National Retail Properties Stock Alpha and Beta Analysis
| NNN Stock | USD 39.69 0.29 0.74% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as National Retail Properties. It also helps investors analyze the systematic and unsystematic risks associated with investing in National Retail over a specified time horizon. Remember, high National Retail'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 National Retail's market risk premium analysis include:
Beta 0.24 | Alpha (0.28) | Risk 1.33 | Sharpe Ratio (0.11) | Expected Return (0.14) |
National Retail 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.
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National Retail Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. National Retail market risk premium is the additional return an investor will receive from holding National Retail 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 National Retail. 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 National Retail's performance over market.| α | -0.28 | β | 0.24 |
National Retail 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 National Retail's Buy-and-hold return. Our buy-and-hold chart shows how National Retail performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.National Retail Market Price Analysis
Market price analysis indicators help investors to evaluate how National Retail stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading National Retail shares will generate the highest return on investment. By understating and applying National Retail stock market price indicators, traders can identify National Retail position entry and exit signals to maximize returns.
National Retail Return and Market Media
The median price of National Retail for the period between Sat, Nov 2, 2024 and Fri, Jan 31, 2025 is 42.22 with a coefficient of variation of 4.83. The daily time series for the period is distributed with a sample standard deviation of 2.02, arithmetic mean of 41.87, and mean deviation of 1.7. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| National Retail dividend paid on 15th of November 2024 | 11/15/2024 |
2 | NNNPE.CL.PFD Equity-to-Asset 0.49 - GuruFocus.com | 12/05/2024 |
3 | Insider Sell Michelle Miller Sells 1,000 Shares of NNN REIT Inc | 12/11/2024 |
4 | Why Is National Retail Properties, Inc. Among the Best REIT Dividend Stocks to Buy for 2024 | 12/13/2024 |
5 | Is NNN REIT, Inc. the Best Mid-Cap Dividend Aristocrat to Buy Now | 12/18/2024 |
6 | KEVIN B. HABICHT TO RETIRE AS EVP, CHIEF FINANCIAL OFFICER OF NNN REIT, INC. VINCENT H. ... | 01/06/2025 |
7 | Insider Trading | 01/08/2025 |
8 | NNN REIT Inc Announces 2024 Dividend Tax Status | 01/14/2025 |
9 | REITs And Interest Rates Navigating The Valuation Rollercoaster | 01/16/2025 |
10 | Acquisition by Steven Cosler of 365 shares of National Retail at 46.89 subject to Rule 16b-3 | 01/28/2025 |
About National Retail 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 National or other stocks. Alpha measures the amount that position in National Retail Prop 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.
| 2022 | 2023 | 2024 | 2025 (projected) | Dividend Yield | 0.0476 | 0.0518 | 0.0596 | 0.0811 | Price To Sales Ratio | 10.34 | 9.43 | 8.49 | 6.58 |
National Retail Upcoming Company Events
As portrayed in its financial statements, the presentation of National Retail's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, National Retail's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of National Retail's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of National Retail. Please utilize our Beneish M Score to check the likelihood of National Retail's management manipulating its earnings.
| 8th of February 2024 Upcoming Quarterly Report | View | |
| 7th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 8th of February 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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Check out National Retail Backtesting, National Retail Valuation, National Retail Correlation, National Retail Hype Analysis, National Retail Volatility, National Retail History and analyze National Retail Performance. You can also try the Companies Directory module to evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals.
National Retail 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.