Natuzzi Spa Stock Alpha and Beta Analysis
| NTZ Stock | USD 4.33 0.33 8.25% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Natuzzi SpA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Natuzzi SpA over a specified time horizon. Remember, high Natuzzi SpA'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 Natuzzi SpA's market risk premium analysis include:
Beta 1.18 | Alpha (0.07) | Risk 4.68 | Sharpe Ratio 0.0526 | Expected Return 0.25 |
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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.
Natuzzi |
Natuzzi SpA Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Natuzzi SpA market risk premium is the additional return an investor will receive from holding Natuzzi SpA 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 Natuzzi SpA. 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 Natuzzi SpA's performance over market.| α | -0.07 | β | 1.18 |
Natuzzi SpA 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 Natuzzi SpA's Buy-and-hold return. Our buy-and-hold chart shows how Natuzzi SpA performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Natuzzi SpA Market Price Analysis
Market price analysis indicators help investors to evaluate how Natuzzi SpA stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Natuzzi SpA shares will generate the highest return on investment. By understating and applying Natuzzi SpA stock market price indicators, traders can identify Natuzzi SpA position entry and exit signals to maximize returns.
Natuzzi SpA Return and Market Media
The median price of Natuzzi SpA for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 4.21 with a coefficient of variation of 4.27. The daily time series for the period is distributed with a sample standard deviation of 0.18, arithmetic mean of 4.2, and mean deviation of 0.15. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Natuzzi Coverage Initiated at StockNews.com | 09/25/2024 |
2 | Xiaohongshu and VOGUE Business Redefine Home Aesthetics During Milan Fashion Week | 09/30/2024 |
3 | Natuzzi S.p.A. Announces Dates for the Second Quarter 2024 Financial Information and Conference Call | 10/18/2024 |
4 | Natuzzi Shareholder Letter and Financial Results 2024 Second Quarter and First Half Results | 10/22/2024 |
5 | Natuzzi Stock Surges 5. percent Amidst Mixed Financial Performance | 11/01/2024 |
6 | Natuzzi Harmony Residences Unveiled in Dubai | 11/13/2024 |
About Natuzzi SpA 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 Natuzzi or other stocks. Alpha measures the amount that position in Natuzzi SpA 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 | 0.0108 | 0.0194 | Price To Sales Ratio | 0.21 | 0.2 |
Natuzzi SpA Upcoming Company Events
As portrayed in its financial statements, the presentation of Natuzzi SpA's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Natuzzi SpA's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Natuzzi SpA's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Natuzzi SpA. Please utilize our Beneish M Score to check the likelihood of Natuzzi SpA's management manipulating its earnings.
| 24th of November 2023 Upcoming Quarterly Report | View | |
| 30th of September 2023 Next Fiscal Quarter End | View |
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Additional Tools for Natuzzi Stock Analysis
When running Natuzzi SpA's price analysis, check to measure Natuzzi SpA'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 Natuzzi SpA is operating at the current time. Most of Natuzzi SpA's value examination focuses on studying past and present price action to predict the probability of Natuzzi SpA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Natuzzi SpA's price. Additionally, you may evaluate how the addition of Natuzzi SpA to your portfolios can decrease your overall portfolio volatility.