Natural Health Trend Stock Alpha and Beta Analysis
| NHTC Stock | USD 5.48 0.11 2.05% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Natural Health Trend. It also helps investors analyze the systematic and unsystematic risks associated with investing in Natural Health over a specified time horizon. Remember, high Natural Health'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 Natural Health's market risk premium analysis include:
Beta (0.04) | Alpha (0.25) | Risk 2.36 | Sharpe Ratio (0.11) | Expected Return (0.27) |
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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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Natural Health Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Natural Health market risk premium is the additional return an investor will receive from holding Natural Health 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 Health. 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 Health's performance over market.| α | -0.25 | β | -0.04 |
Natural Health 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 Health's Buy-and-hold return. Our buy-and-hold chart shows how Natural Health performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Natural Health Market Price Analysis
Market price analysis indicators help investors to evaluate how Natural Health 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 Health shares will generate the highest return on investment. By understating and applying Natural Health stock market price indicators, traders can identify Natural Health position entry and exit signals to maximize returns.
Natural Health Return and Market Media
The median price of Natural Health for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 5.84 with a coefficient of variation of 7.35. The daily time series for the period is distributed with a sample standard deviation of 0.44, arithmetic mean of 6.04, and mean deviation of 0.42. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Technical Data - Stock Traders Daily | 09/05/2024 |
2 | Disposition of 5224 shares by Timothy Davidson of Natural Health subject to Rule 16b-3 | 09/13/2024 |
3 | Disposition of 1296 shares by Wong Ching Chung of Natural Health subject to Rule 16b-3 | 09/16/2024 |
4 | Disposition of 1667 shares by Mason Randall A of Natural Health at 5.4 subject to Rule 16b-3 | 09/27/2024 |
5 | Natural Health Trends Set to Announce Earnings on Wednesday | 10/24/2024 |
6 | Natural Health Trends Corp Reports Q3 2024 Earnings Net Sales at 10.691 Million, EPS at 0.00 | 10/30/2024 |
7 | Natural Health Trends Corp Q3 2024 Earnings Call Highlights Navigating Growth Amidst ... | 10/31/2024 |
8 | StockNews.com Begins Coverage on Natural Health Trends | 11/07/2024 |
9 | Natural Health Trends Research Coverage Started at StockNews.com | 11/14/2024 |
| Natural Health dividend paid on 22nd of November 2024 | 11/22/2024 |
About Natural Health 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 Health Trend 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.
| 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.23 | 0.14 | 0.08 | Price To Sales Ratio | 0.79 | 1.53 | 0.97 |
Natural Health Upcoming Company Events
As portrayed in its financial statements, the presentation of Natural Health's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Natural Health's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Natural Health's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Natural Health. Please utilize our Beneish M Score to check the likelihood of Natural Health's management manipulating its earnings.
| 14th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Check out Natural Health Backtesting, Natural Health Valuation, Natural Health Correlation, Natural Health Hype Analysis, Natural Health Volatility, Natural Health History and analyze Natural Health Performance. You can also try the Watchlist Optimization module to optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm.
Natural Health 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.