Noah Holdings Stock Alpha and Beta Analysis
| NOAH Stock | USD 13.12 0.31 2.42% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Noah Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Noah Holdings over a specified time horizon. Remember, high Noah 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 Noah Holdings' market risk premium analysis include:
Beta 0.33 | Alpha 0.92 | Risk 3.97 | Sharpe Ratio 0.21 | Expected Return 0.81 |
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.
Noah |
Noah Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Noah Holdings market risk premium is the additional return an investor will receive from holding Noah 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 Noah 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 Noah Holdings' performance over market.| α | 0.92 | β | 0.33 |
Noah 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 Noah Holdings' Buy-and-hold return. Our buy-and-hold chart shows how Noah Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Noah Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how Noah 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 Noah Holdings shares will generate the highest return on investment. By understating and applying Noah Holdings stock market price indicators, traders can identify Noah Holdings position entry and exit signals to maximize returns.
Noah Holdings Return and Market Media
The median price of Noah Holdings for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 12.11 with a coefficient of variation of 16.68. The daily time series for the period is distributed with a sample standard deviation of 1.89, arithmetic mean of 11.34, and mean deviation of 1.62. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Noah Holdings Limited Analysts Just Slashed This Years Revenue Estimates By 14 | 09/10/2024 |
2 | Noah Holdings Ltd Shares Up 4.76 percent on Oct 7 | 10/07/2024 |
3 | Noah Holdings Ltd Shares Up 3.17 percent on Oct 11 | 10/11/2024 |
4 | Noah Holdings Ltd Shares Down 4.1 percent on Oct 23 | 10/23/2024 |
5 | FIL Ltd Increases Stake in Noah Holdings Ltd | 11/12/2024 |
6 | Noah to Report Third Quarter 2024 Unaudited Financial Results on November 26, 2024 | 11/14/2024 |
7 | Noah Holdings to Host Investment Insights Event in Hong Kong - Nasdaq | 11/20/2024 |
8 | NOAH HOLDINGS LIMITED ANNOUNCES UNAUDITED FINANCIAL RESULTS FOR THE THIRD QUARTER OF 2024 | 11/26/2024 |
9 | Noahs 3Q2024 Earnings Showcase Robust Overseas Growth | 11/27/2024 |
10 | Noah Holdings Limited Q3 2024 Earnings Call Transcript | 11/29/2024 |
About Noah 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 Noah or other stocks. Alpha measures the amount that position in Noah 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.0235 | 0.0246 | Price To Sales Ratio | 2.07 | 1.96 |
Noah Holdings Upcoming Company Events
As portrayed in its financial statements, the presentation of Noah Holdings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Noah Holdings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Noah Holdings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Noah Holdings. Please utilize our Beneish M Score to check the likelihood of Noah Holdings' management manipulating its earnings.
| 25th of March 2024 Upcoming Quarterly Report | View | |
| 4th of June 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 25th of March 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 Noah Holdings
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 Noah Holdings Backtesting, Noah Holdings Valuation, Noah Holdings Correlation, Noah Holdings Hype Analysis, Noah Holdings Volatility, Noah Holdings History and analyze Noah Holdings Performance. For more detail on how to invest in Noah Stock please use our How to Invest in Noah Holdings guide.You can also try the Pattern Recognition module to use different Pattern Recognition models to time the market across multiple global exchanges.
Noah Holdings 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.