National Rural Utilities Stock Alpha and Beta Analysis
| NRUC Stock | USD 24.00 0.09 0.38% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as National Rural Utilities. It also helps investors analyze the systematic and unsystematic risks associated with investing in National Rural over a specified time horizon. Remember, high National Rural'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 National Rural's market risk premium analysis include:
Beta 0.0888 | Alpha (0.06) | Risk 0.57 | Sharpe Ratio (0.07) | Expected Return (0.04) |
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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National Rural Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. National Rural market risk premium is the additional return an investor will receive from holding National Rural 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 National Rural. 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 National Rural's performance over market.| α | -0.06 | β | 0.09 |
National Rural 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 National Rural's Buy-and-hold return. Our buy-and-hold chart shows how National Rural performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.National Rural Market Price Analysis
Market price analysis indicators help investors to evaluate how National Rural stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading National Rural shares will generate the highest return on investment. By understating and applying National Rural stock market price indicators, traders can identify National Rural position entry and exit signals to maximize returns.
National Rural Return and Market Media
The median price of National Rural for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 24.74 with a coefficient of variation of 1.36. The daily time series for the period is distributed with a sample standard deviation of 0.33, arithmetic mean of 24.65, and mean deviation of 0.25. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | NRUC stock hits 52-week high at 25.4 amid steady growth - Investing.com | 09/10/2024 |
2 | Technical Data - Stock Traders Daily | 10/01/2024 |
3 | Investment Analysis - Stock Traders Daily | 11/13/2024 |
| National Rural dividend paid on 15th of November 2024 | 11/15/2024 |
About National Rural 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 National or other stocks. Alpha measures the amount that position in National Rural Utilities 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) | Intangibles To Total Assets | 0.001237 | 5.1E-5 | 1.36E-4 | 1.29E-4 | EV To Free Cash Flow | 101.31 | 79.55 | 80.87 | 73.26 |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards National Rural in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, National Rural's short interest history, or implied volatility extrapolated from National Rural options trading.
Build Portfolio with National Rural
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out National Rural Backtesting, National Rural Valuation, National Rural Correlation, National Rural Hype Analysis, National Rural Volatility, National Rural History and analyze National Rural Performance. You can also try the Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
National Rural 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.