Nelnet Inc Stock Alpha and Beta Analysis
| NNI Stock | USD 109.57 1.64 1.52% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Nelnet Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Nelnet over a specified time horizon. Remember, high Nelnet'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 Nelnet's market risk premium analysis include:
Beta 1.34 | Alpha (0.17) | Risk 1.76 | Sharpe Ratio (0.03) | Expected Return (0.06) |
Nelnet 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.
Nelnet |
Nelnet Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Nelnet market risk premium is the additional return an investor will receive from holding Nelnet 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 Nelnet. 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 Nelnet's performance over market.| α | -0.17 | β | 1.34 |
Nelnet 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 Nelnet's Buy-and-hold return. Our buy-and-hold chart shows how Nelnet performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Nelnet Market Price Analysis
Market price analysis indicators help investors to evaluate how Nelnet stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Nelnet shares will generate the highest return on investment. By understating and applying Nelnet stock market price indicators, traders can identify Nelnet position entry and exit signals to maximize returns.
Nelnet Return and Market Media
The median price of Nelnet for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 112.4 with a coefficient of variation of 2.72. The daily time series for the period is distributed with a sample standard deviation of 3.06, arithmetic mean of 112.38, and mean deviation of 1.99. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of tradable shares by Butterfield Shelby J of Nelnet subject to Rule 16b-3 | 09/06/2024 |
| Nelnet dividend paid on 13th of September 2024 | 09/13/2024 |
2 | Disposition of tradable shares by Matthew Dunlap of Nelnet at 88.63 subject to Rule 16b-3 | 09/30/2024 |
3 | Pendo Gathers Record Crowd for Eighth Pendomonium Announces Seven New Capabilities and Acquisition of Product Collective | 10/10/2024 |
4 | Acquisition by Kathleen Farrell of 2166 shares of Nelnet at 83.14 subject to Rule 16b-3 | 10/28/2024 |
5 | Nelnet Reports Third Quarter 2024 Results | 11/07/2024 |
6 | Nelnet Inc Shares Gap Down to 111.34 on Nov 8 | 11/08/2024 |
7 | Nelnet, Inc. A Bull Case Theory | 11/12/2024 |
8 | Nelnets chief legal officer sells 272,225 in stock | 11/13/2024 |
9 | Disposition of 440 shares by Van Deun Jona M of Nelnet at 110.32 subject to Rule 16b-3 | 11/15/2024 |
10 | Director Van Deun Jona M Sells Shares of Nelnet Inc | 11/19/2024 |
About Nelnet 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 Nelnet or other stocks. Alpha measures the amount that position in Nelnet Inc 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 (projected) | Dividend Yield | 0.009297 | 0.0107 | 0.0119 | Price To Sales Ratio | 3.01 | 2.43 | 2.81 |
Nelnet Upcoming Company Events
As portrayed in its financial statements, the presentation of Nelnet's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Nelnet's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Nelnet's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Nelnet. Please utilize our Beneish M Score to check the likelihood of Nelnet's management manipulating its earnings.
| 27th of February 2024 Upcoming Quarterly Report | View | |
| 13th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 27th 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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Align your risk with return expectations
Check out Nelnet Backtesting, Nelnet Valuation, Nelnet Correlation, Nelnet Hype Analysis, Nelnet Volatility, Nelnet History and analyze Nelnet Performance. You can also try the Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
Nelnet 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.