Cnh Industrial Nv Stock Alpha and Beta Analysis
| CNH Stock | 11.92 0.52 4.56% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as CNH Industrial NV. It also helps investors analyze the systematic and unsystematic risks associated with investing in CNH Industrial over a specified time horizon. Remember, high CNH Industrial'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 CNH Industrial's market risk premium analysis include:
Beta (0.47) | Alpha 0.3 | Risk 2.19 | Sharpe Ratio 0.12 | Expected Return 0.26 |
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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CNH Industrial Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. CNH Industrial market risk premium is the additional return an investor will receive from holding CNH Industrial 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 CNH Industrial. 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 CNH Industrial's performance over market.| α | 0.30 | β | -0.47 |
CNH Industrial 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 CNH Industrial's Buy-and-hold return. Our buy-and-hold chart shows how CNH Industrial performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.CNH Industrial Market Price Analysis
Market price analysis indicators help investors to evaluate how CNH Industrial stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading CNH Industrial shares will generate the highest return on investment. By understating and applying CNH Industrial stock market price indicators, traders can identify CNH Industrial position entry and exit signals to maximize returns.
CNH Industrial Return and Market Media
The median price of CNH Industrial for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 10.99 with a coefficient of variation of 4.47. The daily time series for the period is distributed with a sample standard deviation of 0.49, arithmetic mean of 10.87, and mean deviation of 0.4. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About CNH Industrial 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 CNH or other stocks. Alpha measures the amount that position in CNH Industrial NV 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 CNH Industrial 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, CNH Industrial's short interest history, or implied volatility extrapolated from CNH Industrial options trading.
Build Portfolio with CNH Industrial
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Align your risk with return expectations
Check out CNH Industrial Backtesting, CNH Industrial Valuation, CNH Industrial Correlation, CNH Industrial Hype Analysis, CNH Industrial Volatility, CNH Industrial History and analyze CNH Industrial Performance. You can also try the Sign In To Macroaxis module to sign in to explore Macroaxis' wealth optimization platform and fintech modules.
CNH Industrial 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.