Nayax Stock Alpha and Beta Analysis
| NYAX Stock | USD 29.74 0.63 2.16% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Nayax. It also helps investors analyze the systematic and unsystematic risks associated with investing in Nayax over a specified time horizon. Remember, high Nayax'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 Nayax's market risk premium analysis include:
Beta 1.17 | Alpha 0.29 | Risk 3.03 | Sharpe Ratio 0.1 | Expected Return 0.31 |
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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.
Nayax |
Nayax Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Nayax market risk premium is the additional return an investor will receive from holding Nayax 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 Nayax. 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 Nayax's performance over market.| α | 0.29 | β | 1.17 |
Nayax 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 Nayax's Buy-and-hold return. Our buy-and-hold chart shows how Nayax performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Nayax Market Price Analysis
Market price analysis indicators help investors to evaluate how Nayax stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Nayax shares will generate the highest return on investment. By understating and applying Nayax stock market price indicators, traders can identify Nayax position entry and exit signals to maximize returns.
Nayax Return and Market Media
The median price of Nayax for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 26.0 with a coefficient of variation of 6.95. The daily time series for the period is distributed with a sample standard deviation of 1.83, arithmetic mean of 26.39, and mean deviation of 1.53. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Altshuler Shaham Ltd Acquires Shares of 47,467 Nayax Ltd. - MarketBeat | 09/23/2024 |
2 | Nayax Ltd Shares Down 3.17 percent on Oct 2 | 10/02/2024 |
3 | Nayax Ltd Shares Up 3.71 percent on Oct 14 | 10/14/2024 |
4 | Nayax Just Flashed Golden Cross Signal Do You Buy | 10/22/2024 |
5 | Nayax Upgraded to Buy at Jefferies Financial Group | 11/01/2024 |
6 | Nayax Ltd Shares Down 10.55 percent on Nov 12 | 11/12/2024 |
7 | Nayax Ltd Q3 2025 Earnings Call Highlights Record Revenue and First Positive Net Income | 11/13/2024 |
8 | Nayax Now Covered by B. Riley | 11/19/2024 |
9 | Nayax Ltd Trading 5.05 percent Higher on Nov 21 | 11/21/2024 |
About Nayax 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 Nayax or other stocks. Alpha measures the amount that position in Nayax 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) | Days Sales Outstanding | 59.25 | 57.66 | 129.98 | 99.52 | PTB Ratio | 6.41 | 6.09 | 6.47 | 6.15 |
Nayax Upcoming Company Events
As portrayed in its financial statements, the presentation of Nayax's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Nayax's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Nayax's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Nayax. Please utilize our Beneish M Score to check the likelihood of Nayax's management manipulating its earnings.
| 6th of March 2024 Upcoming Quarterly Report | View | |
| 8th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 6th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Additional Tools for Nayax Stock Analysis
When running Nayax's price analysis, check to measure Nayax'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 Nayax is operating at the current time. Most of Nayax's value examination focuses on studying past and present price action to predict the probability of Nayax's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Nayax's price. Additionally, you may evaluate how the addition of Nayax to your portfolios can decrease your overall portfolio volatility.