News Corp A Stock Alpha and Beta Analysis
| NWSA Stock | USD 29.05 0.23 0.79% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as News Corp A. It also helps investors analyze the systematic and unsystematic risks associated with investing in News Corp over a specified time horizon. Remember, high News Corp'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 News Corp's market risk premium analysis include:
Beta 0.85 | Alpha (0.04) | Risk 1.24 | Sharpe Ratio 0.0427 | Expected Return 0.0529 |
Enterprise Value |
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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.
News |
News Corp Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. News Corp market risk premium is the additional return an investor will receive from holding News Corp 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 News Corp. 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 News Corp's performance over market.| α | -0.04 | β | 0.85 |
News Corp 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 News Corp's Buy-and-hold return. Our buy-and-hold chart shows how News Corp performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.News Corp Market Price Analysis
Market price analysis indicators help investors to evaluate how News Corp stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading News Corp shares will generate the highest return on investment. By understating and applying News Corp stock market price indicators, traders can identify News Corp position entry and exit signals to maximize returns.
News Corp Return and Market Media
The median price of News Corp for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 26.51 with a coefficient of variation of 4.57. The daily time series for the period is distributed with a sample standard deviation of 1.24, arithmetic mean of 27.18, and mean deviation of 1.08. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 10000 shares by David Kline of News Corp at 26.9626 subject to Rule 16b-3 | 09/05/2024 |
| News Corp dividend paid on 11th of September 2024 | 09/11/2024 |
2 | Disposition of 3121 shares by Ayotte Kelly of News Corp at 26.41 subject to Rule 16b-3 | 10/01/2024 |
3 | Acquisition by Bancroft Natalie of 3121 shares of News Corp subject to Rule 16b-3 | 10/03/2024 |
4 | Disposition of 4561 shares by David Pitofsky of News Corp at 27.32 subject to Rule 16b-3 | 10/04/2024 |
| News Corp dividend paid on 9th of October 2024 | 10/09/2024 |
5 | Acquisition by David Kline of tradable shares of News Corp subject to Rule 16b-3 | 10/11/2024 |
6 | Acquisition by David Pitofsky of tradable shares of News Corp subject to Rule 16b-3 | 10/18/2024 |
7 | News Corp to Report Fiscal 2025 First Quarter Earnings | 10/23/2024 |
8 | News Corp Shares Up 3.02 percent on Oct 29 | 10/29/2024 |
9 | News Corporation Announces Updates on Stock Repurchase Program | 11/04/2024 |
10 | TKO Group Holdings Q3 Earnings Lag Estimates | 11/06/2024 |
11 | News Corp. posts Q1 profit beat, longtime CFO Panuccio to depart company | 11/07/2024 |
12 | News Corporation Q1 Earnings Beat Estimates, Revenues Rise YY | 11/08/2024 |
13 | Aigen Investment Management LP Makes New Investment in News Co. | 11/14/2024 |
14 | News Corp. Defeats Shareholder Push To Ditch Super Voting Stock Amid Succession Jitters - Deadline | 11/20/2024 |
15 | Rupert Murdoch just dumped 44m of this stock in huge insider trade | 11/27/2024 |
About News Corp 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 News or other stocks. Alpha measures the amount that position in News Corp A 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 (projected) | Dividend Yield | 0.0155 | 0.011 | 0.00896 | Price To Sales Ratio | 1.14 | 1.55 | 1.39 |
News Corp Upcoming Company Events
As portrayed in its financial statements, the presentation of News Corp's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, News Corp's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of News Corp's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of News Corp. Please utilize our Beneish M Score to check the likelihood of News Corp's management manipulating its earnings.
| 7th of February 2024 Upcoming Quarterly Report | View | |
| 9th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 8th of August 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of June 2023 Last Financial Announcement | View |
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Check out News Corp Backtesting, News Corp Valuation, News Corp Correlation, News Corp Hype Analysis, News Corp Volatility, News Corp History and analyze News Corp Performance. You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
News Corp 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.