Niocorp Developments Ltd Stock Alpha and Beta Analysis
| NB Stock | 6.38 0.24 3.63% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as NioCorp Developments Ltd. It also helps investors analyze the systematic and unsystematic risks associated with investing in NioCorp Developments over a specified time horizon. Remember, high NioCorp Developments' 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 NioCorp Developments' market risk premium analysis include:
Beta 2.65 | Alpha (0.19) | Risk 7.2 | Sharpe Ratio (0.07) | Expected Return (0.48) |
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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.
Check out NioCorp Developments Backtesting, NioCorp Developments Valuation, NioCorp Developments Correlation, NioCorp Developments Hype Analysis, NioCorp Developments Volatility, NioCorp Developments History and analyze NioCorp Developments Performance. NioCorp Developments Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. NioCorp Developments market risk premium is the additional return an investor will receive from holding NioCorp Developments 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 NioCorp Developments. 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 NioCorp Developments' performance over market.| α | -0.19 | β | 2.65 |
NioCorp Developments 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 NioCorp Developments' Buy-and-hold return. Our buy-and-hold chart shows how NioCorp Developments performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.NioCorp Developments Market Price Analysis
Market price analysis indicators help investors to evaluate how NioCorp Developments stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading NioCorp Developments shares will generate the highest return on investment. By understating and applying NioCorp Developments stock market price indicators, traders can identify NioCorp Developments position entry and exit signals to maximize returns.
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NioCorp Developments Return and Market Media
The median price of NioCorp Developments for the period between Fri, Oct 10, 2025 and Thu, Jan 8, 2026 is 6.27 with a coefficient of variation of 22.38. The daily time series for the period is distributed with a sample standard deviation of 1.53, arithmetic mean of 6.85, and mean deviation of 1.23. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Jim Cramer Warns About NioCorp s High Share Price Gains | 10/22/2025 |
2 | NioCorp Announces Positive Assay Results from Second Completed Diamond Drill Hole of Elk Creek Drilling Program | 11/05/2025 |
3 | Trilogy Metals vs. NioCorp Which Mining Stock is a Smart Buy | 11/24/2025 |
4 | Media Advisory Veteran Housing and Homelessness Announcement in Saint John | 12/04/2025 |
5 | Why NioCorp Developments Stock Was Bumping Higher on Monday | 12/08/2025 |
6 | Equities Analysts Set Expectations for NB FY2026 Earnings | 12/10/2025 |
7 | NioCorp Developments Shares Down 8.1 percent Heres What Happened | 12/12/2025 |
8 | Media Advisory Infrastructure Announcement in Valle-des-Rivires | 12/15/2025 |
9 | R E P E A T -- MEDIA ADVISORY - FEDERAL GOVERNMENT TO MAKE HOUSING ANNOUNCEMENT IN SAINT JOHN | 12/17/2025 |
10 | ESTABROOKS ABUSE CLASS ACTION NOTICE OF SETTLEMENT APPROVAL HEARING | 12/22/2025 |
11 | NioCorp Developments Trading Down 5.4 percent Should You Sell | 12/26/2025 |
12 | Why NioCorp Developments Stock Was a Winner on Wednesday | 01/07/2026 |
About NioCorp Developments 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 NioCorp or other stocks. Alpha measures the amount that position in NioCorp Developments 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.
| 2025 | 2026 (projected) | Payables Turnover | 0.001546 | 0.001468 | Days Of Inventory On Hand | 0.0523 | 0.0466 |
NioCorp Developments Investors Sentiment
The influence of NioCorp Developments' investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in NioCorp. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to NioCorp Developments' public news can be used to forecast risks associated with an investment in NioCorp. The trend in average sentiment can be used to explain how an investor holding NioCorp can time the market purely based on public headlines and social activities around NioCorp Developments Ltd. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
NioCorp Developments' market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for NioCorp Developments' and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average NioCorp Developments' news discussions. The higher the estimated score, the more favorable is the investor's outlook on NioCorp Developments.
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 NioCorp Developments 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, NioCorp Developments' short interest history, or implied volatility extrapolated from NioCorp Developments options trading.
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Check out NioCorp Developments Backtesting, NioCorp Developments Valuation, NioCorp Developments Correlation, NioCorp Developments Hype Analysis, NioCorp Developments Volatility, NioCorp Developments History and analyze NioCorp Developments Performance. You can also try the Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.
NioCorp Developments 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.