Nasdaq Inc Stock Alpha and Beta Analysis
| NDAQ Stock | USD 83.05 0.40 0.48% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Nasdaq Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Nasdaq over a specified time horizon. Remember, high Nasdaq'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 Nasdaq's market risk premium analysis include:
Beta 0.65 | Alpha 0.16 | Risk 1.01 | Sharpe Ratio 0.25 | 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.
Nasdaq |
Nasdaq Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Nasdaq market risk premium is the additional return an investor will receive from holding Nasdaq 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 Nasdaq. 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 Nasdaq's performance over market.| α | 0.16 | β | 0.65 |
Nasdaq 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 Nasdaq's Buy-and-hold return. Our buy-and-hold chart shows how Nasdaq performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Nasdaq Market Price Analysis
Market price analysis indicators help investors to evaluate how Nasdaq stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Nasdaq shares will generate the highest return on investment. By understating and applying Nasdaq stock market price indicators, traders can identify Nasdaq position entry and exit signals to maximize returns.
Nasdaq Return and Market Media
The median price of Nasdaq for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 73.91 with a coefficient of variation of 4.37. The daily time series for the period is distributed with a sample standard deviation of 3.27, arithmetic mean of 74.79, and mean deviation of 2.63. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 11000 shares by John Zecca of Nasdaq at 71.97 subject to Rule 16b-3 | 09/12/2024 |
| Nasdaq dividend paid on 27th of September 2024 | 09/27/2024 |
2 | Acquisition by Skule Jeremy of 6844 shares of Nasdaq subject to Rule 16b-3 | 10/01/2024 |
3 | Nasdaq Announces Quarterly Dividend of 0.24 Per Share | 10/24/2024 |
4 | The pros and cons for investors of nonstop trading as NYSE looks to go 22 hours a day | 10/28/2024 |
5 | Disposition of 12000 shares by Skule Jeremy of Nasdaq at 77.92 subject to Rule 16b-3 | 11/06/2024 |
6 | Fed Faces Persistent Risks Amid Stabilized US Inflation | 11/13/2024 |
7 | Nasdaq executive vice president sells 940,635 in stock | 11/14/2024 |
8 | Super Micro faces deadline to keep Nasdaq listing after 85 percent plunge in stock | 11/15/2024 |
9 | Super Micro hires new auditor to maintain Nasdaq listing shares pop | 11/18/2024 |
10 | Super Micro shares soar 30 percent after company names new auditor to help keep Nasdaq listing | 11/19/2024 |
11 | CrowdStrike, Nasdaq, D.R. Horton And More On CNBCs Final Trades | 11/20/2024 |
12 | Investing in Nasdaq five years ago would have delivered you a 151 percent gain | 11/25/2024 |
13 | Harvest Fund Management Co. Ltd Makes New Investment in Nasdaq, Inc. | 11/27/2024 |
About Nasdaq 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 Nasdaq or other stocks. Alpha measures the amount that position in Nasdaq Inc 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.01 | 0.0127 | 0.0149 | 0.0119 | Price To Sales Ratio | 5.92 | 4.85 | 4.88 | 5.13 |
Nasdaq Upcoming Company Events
As portrayed in its financial statements, the presentation of Nasdaq's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Nasdaq's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Nasdaq's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Nasdaq. Please utilize our Beneish M Score to check the likelihood of Nasdaq's management manipulating its earnings.
| 31st of January 2024 Upcoming Quarterly Report | View | |
| 17th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 31st of January 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Additional Tools for Nasdaq Stock Analysis
When running Nasdaq's price analysis, check to measure Nasdaq'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 Nasdaq is operating at the current time. Most of Nasdaq's value examination focuses on studying past and present price action to predict the probability of Nasdaq's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Nasdaq's price. Additionally, you may evaluate how the addition of Nasdaq to your portfolios can decrease your overall portfolio volatility.