Natural Gas Services Stock Alpha and Beta Analysis
| NGS Stock | USD 27.45 0.43 1.54% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Natural Gas Services. It also helps investors analyze the systematic and unsystematic risks associated with investing in Natural Gas over a specified time horizon. Remember, high Natural Gas' 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 Natural Gas' market risk premium analysis include:
Beta 2.01 | Alpha 0.26 | Risk 2.91 | Sharpe Ratio 0.15 | Expected Return 0.42 |
Natural Gas Quarterly Cash And Equivalents |
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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.
Natural |
Natural Gas Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Natural Gas market risk premium is the additional return an investor will receive from holding Natural Gas 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 Natural Gas. 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 Natural Gas' performance over market.| α | 0.26 | β | 2.01 |
Natural Gas 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 Natural Gas' Buy-and-hold return. Our buy-and-hold chart shows how Natural Gas performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Natural Gas Market Price Analysis
Market price analysis indicators help investors to evaluate how Natural Gas stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Natural Gas shares will generate the highest return on investment. By understating and applying Natural Gas stock market price indicators, traders can identify Natural Gas position entry and exit signals to maximize returns.
Natural Gas Return and Market Media
The median price of Natural Gas for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 20.21 with a coefficient of variation of 10.37. The daily time series for the period is distributed with a sample standard deviation of 2.17, arithmetic mean of 20.96, and mean deviation of 1.67. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Stephen Taylor of 4195 shares of Natural Gas subject to Rule 16b-3 | 09/13/2024 |
2 | Disposition of 643 shares by Brian Tucker of Natural Gas at 20.45 subject to Rule 16b-3 | 10/21/2024 |
3 | Acquisition by John Chisholm of 50000 shares of Natural Gas at 16.0 subject to Rule 16b-3 | 10/24/2024 |
4 | Disposition of 12953 shares by Stephen Taylor of Natural Gas at 11.86 subject to Rule 16b-3 | 10/25/2024 |
5 | Insider Trading | 11/01/2024 |
6 | Natural Gas Services Group, Inc. Sets Reporting Date for its 2024 Third Quarter Results and Conference Call | 11/04/2024 |
7 | Disposition of 4713 shares by Stephen Taylor of Natural Gas at 24.508 subject to Rule 16b-3 | 11/12/2024 |
8 | Suncor Energy Q3 Earnings and Revenues Surpass Estimates | 11/13/2024 |
9 | Is Natural Gas Services Group, Inc.s Recent Stock Performance Influenced By Its Fundamentals In Any Way | 11/14/2024 |
10 | Disposition of 10042 shares by Stephen Taylor of Natural Gas at 25.006 subject to Rule 16b-3 | 11/15/2024 |
11 | Disposition of 3442 shares by Stephen Taylor of Natural Gas at 25.511 subject to Rule 16b-3 | 11/18/2024 |
12 | NeoGenomics to Present New Data at AMP 2024, Highlighting the Impact of ctDNA and NGS for Advancing Cancer Diagnostics and Personalized Treatment | 11/19/2024 |
13 | Disposition of 1521 shares by Stephen Taylor of Natural Gas at 26.0 subject to Rule 16b-3 | 11/20/2024 |
14 | Natural gas services director Stephen Taylor sells 1.24 million in shares | 11/21/2024 |
15 | Positive Signs As Multiple Insiders Buy Nutritional Growth Solutions Stock | 11/22/2024 |
About Natural Gas 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 Natural or other stocks. Alpha measures the amount that position in Natural Gas Services 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.
| 2023 | 2024 (projected) | PTB Ratio | 0.84 | 1.53 | Dividend Yield | 0.001162 | 0.001104 |
Natural Gas Upcoming Company Events
As portrayed in its financial statements, the presentation of Natural Gas' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Natural Gas' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Natural Gas' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Natural Gas. Please utilize our Beneish M Score to check the likelihood of Natural Gas' management manipulating its earnings.
| 29th of March 2024 Upcoming Quarterly Report | View | |
| 20th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 29th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Natural Gas
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Additional Tools for Natural Stock Analysis
When running Natural Gas' price analysis, check to measure Natural Gas' 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 Natural Gas is operating at the current time. Most of Natural Gas' value examination focuses on studying past and present price action to predict the probability of Natural Gas' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Natural Gas' price. Additionally, you may evaluate how the addition of Natural Gas to your portfolios can decrease your overall portfolio volatility.