National Bank Holdings Stock Alpha and Beta Analysis
| NBHC Stock | USD 48.01 1.01 2.15% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as National Bank Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in National Bank over a specified time horizon. Remember, high National Bank'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 National Bank's market risk premium analysis include:
Beta 1.97 | Alpha 0.0561 | Risk 2.54 | Sharpe Ratio 0.0866 | Expected Return 0.22 |
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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.
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National Bank Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. National Bank market risk premium is the additional return an investor will receive from holding National Bank 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 National Bank. 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 National Bank's performance over market.| α | 0.06 | β | 1.97 |
National Bank 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 National Bank's Buy-and-hold return. Our buy-and-hold chart shows how National Bank performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.National Bank Market Price Analysis
Market price analysis indicators help investors to evaluate how National Bank stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading National Bank shares will generate the highest return on investment. By understating and applying National Bank stock market price indicators, traders can identify National Bank position entry and exit signals to maximize returns.
National Bank Return and Market Media
The median price of National Bank for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 42.62 with a coefficient of variation of 6.47. The daily time series for the period is distributed with a sample standard deviation of 2.82, arithmetic mean of 43.56, and mean deviation of 2.26. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 3750 shares by Christopher Randall of National Bank at 43.51 subject to Rule 16b-3 | 09/03/2024 |
| National Bank dividend paid on 13th of September 2024 | 09/13/2024 |
2 | NBH Holdings GAAP EPS of 0.86 beats by 0.12, revenue of 107.86M beats by 2.8M | 10/22/2024 |
3 | National Bank Holdings Corporation Q3 2024 Earnings Call Transcript | 10/24/2024 |
4 | Inflation undershoots to jumbo cuts What 10 European Central Bank members said this week | 10/25/2024 |
5 | National Bank Holdings Corporation Announces Quarterly Dividend and Financial Results | 10/28/2024 |
6 | Disposition of 281 shares by Angela Petrucci of National Bank at 20.33 subject to Rule 16b-3 | 10/29/2024 |
7 | Dimensional Fund Advisors LP Expands Stake in National Bank Holdings Corp | 10/31/2024 |
8 | Acquisition by Emily Gooden of 221 shares of National Bank at 45.09 subject to Rule 16b-3 | 11/05/2024 |
9 | Disposition of 678 shares by Kramer Valerie D. of National Bank at 32.65 subject to Rule 16b-3 | 11/08/2024 |
10 | Disposition of 897 shares by Kramer Valerie D. of National Bank at 50.11 subject to Rule 16b-3 | 11/11/2024 |
11 | National bank holdings chief digital officer sells shares worth 108,214 | 11/13/2024 |
12 | Empowered Funds LLC Acquires 6,164 Shares of National Bank Holdings Co. | 11/18/2024 |
About National Bank 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 National or other stocks. Alpha measures the amount that position in National Bank Holdings 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 | 0.0199 | 0.0224 | 0.0281 | 0.0295 | Price To Sales Ratio | 4.53 | 4.0 | 3.38 | 3.21 |
National Bank Upcoming Company Events
As portrayed in its financial statements, the presentation of National Bank's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, National Bank's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of National Bank's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of National Bank. Please utilize our Beneish M Score to check the likelihood of National Bank's management manipulating its earnings.
| 17th of April 2024 Upcoming Quarterly Report | View | |
| 17th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 28th of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
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Check out National Bank Backtesting, National Bank Valuation, National Bank Correlation, National Bank Hype Analysis, National Bank Volatility, National Bank History and analyze National Bank Performance. You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
National Bank 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.