Nsts Bancorp Stock Alpha and Beta Analysis
| NSTS Stock | USD 11.19 0.01 0.09% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as NSTS Bancorp. It also helps investors analyze the systematic and unsystematic risks associated with investing in NSTS Bancorp over a specified time horizon. Remember, high NSTS Bancorp'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 NSTS Bancorp's market risk premium analysis include:
Beta (0.23) | Alpha 0.24 | Risk 1.8 | Sharpe Ratio 0.13 | Expected Return 0.23 |
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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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NSTS Bancorp Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. NSTS Bancorp market risk premium is the additional return an investor will receive from holding NSTS Bancorp 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 NSTS Bancorp. 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 NSTS Bancorp's performance over market.| α | 0.24 | β | -0.23 |
NSTS Bancorp 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 NSTS Bancorp's Buy-and-hold return. Our buy-and-hold chart shows how NSTS Bancorp performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.NSTS Bancorp Market Price Analysis
Market price analysis indicators help investors to evaluate how NSTS Bancorp stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading NSTS Bancorp shares will generate the highest return on investment. By understating and applying NSTS Bancorp stock market price indicators, traders can identify NSTS Bancorp position entry and exit signals to maximize returns.
NSTS Bancorp Return and Market Media
The median price of NSTS Bancorp for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 10.85 with a coefficient of variation of 5.62. The daily time series for the period is distributed with a sample standard deviation of 0.6, arithmetic mean of 10.6, and mean deviation of 0.5. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Disposition of tradable shares by Bond Thaddeus M. Jr. of NSTS Bancorp subject to Rule 16b-3 | 09/06/2024 |
2 | NSTS Bancorp Trading 4.1 percent Higher - Heres Why - MarketBeat | 10/25/2024 |
3 | NSTS Bancorp Trading Down 0.6 percent - Whats Next - MarketBeat | 11/19/2024 |
About NSTS Bancorp 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 NSTS or other stocks. Alpha measures the amount that position in NSTS Bancorp 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) | Days Sales Outstanding | 43.9 | 44.11 | 56.53 | 37.58 | PTB Ratio | 1.5 | 0.59 | 0.61 | 0.58 |
NSTS Bancorp Upcoming Company Events
As portrayed in its financial statements, the presentation of NSTS Bancorp's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, NSTS Bancorp's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of NSTS Bancorp's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of NSTS Bancorp. Please utilize our Beneish M Score to check the likelihood of NSTS Bancorp's management manipulating its earnings.
| 4th of April 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Additional Tools for NSTS Stock Analysis
When running NSTS Bancorp's price analysis, check to measure NSTS Bancorp's 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 NSTS Bancorp is operating at the current time. Most of NSTS Bancorp's value examination focuses on studying past and present price action to predict the probability of NSTS Bancorp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move NSTS Bancorp's price. Additionally, you may evaluate how the addition of NSTS Bancorp to your portfolios can decrease your overall portfolio volatility.