Netease Stock Alpha and Beta Analysis
| NTES Stock | USD 86.76 0.77 0.88% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as NetEase. It also helps investors analyze the systematic and unsystematic risks associated with investing in NetEase over a specified time horizon. Remember, high NetEase'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 NetEase's market risk premium analysis include:
Beta (0.97) | Alpha 0.1 | Risk 2.96 | Sharpe Ratio 0.0491 | Expected Return 0.15 |
Enterprise Value |
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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.
NetEase |
NetEase Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. NetEase market risk premium is the additional return an investor will receive from holding NetEase 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 NetEase. 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 NetEase's performance over market.| α | 0.10 | β | -0.97 |
NetEase 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 NetEase's Buy-and-hold return. Our buy-and-hold chart shows how NetEase performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.NetEase Market Price Analysis
Market price analysis indicators help investors to evaluate how NetEase stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading NetEase shares will generate the highest return on investment. By understating and applying NetEase stock market price indicators, traders can identify NetEase position entry and exit signals to maximize returns.
NetEase Return and Market Media
The median price of NetEase for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 81.08 with a coefficient of variation of 8.19. The daily time series for the period is distributed with a sample standard deviation of 6.84, arithmetic mean of 83.51, and mean deviation of 5.37. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| NetEase dividend paid on 6th of September 2024 | 09/06/2024 |
| NetEase dividend paid on 20th of September 2024 | 09/20/2024 |
1 | NetEase Unusual Options Activity | 09/26/2024 |
2 | Why NetEase Stock Is Down 5 percent Today | 10/09/2024 |
3 | NetEase Youdao Shares Surge Amid Positive Institutional Ratings | 10/21/2024 |
4 | NetEase Stock Drops Amid Corruption Investigation Rumors | 11/08/2024 |
5 | NetEase Games Executives Arrested In 139M Bribery, Money Laundering Scandal Report | 11/11/2024 |
6 | NetEase Shares Drop Amid Executive Departures | 11/13/2024 |
7 | Earnings call NetEase announced a total net revenue of 3.7 billion | 11/14/2024 |
8 | NetEase Third Quarter 2024 Earnings Misses Expectations | 11/15/2024 |
About NetEase 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 NetEase or other stocks. Alpha measures the amount that position in NetEase 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) | Dividend Yield | 0.008224 | 0.0204 | 0.0931 | 0.0978 | Price To Sales Ratio | 4.87 | 3.42 | 0.83 | 0.79 |
NetEase Upcoming Company Events
As portrayed in its financial statements, the presentation of NetEase's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, NetEase's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of NetEase's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of NetEase. Please utilize our Beneish M Score to check the likelihood of NetEase's management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 23rd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd 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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Additional Tools for NetEase Stock Analysis
When running NetEase's price analysis, check to measure NetEase'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 NetEase is operating at the current time. Most of NetEase's value examination focuses on studying past and present price action to predict the probability of NetEase's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move NetEase's price. Additionally, you may evaluate how the addition of NetEase to your portfolios can decrease your overall portfolio volatility.