National Vision Holdings Stock Alpha and Beta Analysis
| EYE Stock | USD 11.55 0.21 1.85% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as National Vision Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in National Vision over a specified time horizon. Remember, high National Vision'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 Vision's market risk premium analysis include:
Beta 0.52 | Alpha 0.0989 | Risk 2.34 | Sharpe Ratio 0.0809 | Expected Return 0.19 |
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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 Vision Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. National Vision market risk premium is the additional return an investor will receive from holding National Vision 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 Vision. 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 Vision's performance over market.| α | 0.1 | β | 0.52 |
National Vision 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 Vision's Buy-and-hold return. Our buy-and-hold chart shows how National Vision performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.National Vision Market Price Analysis
Market price analysis indicators help investors to evaluate how National Vision 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 Vision shares will generate the highest return on investment. By understating and applying National Vision stock market price indicators, traders can identify National Vision position entry and exit signals to maximize returns.
National Vision Return and Market Media
The median price of National Vision for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 10.51 with a coefficient of variation of 5.71. The daily time series for the period is distributed with a sample standard deviation of 0.6, arithmetic mean of 10.58, and mean deviation of 0.48. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 2889 shares by Patrick Moore of National Vision subject to Rule 16b-3 | 10/04/2024 |
2 | Earnings Preview National Vision Q3 Earnings Expected to Decline | 10/30/2024 |
3 | National Vision Trading Up 5 percent Still a Buy | 11/04/2024 |
4 | National Vision Holdings Inc Q3 2024 Earnings Report Preview What To Look For | 11/05/2024 |
5 | National Vision Completes Comprehensive Review of Store Fleet | 11/06/2024 |
6 | National Vision Issues Earnings Results | 11/07/2024 |
7 | EYE Cash Flow from Operations 123 Mil - GuruFocus.com | 11/20/2024 |
About National Vision 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 Vision 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 | 0.0833 | 0.0785 | Price To Sales Ratio | 1.77 | 1.76 |
National Vision Upcoming Company Events
As portrayed in its financial statements, the presentation of National Vision's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, National Vision's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of National Vision's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of National Vision. Please utilize our Beneish M Score to check the likelihood of National Vision's management manipulating its earnings.
| 6th of March 2024 Upcoming Quarterly Report | View | |
| 9th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 6th 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 National Vision
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Align your risk with return expectations
Check out National Vision Backtesting, National Vision Valuation, National Vision Correlation, National Vision Hype Analysis, National Vision Volatility, National Vision History and analyze National Vision Performance. You can also try the Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.
National Vision 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.