Nutriband Stock Alpha and Beta Analysis
| NTRB Stock | USD 4.75 0.06 1.25% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Nutriband. It also helps investors analyze the systematic and unsystematic risks associated with investing in Nutriband over a specified time horizon. Remember, high Nutriband'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 Nutriband's market risk premium analysis include:
Beta 0.33 | Alpha (0.12) | Risk 6.55 | Sharpe Ratio 0.045 | Expected Return 0.29 |
Enterprise Value |
|
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.
Nutriband |
Nutriband Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Nutriband market risk premium is the additional return an investor will receive from holding Nutriband 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 Nutriband. 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 Nutriband's performance over market.| α | -0.12 | β | 0.33 |
Nutriband 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 Nutriband's Buy-and-hold return. Our buy-and-hold chart shows how Nutriband performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Nutriband Market Price Analysis
Market price analysis indicators help investors to evaluate how Nutriband stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Nutriband shares will generate the highest return on investment. By understating and applying Nutriband stock market price indicators, traders can identify Nutriband position entry and exit signals to maximize returns.
Nutriband Return and Market Media
The median price of Nutriband for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 5.71 with a coefficient of variation of 17.65. The daily time series for the period is distributed with a sample standard deviation of 0.99, arithmetic mean of 5.62, and mean deviation of 0.8. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Nutriband Second Quarter 2025 Earnings US0.15 loss per share | 09/06/2024 |
2 | Nutriband Announces Stock Buyback and Advances in Fentanyl Patch Development - TipRanks | 09/18/2024 |
3 | BioMedNewsBreaks Nutriband Inc. Schedules Live Investor Webinar, QA Session | 10/02/2024 |
4 | Disposition of 1000000 shares by Gareth Sheridan of Nutriband at 0.001 subject to Rule 16b-3 | 10/28/2024 |
5 | Nutriband Inc. Issued Full Patent from the Chinese National Intellectual Property Administrant for Its Abuse and Misuse Deterrent Transdermal System Application | 10/31/2024 |
About Nutriband 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 Nutriband or other stocks. Alpha measures the amount that position in Nutriband 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 | 0.005948 | 0.005286 | Price To Sales Ratio | 9.96 | 9.46 |
Nutriband Upcoming Company Events
As portrayed in its financial statements, the presentation of Nutriband's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Nutriband's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Nutriband's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Nutriband. Please utilize our Beneish M Score to check the likelihood of Nutriband's management manipulating its earnings.
| 24th of April 2024 Upcoming Quarterly Report | View | |
| 14th of June 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 24th of April 2024 Next Fiscal Year End | View | |
| 31st of October 2023 Last Quarter Report | View | |
| 31st of January 2023 Last Financial Announcement | View |
Build Portfolio with Nutriband
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
Check out Nutriband Backtesting, Nutriband Valuation, Nutriband Correlation, Nutriband Hype Analysis, Nutriband Volatility, Nutriband History and analyze Nutriband Performance. For information on how to trade Nutriband Stock refer to our How to Trade Nutriband Stock guide.You can also try the Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
Nutriband 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.