Nautilus Biotechnology Stock Alpha and Beta Analysis
| NAUT Stock | USD 2.40 0.02 0.84% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Nautilus Biotechnology. It also helps investors analyze the systematic and unsystematic risks associated with investing in Nautilus Biotechnology over a specified time horizon. Remember, high Nautilus Biotechnology'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 Nautilus Biotechnology's market risk premium analysis include:
Beta 2.7 | Alpha (0.26) | Risk 3.79 | Sharpe Ratio (0.02) | Expected Return (0.08) |
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.
Nautilus |
Nautilus Biotechnology Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Nautilus Biotechnology market risk premium is the additional return an investor will receive from holding Nautilus Biotechnology 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 Nautilus Biotechnology. 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 Nautilus Biotechnology's performance over market.| α | -0.26 | β | 2.70 |
Nautilus Biotechnology 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 Nautilus Biotechnology's Buy-and-hold return. Our buy-and-hold chart shows how Nautilus Biotechnology performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Nautilus Biotechnology Market Price Analysis
Market price analysis indicators help investors to evaluate how Nautilus Biotechnology stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Nautilus Biotechnology shares will generate the highest return on investment. By understating and applying Nautilus Biotechnology stock market price indicators, traders can identify Nautilus Biotechnology position entry and exit signals to maximize returns.
Nautilus Biotechnology Return and Market Media
The median price of Nautilus Biotechnology for the period between Sun, Aug 25, 2024 and Sat, Nov 23, 2024 is 2.7 with a coefficient of variation of 7.07. The daily time series for the period is distributed with a sample standard deviation of 0.19, arithmetic mean of 2.69, and mean deviation of 0.15. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Insider Trading | 09/16/2024 |
2 | Acquisition by Sujal Patel of 41654 shares of Nautilus Biotechnology at 2.9204 subject to Rule 16b-3 | 09/18/2024 |
3 | Disposition of 47031 shares by Mary Godwin of Nautilus Biotechnology at 2.865 subject to Rule 16b-3 | 09/23/2024 |
4 | We Think Nautilus Biotechnology Can Afford To Drive Business Growth - Yahoo Finance | 10/09/2024 |
5 | Acquisition by Sujal Patel of 9267 shares of Nautilus Biotechnology at 2.7014 subject to Rule 16b-3 | 10/25/2024 |
6 | Nautilus Biotechnology GAAP EPS of -0.13 beats by 0.04 | 10/29/2024 |
7 | Nautilus Biotechnology, Inc. Q3 2024 Earnings Call Transcript | 10/31/2024 |
8 | Acquisition by Gwen Weld of 160000 shares of Nautilus Biotechnology at 2.72 subject to Rule 16b-3 | 11/08/2024 |
About Nautilus Biotechnology 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 Nautilus or other stocks. Alpha measures the amount that position in Nautilus Biotechnology 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.
Nautilus Biotechnology Upcoming Company Events
As portrayed in its financial statements, the presentation of Nautilus Biotechnology's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Nautilus Biotechnology's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Nautilus Biotechnology's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Nautilus Biotechnology. Please utilize our Beneish M Score to check the likelihood of Nautilus Biotechnology's management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 7th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Additional Tools for Nautilus Stock Analysis
When running Nautilus Biotechnology's price analysis, check to measure Nautilus Biotechnology'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 Nautilus Biotechnology is operating at the current time. Most of Nautilus Biotechnology's value examination focuses on studying past and present price action to predict the probability of Nautilus Biotechnology's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Nautilus Biotechnology's price. Additionally, you may evaluate how the addition of Nautilus Biotechnology to your portfolios can decrease your overall portfolio volatility.