Neurotech International (Australia) Alpha and Beta Analysis
| NTI Stock | 0.07 0 4.55% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Neurotech International. It also helps investors analyze the systematic and unsystematic risks associated with investing in Neurotech International over a specified time horizon. Remember, high Neurotech International'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 Neurotech International's market risk premium analysis include:
Beta (0.66) | Alpha 0.0395 | Risk 3.88 | Sharpe Ratio (0.04) | Expected Return (0.16) |
Neurotech International Quarterly Cash And Equivalents |
|
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.
Neurotech |
Neurotech International Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Neurotech International market risk premium is the additional return an investor will receive from holding Neurotech International 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 Neurotech International. 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 Neurotech International's performance over market.| α | 0.04 | β | -0.66 |
Neurotech International 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 Neurotech International's Buy-and-hold return. Our buy-and-hold chart shows how Neurotech International performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Neurotech International Market Price Analysis
Market price analysis indicators help investors to evaluate how Neurotech International stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Neurotech International shares will generate the highest return on investment. By understating and applying Neurotech International stock market price indicators, traders can identify Neurotech International position entry and exit signals to maximize returns.
Neurotech International Return and Market Media
The median price of Neurotech International for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 0.059 with a coefficient of variation of 13.49. The daily time series for the period is distributed with a sample standard deviation of 0.01, arithmetic mean of 0.06, and mean deviation of 0.01. The Stock received some media coverage during the period.About Neurotech International 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 Neurotech or other stocks. Alpha measures the amount that position in Neurotech International 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 Neurotech International 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, Neurotech International's short interest history, or implied volatility extrapolated from Neurotech International options trading.
Build Portfolio with Neurotech International
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Additional Tools for Neurotech Stock Analysis
When running Neurotech International's price analysis, check to measure Neurotech International'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 Neurotech International is operating at the current time. Most of Neurotech International's value examination focuses on studying past and present price action to predict the probability of Neurotech International's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Neurotech International's price. Additionally, you may evaluate how the addition of Neurotech International to your portfolios can decrease your overall portfolio volatility.