024 |
About Nu Holdings 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 Nu Holdings or other stocks. Alpha measures the amount that position in Nu Holdings 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) | PB Ratio | 9.74 | 3.89 | 6.16 | 5.85 | Capex To Depreciation | 1.64 | 3.21 | 0.32 | 0.31 |
Nu Holdings Upcoming Company Events
As portrayed in its financial statements, the presentation of Nu Holdings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Nu Holdings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Nu Holdings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Nu Holdings. Please utilize our Beneish M Score to check the likelihood of Nu Holdings' management manipulating its earnings.
| 13th of February 2024 Upcoming Quarterly Report | View | |
| 20th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 13th 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 Nu Holdings
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Additional Tools for Nu Holdings Stock Analysis
When running Nu Holdings' price analysis, check to measure Nu Holdings' 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 Nu Holdings is operating at the current time. Most of Nu Holdings' value examination focuses on studying past and present price action to predict the probability of Nu Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Nu Holdings' price. Additionally, you may evaluate how the addition of Nu Holdings to your portfolios can decrease your overall portfolio volatility.