CNH Industrial NV Alpha and Beta Analysis
| CNHIDelisted Stock | USD 11.45 0.16 1.38% |
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 0.11 | Alpha 0.004916 | Risk 0.0 | Sharpe Ratio 0.0 | Expected Return 0.0 |
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.
CNH |
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 | β | 0.11 |
CNH Industrial Fundamentals Vs Peers
Comparing CNH Industrial's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze CNH Industrial's direct or indirect competition across all of the common fundamentals between CNH Industrial and the related equities. This way, we can detect undervalued stocks with similar characteristics as CNH Industrial or determine the stocks which would be an excellent addition to an existing portfolio. Peer analysis of CNH Industrial's fundamental indicators could also be used in its relative valuation, which is a method of valuing CNH Industrial by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare CNH Industrial to competition |
| Fundamentals | CNH Industrial | Peer Average |
| Return On Equity | 0.3 | -0.31 |
| Return On Asset | 0.0402 | -0.14 |
| Profit Margin | 0.09 % | (1.27) % |
| Operating Margin | 0.1 % | (5.51) % |
| Current Valuation | 39.63 B | 16.62 B |
| Shares Outstanding | 1.26 B | 571.82 M |
| Shares Owned By Insiders | 29.75 % | 10.09 % |
CNH Industrial Opportunities
CNH Industrial Return and Market Media
The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | CNH Industrial laying off 200 in Racine, may shift work to Mexico Sen. Tammy Baldwin | 04/17/2024 |
2 | Bernstein SocGen reaffirms CNH Industrial stock at market perform after CEO exit news | 04/23/2024 |
3 | IntelsatCNH | 04/30/2024 |
4 | CNH Q1 Earnings Snapshot | 05/02/2024 |
5 | CNH Industrial N.V. Q1 2024 Earnings Call Transcript | 05/03/2024 |
6 | CNH, Intelsat join forces to link machines | 05/07/2024 |
7 | Hundreds to strike over pay at Basildon tractor factory | 05/08/2024 |
8 | FOCUS-Too many tractors As boom times fade, farm equipment piles up | 05/09/2024 |
9 | Deere cuts 2024 profit forecast as falling crop prices squeezes demand | 05/16/2024 |
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 delisted 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.
CNH Industrial Upcoming Company Events
As portrayed in its financial statements, the presentation of CNH Industrial's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, CNH Industrial's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of CNH Industrial's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of CNH Industrial. Please utilize our Beneish M Score to check the likelihood of CNH Industrial's management manipulating its earnings.
| 14th of February 2024 Upcoming Quarterly Report | View | |
| 3rd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 14th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with CNH Industrial
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 Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in rate. You can also try the Commodity Directory module to find actively traded commodities issued by global exchanges.
Other Consideration for investing in CNH Stock
If you are still planning to invest in CNH Industrial NV check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the CNH Industrial's history and understand the potential risks before investing.
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