Nutrien Stock Alpha and Beta Analysis
| NTR Stock | CAD 72.99 0.41 0.56% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Nutrien. It also helps investors analyze the systematic and unsystematic risks associated with investing in Nutrien over a specified time horizon. Remember, high Nutrien'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 Nutrien's market risk premium analysis include:
Beta 0.3 | Alpha 0.18 | Risk 1.86 | Sharpe Ratio 0.0823 | Expected Return 0.15 |
Nutrien Quarterly Cash And Equivalents |
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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.
Nutrien |
Nutrien Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Nutrien market risk premium is the additional return an investor will receive from holding Nutrien 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 Nutrien. 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 Nutrien's performance over market.| α | 0.18 | β | 0.30 |
Nutrien 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 Nutrien's Buy-and-hold return. Our buy-and-hold chart shows how Nutrien performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Nutrien Market Price Analysis
Market price analysis indicators help investors to evaluate how Nutrien stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Nutrien shares will generate the highest return on investment. By understating and applying Nutrien stock market price indicators, traders can identify Nutrien position entry and exit signals to maximize returns.
Nutrien Return and Market Media
The median price of Nutrien for the period between Wed, Dec 11, 2024 and Tue, Mar 11, 2025 is 72.15 with a coefficient of variation of 6.04. The daily time series for the period is distributed with a sample standard deviation of 4.29, arithmetic mean of 71.08, and mean deviation of 3.78. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Nomura Asset Management Co. Ltd. Buys 40,400 Shares of Nutrien Ltd. - MarketBeat | 12/12/2024 |
2 | Nutriens SWOT analysis stock poised for rebound amid efficiency drive - Investing.com | 12/18/2024 |
3 | Nutrien Stock Could Be Forming a Bottom Right Now - EWM Interactive | 01/03/2025 |
4 | Is Nutrien Stock a Buy for Its 4.2 percent Dividend Yield - The Motley Fool Canada | 01/14/2025 |
| Nutrien dividend paid on 17th of January 2025 | 01/17/2025 |
5 | Nutrien Insiders Added US2.40m Of Stock To Their Holdings - Yahoo Finance | 01/22/2025 |
6 | Vaughan Nelson Investment Management L.P. Grows Stock Position in Nutrien Ltd. - MarketBeat | 02/14/2025 |
7 | Nutriens SWOT analysis fertilizer giants stock poised for growth amid market stability - Investing.com | 02/25/2025 |
About Nutrien 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 Nutrien or other stocks. Alpha measures the amount that position in Nutrien 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 | 2025 (projected) | Dividend Yield | 0.0252 | 0.0369 | 0.0478 | 0.0502 | Price To Sales Ratio | 1.04 | 1.0 | 0.89 | 0.84 |
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 Nutrien 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, Nutrien's short interest history, or implied volatility extrapolated from Nutrien options trading.
Build Portfolio with Nutrien
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Align your risk with return expectations
Check out Nutrien Backtesting, Nutrien Valuation, Nutrien Correlation, Nutrien Hype Analysis, Nutrien Volatility, Nutrien History and analyze Nutrien Performance. To learn how to invest in Nutrien Stock, please use our How to Invest in Nutrien guide.You can also try the Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.
Nutrien 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.