Navios Maritime Partners Stock Alpha and Beta Analysis
| NMM Stock | USD 51.80 0.42 0.82% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Navios Maritime Partners. It also helps investors analyze the systematic and unsystematic risks associated with investing in Navios Maritime over a specified time horizon. Remember, high Navios Maritime'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 Navios Maritime's market risk premium analysis include:
Beta 0.55 | Alpha (0.04) | Risk 2.38 | Sharpe Ratio (0) | Expected Return (0.01) |
Navios Maritime 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.
Navios |
Navios Maritime Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Navios Maritime market risk premium is the additional return an investor will receive from holding Navios Maritime 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 Navios Maritime. 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 Navios Maritime's performance over market.| α | -0.04 | β | 0.55 |
Navios Maritime 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 Navios Maritime's Buy-and-hold return. Our buy-and-hold chart shows how Navios Maritime performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Navios Maritime Market Price Analysis
Market price analysis indicators help investors to evaluate how Navios Maritime stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Navios Maritime shares will generate the highest return on investment. By understating and applying Navios Maritime stock market price indicators, traders can identify Navios Maritime position entry and exit signals to maximize returns.
Navios Maritime Return and Market Media
The median price of Navios Maritime for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 54.74 with a coefficient of variation of 7.7. The daily time series for the period is distributed with a sample standard deviation of 4.31, arithmetic mean of 56.01, and mean deviation of 3.74. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Navios Maritime Partners Unusual Options Activity | 09/27/2024 |
2 | Navios Maritime Partners LP Outpaces Stock Market Gains What You Should Know | 10/18/2024 |
3 | Here is What to Know Beyond Why Navios Maritime Partners LP is a Trending Stock | 10/29/2024 |
4 | Navios Maritime Partners L.P. Announces the Date for the Release of Third Quarter Ended September 30, 2024 Results, Conference Call and Webcast | 10/31/2024 |
5 | Navios Maritime Partners LP Q3 2024 Earnings Report Preview What To Look For | 11/04/2024 |
6 | Navios Partners Q3 Earnings Cash Flow, EBITDA Climb 3.9 Billion In Contracted Revenue Secured | 11/05/2024 |
7 | Q3 2024 Navios Maritime Partners LP Earnings Call Transcript | 11/06/2024 |
8 | Investors Heavily Search Navios Maritime Partners LP Here is What You Need to Know | 11/11/2024 |
| Navios Maritime dividend paid on 15th of November 2024 | 11/15/2024 |
9 | Moors Cabot Inc. Has 4.64 Million Stock Position in Navios Maritime Partners L.P. | 11/20/2024 |
10 | Navios Maritime Partners LP Is a Trending Stock Facts to Know Before Betting on It | 11/22/2024 |
About Navios Maritime 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 Navios or other stocks. Alpha measures the amount that position in Navios Maritime Partners 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 (projected) | Dividend Yield | 0.007968 | 0.007714 | Price To Sales Ratio | 0.8 | 0.65 |
Navios Maritime Upcoming Company Events
As portrayed in its financial statements, the presentation of Navios Maritime's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Navios Maritime's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Navios Maritime's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Navios Maritime. Please utilize our Beneish M Score to check the likelihood of Navios Maritime's management manipulating its earnings.
| 20th of February 2024 Upcoming Quarterly Report | View | |
| 28th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 20th 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 Navios Maritime
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Check out Navios Maritime Backtesting, Navios Maritime Valuation, Navios Maritime Correlation, Navios Maritime Hype Analysis, Navios Maritime Volatility, Navios Maritime History and analyze Navios Maritime Performance. You can also try the Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.
Navios Maritime 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.