Nicolet Bankshares Stock Alpha and Beta Analysis
| NIC Stock | USD 110.56 0.29 0.26% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Nicolet Bankshares. It also helps investors analyze the systematic and unsystematic risks associated with investing in Nicolet Bankshares over a specified time horizon. Remember, high Nicolet Bankshares' 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 Nicolet Bankshares' market risk premium analysis include:
Beta 0.49 | Alpha 0.0825 | Risk 2.22 | Sharpe Ratio 0.0845 | Expected Return 0.19 |
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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.
Nicolet |
Nicolet Bankshares Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Nicolet Bankshares market risk premium is the additional return an investor will receive from holding Nicolet Bankshares 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 Nicolet Bankshares. 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 Nicolet Bankshares' performance over market.| α | 0.08 | β | 0.49 |
Nicolet Bankshares 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 Nicolet Bankshares' Buy-and-hold return. Our buy-and-hold chart shows how Nicolet Bankshares performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Nicolet Bankshares Market Price Analysis
Market price analysis indicators help investors to evaluate how Nicolet Bankshares stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Nicolet Bankshares shares will generate the highest return on investment. By understating and applying Nicolet Bankshares stock market price indicators, traders can identify Nicolet Bankshares position entry and exit signals to maximize returns.
Nicolet Bankshares Return and Market Media
The median price of Nicolet Bankshares for the period between Sat, Nov 2, 2024 and Fri, Jan 31, 2025 is 109.49 with a coefficient of variation of 3.88. The daily time series for the period is distributed with a sample standard deviation of 4.19, arithmetic mean of 108.03, and mean deviation of 3.72. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 6750 shares by Hutjens Brad Vincent of Nicolet Bankshares at 106.85 subject to Rule 16b-3 | 11/06/2024 |
2 | Disposition of 9000 shares by Hutjens Brad Vincent of Nicolet Bankshares at 48.85 subject to Rule 16b-3 | 11/11/2024 |
3 | Disposition of 6000 shares by Hutjens Brad Vincent of Nicolet Bankshares at 48.85 subject to Rule 16b-3 | 11/13/2024 |
4 | Disposition of 166 shares by Robert Atwell of Nicolet Bankshares at 109.48 subject to Rule 16b-3 | 11/20/2024 |
5 | Disposition of 1516 shares by Hutjens Brad Vincent of Nicolet Bankshares at 48.85 subject to Rule 16b-3 | 11/22/2024 |
6 | Disposition of 14171 shares by Robert Atwell of Nicolet Bankshares at 48.85 subject to Rule 16b-3 | 11/29/2024 |
7 | Disposition of 3446 shares by Robert Atwell of Nicolet Bankshares at 113.0 subject to Rule 16b-3 | 12/02/2024 |
8 | Insider Selling Nicolet Bankshares, Inc. Director Sells 3,446 Shares of Stock | 12/05/2024 |
9 | Nicolet Bankshares Upgraded to Strong Buy What Does It Mean for the Stock | 12/09/2024 |
10 | Disposition of 7609 shares by Robert Atwell of Nicolet Bankshares at 113.0 subject to Rule 16b-3 | 12/10/2024 |
11 | Exploring the Recent Surge in Nicolet Bankshares | 12/11/2024 |
12 | 3 of the best ASX shares to buy for 2025 | 12/17/2024 |
13 | Disposition of 1300 shares by Robert Atwell of Nicolet Bankshares subject to Rule 16b-3 | 12/26/2024 |
14 | Disposition of 214 shares by Robert Atwell of Nicolet Bankshares subject to Rule 16b-3 | 12/31/2024 |
15 | Broker says these ASX dividend stocks could generate massive returns | 01/06/2025 |
16 | Disposition of 1000 shares by Merkatoris Susan L of Nicolet Bankshares at 111.27 subject to Rule 16b-3 | 01/27/2025 |
About Nicolet Bankshares 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 Nicolet or other stocks. Alpha measures the amount that position in Nicolet Bankshares 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.
| 2024 | 2025 (projected) | Dividend Yield | 0.0108 | 0.008308 | Price To Sales Ratio | 3.92 | 2.33 |
Nicolet Bankshares Upcoming Company Events
As portrayed in its financial statements, the presentation of Nicolet Bankshares' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Nicolet Bankshares' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Nicolet Bankshares' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Nicolet Bankshares. Please utilize our Beneish M Score to check the likelihood of Nicolet Bankshares' management manipulating its earnings.
| 16th of April 2024 Upcoming Quarterly Report | View | |
| 16th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 21st 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 Nicolet Bankshares Backtesting, Nicolet Bankshares Valuation, Nicolet Bankshares Correlation, Nicolet Bankshares Hype Analysis, Nicolet Bankshares Volatility, Nicolet Bankshares History and analyze Nicolet Bankshares Performance. For information on how to trade Nicolet Stock refer to our How to Trade Nicolet Stock guide.You can also try the Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
Nicolet Bankshares 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.