New Stratus Energy Stock Alpha and Beta Analysis
| NSE Stock | CAD 0.64 0.03 4.92% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as New Stratus Energy. It also helps investors analyze the systematic and unsystematic risks associated with investing in New Stratus over a specified time horizon. Remember, high New Stratus' 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 Stratus' market risk premium analysis include:
Beta 1.16 | Alpha 0.24 | Risk 8.53 | Sharpe Ratio 0.0305 | Expected Return 0.26 |
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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 Stratus Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. New Stratus market risk premium is the additional return an investor will receive from holding New Stratus 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 Stratus. 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 Stratus' performance over market.| α | 0.24 | β | 1.16 |
New Stratus 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 Stratus' Buy-and-hold return. Our buy-and-hold chart shows how New Stratus performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.New Stratus Market Price Analysis
Market price analysis indicators help investors to evaluate how New Stratus 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 Stratus shares will generate the highest return on investment. By understating and applying New Stratus stock market price indicators, traders can identify New Stratus position entry and exit signals to maximize returns.
New Stratus Return and Market Media
The median price of New Stratus for the period between Wed, Nov 27, 2024 and Tue, Feb 25, 2025 is 0.48 with a coefficient of variation of 16.9. The daily time series for the period is distributed with a sample standard deviation of 0.09, arithmetic mean of 0.52, and mean deviation of 0.07. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | New Stratus Energy Announces Results for the Three and Nine Months Ended September 30, 2024 and Operations Update - Yahoo Finance | 11/29/2024 |
2 | Kontrarian Korner 35 - HFI Research - substack.com | 01/30/2025 |
About New Stratus 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 Stratus Energy 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.
| 2010 | 2024 | 2025 (projected) | Payables Turnover | 1.6 | 0.3 | 0.29 | Days Of Inventory On Hand | 57.75 | 51.97 | 46.2 |
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 New Stratus 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, New Stratus' short interest history, or implied volatility extrapolated from New Stratus options trading.
Build Portfolio with New Stratus
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
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Additional Tools for New Stock Analysis
When running New Stratus' price analysis, check to measure New Stratus' 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 New Stratus is operating at the current time. Most of New Stratus' value examination focuses on studying past and present price action to predict the probability of New Stratus' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move New Stratus' price. Additionally, you may evaluate how the addition of New Stratus to your portfolios can decrease your overall portfolio volatility.