Nathans Famous Stock Alpha and Beta Analysis
| NATH Stock | USD 84.59 0.54 0.64% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Nathans Famous. It also helps investors analyze the systematic and unsystematic risks associated with investing in Nathans Famous over a specified time horizon. Remember, high Nathans Famous' 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 Nathans Famous' market risk premium analysis include:
Beta 1.17 | Alpha 0.0491 | Risk 1.84 | Sharpe Ratio 0.0985 | Expected Return 0.18 |
Enterprise Value |
|
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.
Nathans |
Nathans Famous Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Nathans Famous market risk premium is the additional return an investor will receive from holding Nathans Famous 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 Nathans Famous. 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 Nathans Famous' performance over market.| α | 0.05 | β | 1.17 |
Nathans Famous 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 Nathans Famous' Buy-and-hold return. Our buy-and-hold chart shows how Nathans Famous performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Nathans Famous Market Price Analysis
Market price analysis indicators help investors to evaluate how Nathans Famous stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Nathans Famous shares will generate the highest return on investment. By understating and applying Nathans Famous stock market price indicators, traders can identify Nathans Famous position entry and exit signals to maximize returns.
Nathans Famous Return and Market Media
The median price of Nathans Famous for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 82.7 with a coefficient of variation of 5.12. The daily time series for the period is distributed with a sample standard deviation of 4.21, arithmetic mean of 82.15, and mean deviation of 3.53. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 2860 shares by Howard Lorber of Nathans Famous subject to Rule 16b-3 | 08/30/2024 |
| Nathans Famous dividend paid on 6th of September 2024 | 09/06/2024 |
2 | Nathan Eovaldi becoming a free agent after declining 20M player option for 2025 with Rangers | 11/04/2024 |
3 | Famous Celebrity Guns to be Sold at Richmond Auctions | 11/07/2024 |
4 | Nathan Broadhead withdraws from Wales squad with teenager Charlie Crew called up | 11/12/2024 |
5 | 10 Famous TV and Movie Homes You Can Actually Own | 11/15/2024 |
6 | Border-Gavaskar Trophy Nathan McSweeney given fiery Test initiation as WAs Mitch Marsh bowls | 11/18/2024 |
7 | Border-Gavaskar Trophy Aaron Finch believes makeshift approach will work for Nathan McSweeney | 11/19/2024 |
8 | 21 Famous Garden State Residents Earn Spot In NJ Hall Of Fame | 11/20/2024 |
9 | Jim Cramer Agrees With Famous Analysts Latest Bull Thesis on Alphabet | 11/21/2024 |
10 | The West Test Nathan McSweeney, Marnus Labuschagne complete outrageous catch against India | 11/22/2024 |
About Nathans Famous 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 Nathans or other stocks. Alpha measures the amount that position in Nathans Famous 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.
| 2018 | 2023 | 2024 (projected) | Dividend Yield | 0.0251 | 0.0288 | 0.0274 | Price To Sales Ratio | 2.3 | 2.05 | 1.33 |
Nathans Famous Upcoming Company Events
As portrayed in its financial statements, the presentation of Nathans Famous' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Nathans Famous' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Nathans Famous' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Nathans Famous. Please utilize our Beneish M Score to check the likelihood of Nathans Famous' management manipulating its earnings.
| 1st of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Nathans Famous
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 Nathans Famous Backtesting, Nathans Famous Valuation, Nathans Famous Correlation, Nathans Famous Hype Analysis, Nathans Famous Volatility, Nathans Famous History and analyze Nathans Famous Performance. For more detail on how to invest in Nathans Stock please use our How to Invest in Nathans Famous guide.You can also try the Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.
Nathans Famous 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.