Ncino Inc Stock Alpha and Beta Analysis
| NCNO Stock | USD 42.20 0.78 1.88% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as nCino Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in NCino over a specified time horizon. Remember, high NCino'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 NCino's market risk premium analysis include:
Beta 1.61 | Alpha 0.12 | Risk 1.84 | Sharpe Ratio 0.31 | Expected Return 0.57 |
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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.
NCino |
NCino Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. NCino market risk premium is the additional return an investor will receive from holding NCino 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 NCino. 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 NCino's performance over market.| α | 0.12 | β | 1.61 |
NCino 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 NCino's Buy-and-hold return. Our buy-and-hold chart shows how NCino performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.NCino Market Price Analysis
Market price analysis indicators help investors to evaluate how NCino stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading NCino shares will generate the highest return on investment. By understating and applying NCino stock market price indicators, traders can identify NCino position entry and exit signals to maximize returns.
NCino Return and Market Media
The median price of NCino for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 34.53 with a coefficient of variation of 12.71. The daily time series for the period is distributed with a sample standard deviation of 4.39, arithmetic mean of 34.55, and mean deviation of 3.9. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | NCNO Stock Dips Amid Q2 2025 Guidance Concerns | 08/30/2024 |
2 | Disposition of 6079 shares by April Rieger of NCino at 29.28 subject to Rule 16b-3 | 09/13/2024 |
3 | Disposition of 7833 shares by April Rieger of NCino at 30.0 subject to Rule 16b-3 | 09/18/2024 |
4 | Disposition of 800002 shares by Horing Jeff of NCino at 33.1574 subject to Rule 16b-3 | 09/19/2024 |
5 | Disposition of 3885 shares by Gregory Orenstein of NCino at 4.98 subject to Rule 16b-3 | 10/14/2024 |
6 | nCino chief product officer Desmond sells 1.04 million in stock | 10/16/2024 |
7 | Disposition of 1628 shares by Insight Holdings Group, Llc of NCino at 36.1597 subject to Rule 16b-3 | 10/17/2024 |
8 | Insight Holdings sells 28.7 million in nCino stock | 10/21/2024 |
9 | nCino director William J. Ruh sells 375,000 in stock | 10/23/2024 |
10 | nCino to buy FullCircl for 135M in cash | 10/30/2024 |
11 | Disposition of 1601 shares by April Rieger of NCino at 36.984 subject to Rule 16b-3 | 11/04/2024 |
12 | Disposition of 50000 shares by Gregory Orenstein of NCino at 2.45 subject to Rule 16b-3 | 11/06/2024 |
13 | Upland Software Beats Q3 Earnings Estimates | 11/07/2024 |
14 | nCino CFO Gregory Orenstein sells 2 million in stock | 11/08/2024 |
15 | Sacramento-based Zennify buys Virginia tech firm specialized in AI development | 11/12/2024 |
16 | Ncino Inc Trading 3.09 percent Higher on Nov 22 | 11/22/2024 |
About NCino 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 NCino or other stocks. Alpha measures the amount that position in nCino Inc 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) | Days Sales Outstanding | 133.16 | 132.61 | 86.53 | 131.63 | PTB Ratio | 10.43 | 2.96 | 3.38 | 3.21 |
NCino Upcoming Company Events
As portrayed in its financial statements, the presentation of NCino's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, NCino's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of NCino's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of NCino. Please utilize our Beneish M Score to check the likelihood of NCino's management manipulating its earnings.
| 26th of March 2024 Upcoming Quarterly Report | View | |
| 29th of May 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 26th of March 2024 Next Fiscal Year End | View | |
| 31st of October 2023 Last Quarter Report | View | |
| 31st of January 2023 Last Financial Announcement | View |
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Check out NCino Backtesting, NCino Valuation, NCino Correlation, NCino Hype Analysis, NCino Volatility, NCino History and analyze NCino Performance. You can also try the USA ETFs module to find actively traded Exchange Traded Funds (ETF) in USA.
NCino 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.