Nomura Holdings Adr Stock Alpha and Beta Analysis
| NMR Stock | USD 6.08 0.04 0.66% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Nomura Holdings ADR. It also helps investors analyze the systematic and unsystematic risks associated with investing in Nomura Holdings over a specified time horizon. Remember, high Nomura Holdings' 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 Nomura Holdings' market risk premium analysis include:
Beta 1.03 | Alpha (0.01) | Risk 2.05 | Sharpe Ratio 0.0486 | Expected Return 0.0998 |
Nomura Holdings 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.
Nomura |
Nomura Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Nomura Holdings market risk premium is the additional return an investor will receive from holding Nomura Holdings 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 Nomura Holdings. 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 Nomura Holdings' performance over market.| α | -0.01 | β | 1.03 |
Nomura Holdings 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 Nomura Holdings' Buy-and-hold return. Our buy-and-hold chart shows how Nomura Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Nomura Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how Nomura Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Nomura Holdings shares will generate the highest return on investment. By understating and applying Nomura Holdings stock market price indicators, traders can identify Nomura Holdings position entry and exit signals to maximize returns.
Nomura Holdings Return and Market Media
The median price of Nomura Holdings for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 5.48 with a coefficient of variation of 4.79. The daily time series for the period is distributed with a sample standard deviation of 0.26, arithmetic mean of 5.52, and mean deviation of 0.22. The Stock received substential amount of media coverage during this period. Price Growth (%) |
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5 | USDCHF Price Forecast Extends recovery above 0.8850 | 11/20/2024 |
6 | USDJPY declines to near 154.00 even though US Dollar ticks up | 11/21/2024 |
7 | Gamblers Are Sinking Billions Into a Leveraged Market Fringe | 11/22/2024 |
About Nomura Holdings 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 Nomura or other stocks. Alpha measures the amount that position in Nomura Holdings ADR 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) | PTB Ratio | 0.54 | 0.49 | 0.83 | 1.43 | Dividend Yield | 0.0448 | 0.0374 | 0.0216 | 0.0192 |
Nomura Holdings Upcoming Company Events
As portrayed in its financial statements, the presentation of Nomura Holdings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Nomura Holdings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Nomura Holdings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Nomura Holdings. Please utilize our Beneish M Score to check the likelihood of Nomura Holdings' management manipulating its earnings.
| 31st of January 2024 Upcoming Quarterly Report | View | |
| 24th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 24th of April 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of March 2023 Last Financial Announcement | View |
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Additional Tools for Nomura Stock Analysis
When running Nomura Holdings' price analysis, check to measure Nomura Holdings' 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 Nomura Holdings is operating at the current time. Most of Nomura Holdings' value examination focuses on studying past and present price action to predict the probability of Nomura Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Nomura Holdings' price. Additionally, you may evaluate how the addition of Nomura Holdings to your portfolios can decrease your overall portfolio volatility.