Navient Corp Stock Alpha and Beta Analysis
| NAVI Stock | USD 14.93 0.15 1.01% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Navient Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Navient Corp over a specified time horizon. Remember, high Navient Corp'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 Navient Corp's market risk premium analysis include:
Beta 1.86 | Alpha (0.20) | Risk 2.35 | Sharpe Ratio (0.03) | Expected Return (0.08) |
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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.
Navient |
Navient Corp Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Navient Corp market risk premium is the additional return an investor will receive from holding Navient Corp 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 Navient Corp. 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 Navient Corp's performance over market.| α | -0.2 | β | 1.86 |
Navient Corp 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 Navient Corp's Buy-and-hold return. Our buy-and-hold chart shows how Navient Corp performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Navient Corp Market Price Analysis
Market price analysis indicators help investors to evaluate how Navient Corp stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Navient Corp shares will generate the highest return on investment. By understating and applying Navient Corp stock market price indicators, traders can identify Navient Corp position entry and exit signals to maximize returns.
Navient Corp Return and Market Media
The median price of Navient Corp for the period between Fri, Aug 23, 2024 and Thu, Nov 21, 2024 is 15.46 with a coefficient of variation of 3.28. The daily time series for the period is distributed with a sample standard deviation of 0.51, arithmetic mean of 15.43, and mean deviation of 0.38. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 70475 shares by Mark Heleen of Navient Corp at 18.82 subject to Rule 16b-3 | 09/04/2024 |
2 | Disposition of 6873 shares by John Kane of Navient Corp at 16.18 subject to Rule 16b-3 | 09/09/2024 |
3 | Student-loan borrowers are getting 100 million in payments after being cheated out of lower bills by a major lender, a federal consumer watchdog says | 09/12/2024 |
| Navient Corp dividend paid on 20th of September 2024 | 09/20/2024 |
4 | The Latest Analyst Ratings For Navient - Benzinga | 09/30/2024 |
5 | Navient Again Named a Best Place to Work for Caregivers | 10/03/2024 |
6 | Insider Trading | 10/21/2024 |
7 | Navient Corporations Prospects Need A Boost To Lift Shares | 10/24/2024 |
8 | Navient Q3 2024 Earnings Preview | 10/29/2024 |
9 | Disposition of 29449997 shares by Newbury Investors Llc of Navient Corp subject to Rule 16b-3 | 10/31/2024 |
10 | CACC Stock Tanks 8 percent as Q3 Earnings Lag on Higher Provisions | 11/01/2024 |
11 | Disposition of 10000 shares by Stephen Hauber of Navient Corp at 15.0 subject to Rule 16b-3 | 11/06/2024 |
12 | Insider Sale EVP Chief Administrative Officer Stephen Hauber Sells 10,000 Shares of ... | 11/08/2024 |
About Navient Corp 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 Navient or other stocks. Alpha measures the amount that position in Navient Corp 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0297 | 0.039 | 0.0343 | 0.0352 | Price To Sales Ratio | 1.63 | 1.34 | 0.51 | 0.49 |
Navient Corp Upcoming Company Events
As portrayed in its financial statements, the presentation of Navient Corp's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Navient Corp's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Navient Corp's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Navient Corp. Please utilize our Beneish M Score to check the likelihood of Navient Corp's management manipulating its earnings.
| 31st of January 2024 Upcoming Quarterly Report | View | |
| 24th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 31st of January 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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Check out Navient Corp Backtesting, Navient Corp Valuation, Navient Corp Correlation, Navient Corp Hype Analysis, Navient Corp Volatility, Navient Corp History and analyze Navient Corp Performance. For more detail on how to invest in Navient Stock please use our How to Invest in Navient Corp guide.You can also try the Cryptocurrency Center module to build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency.
Navient Corp 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.