New Mountain Finance Stock Alpha and Beta Analysis
| NMFC Stock | USD 11.27 0.05 0.45% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as New Mountain Finance. It also helps investors analyze the systematic and unsystematic risks associated with investing in New Mountain over a specified time horizon. Remember, high New Mountain'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 New Mountain's market risk premium analysis include:
Beta 0.0839 | Alpha (0.01) | Risk 1.01 | Sharpe Ratio 0.0007 | Expected Return 0.0008 |
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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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New Mountain Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. New Mountain market risk premium is the additional return an investor will receive from holding New Mountain 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 New Mountain. 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 New Mountain's performance over market.| α | -0.01 | β | 0.08 |
New Mountain 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 New Mountain's Buy-and-hold return. Our buy-and-hold chart shows how New Mountain performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.New Mountain Market Price Analysis
Market price analysis indicators help investors to evaluate how New Mountain stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading New Mountain shares will generate the highest return on investment. By understating and applying New Mountain stock market price indicators, traders can identify New Mountain position entry and exit signals to maximize returns.
New Mountain Return and Market Media
The median price of New Mountain for the period between Sun, Oct 20, 2024 and Sat, Jan 18, 2025 is 11.25 with a coefficient of variation of 2.16. The daily time series for the period is distributed with a sample standard deviation of 0.24, arithmetic mean of 11.22, and mean deviation of 0.18. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by Kris Corbett of 2500 shares of New Mountain at 10.8474 subject to Rule 16b-3 | 11/04/2024 |
2 | Acquisition by Klinsky Steven B of 46690 shares of New Mountain at 10.6801 subject to Rule 16b-3 | 11/05/2024 |
3 | Acquisition by Klinsky Steven B of 24954 shares of New Mountain at 11.358 subject to Rule 16b-3 | 11/11/2024 |
4 | Acquisition by Klinsky Steven B of 19054 shares of New Mountain at 11.4122 subject to Rule 16b-3 | 11/12/2024 |
5 | Acquisition by Klinsky Steven B of 31730 shares of New Mountain at 11.5956 subject to Rule 16b-3 | 11/13/2024 |
6 | Acquisition by Klinsky Steven B of 15083 shares of New Mountain at 11.5523 subject to Rule 16b-3 | 11/14/2024 |
7 | Acquisition by Klinsky Steven B of 17253 shares of New Mountain at 11.5572 subject to Rule 16b-3 | 11/15/2024 |
8 | Acquisition by Klinsky Steven B of 15154 shares of New Mountain at 11.5214 subject to Rule 16b-3 | 11/18/2024 |
9 | Acquisition by Klinsky Steven B of 18270 shares of New Mountain at 11.6271 subject to Rule 16b-3 | 11/19/2024 |
10 | Acquisition by Klinsky Steven B of 11622 shares of New Mountain at 11.5084 subject to Rule 16b-3 | 11/20/2024 |
11 | Acquisition by Klinsky Steven B of 18059 shares of New Mountain at 11.5872 subject to Rule 16b-3 | 11/21/2024 |
12 | Acquisition by Klinsky Steven B of 12241 shares of New Mountain at 11.7102 subject to Rule 16b-3 | 11/22/2024 |
13 | Acquisition by Klinsky Steven B of 800 shares of New Mountain at 11.744 subject to Rule 16b-3 | 11/26/2024 |
14 | Acquisition by Klinsky Steven B of 2067 shares of New Mountain at 11.7472 subject to Rule 16b-3 | 12/03/2024 |
15 | Acquisition by Klinsky Steven B of 5542 shares of New Mountain at 11.7422 subject to Rule 16b-3 | 12/05/2024 |
16 | Acquisition by Klinsky Steven B of 5798 shares of New Mountain at 11.7416 subject to Rule 16b-3 | 12/06/2024 |
17 | Acquisition by Klinsky Steven B of 6607 shares of New Mountain at 11.7448 subject to Rule 16b-3 | 12/11/2024 |
18 | Acquisition by Klinsky Steven B of tradable shares of New Mountain at 11.7432 subject to Rule 16b-3 | 12/12/2024 |
19 | Acquisition by Klinsky Steven B of 3017 shares of New Mountain at 11.7384 subject to Rule 16b-3 | 12/13/2024 |
20 | Acquisition by Klinsky Steven B of 30484 shares of New Mountain at 11.7374 subject to Rule 16b-3 | 12/16/2024 |
21 | Acquisition by Klinsky Steven B of 24093 shares of New Mountain at 11.2842 subject to Rule 16b-3 | 12/17/2024 |
22 | Investment Analysis - Stock Traders Daily | 01/06/2025 |
23 | Hennion Walsh Asset Management Inc. Has 2.86 Million Position in New Mountain Finance Co. - MarketBeat | 01/17/2025 |
About New Mountain 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 New or other stocks. Alpha measures the amount that position in New Mountain Finance 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 | 0.0979 | 0.12 | 0.13 | Price To Sales Ratio | 13.91 | 3.43 | 3.95 |
New Mountain Upcoming Company Events
As portrayed in its financial statements, the presentation of New Mountain's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, New Mountain's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of New Mountain's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of New Mountain. Please utilize our Beneish M Score to check the likelihood of New Mountain's management manipulating its earnings.
| 26th of February 2024 Upcoming Quarterly Report | View | |
| 13th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 26th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out New Mountain Backtesting, New Mountain Valuation, New Mountain Correlation, New Mountain Hype Analysis, New Mountain Volatility, New Mountain History and analyze New Mountain Performance. You can also try the Content Syndication module to quickly integrate customizable finance content to your own investment portal.
New Mountain 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.