Nanalysis Scientific Corp Stock Alpha and Beta Analysis
| NSCI Stock | CAD 0.33 0.01 2.94% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Nanalysis Scientific Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Nanalysis Scientific over a specified time horizon. Remember, high Nanalysis Scientific'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 Nanalysis Scientific's market risk premium analysis include:
Beta (0.71) | Alpha (0.15) | Risk 3.47 | Sharpe Ratio (0.13) | Expected Return (0.46) |
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.
Nanalysis |
Nanalysis Scientific Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Nanalysis Scientific market risk premium is the additional return an investor will receive from holding Nanalysis Scientific 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 Nanalysis Scientific. 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 Nanalysis Scientific's performance over market.| α | -0.15 | β | -0.71 |
Nanalysis Scientific 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 Nanalysis Scientific's Buy-and-hold return. Our buy-and-hold chart shows how Nanalysis Scientific performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Nanalysis Scientific Market Price Analysis
Market price analysis indicators help investors to evaluate how Nanalysis Scientific stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Nanalysis Scientific shares will generate the highest return on investment. By understating and applying Nanalysis Scientific stock market price indicators, traders can identify Nanalysis Scientific position entry and exit signals to maximize returns.
Nanalysis Scientific Return and Market Media
The median price of Nanalysis Scientific for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 0.38 with a coefficient of variation of 7.11. The daily time series for the period is distributed with a sample standard deviation of 0.03, arithmetic mean of 0.38, and mean deviation of 0.02. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Nanalysis CEO Sean Krakiwsky interview at Cantech 24 - Cantech Letter | 10/24/2024 |
2 | NSCIF - NANALYSIS SCIENTIFIC CORP Latest Stock News Market Updates - StockTitan | 11/14/2024 |
About Nanalysis Scientific 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 Nanalysis or other stocks. Alpha measures the amount that position in Nanalysis Scientific Corp 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.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Nanalysis Scientific in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Nanalysis Scientific's short interest history, or implied volatility extrapolated from Nanalysis Scientific options trading.
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Additional Tools for Nanalysis Stock Analysis
When running Nanalysis Scientific's price analysis, check to measure Nanalysis Scientific'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 Nanalysis Scientific is operating at the current time. Most of Nanalysis Scientific's value examination focuses on studying past and present price action to predict the probability of Nanalysis Scientific's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Nanalysis Scientific's price. Additionally, you may evaluate how the addition of Nanalysis Scientific to your portfolios can decrease your overall portfolio volatility.