Netgear Stock Alpha and Beta Analysis
| NTGR Stock | USD 24.30 0.39 1.63% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as NETGEAR. It also helps investors analyze the systematic and unsystematic risks associated with investing in NETGEAR over a specified time horizon. Remember, high NETGEAR'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 NETGEAR's market risk premium analysis include:
Beta 1.19 | Alpha 0.61 | Risk 4.44 | Sharpe Ratio 0.15 | Expected Return 0.67 |
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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.
NETGEAR |
NETGEAR Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. NETGEAR market risk premium is the additional return an investor will receive from holding NETGEAR 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 NETGEAR. 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 NETGEAR's performance over market.| α | 0.61 | β | 1.19 |
NETGEAR 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 NETGEAR's Buy-and-hold return. Our buy-and-hold chart shows how NETGEAR performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.NETGEAR Market Price Analysis
Market price analysis indicators help investors to evaluate how NETGEAR stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading NETGEAR shares will generate the highest return on investment. By understating and applying NETGEAR stock market price indicators, traders can identify NETGEAR position entry and exit signals to maximize returns.
NETGEAR Return and Market Media
The median price of NETGEAR for the period between Mon, Aug 26, 2024 and Sun, Nov 24, 2024 is 20.65 with a coefficient of variation of 13.31. The daily time series for the period is distributed with a sample standard deviation of 2.72, arithmetic mean of 20.41, and mean deviation of 2.08. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | NETGEAR Stock Surges 31 percent on Revised Outlook Litigation Settlement | 09/13/2024 |
2 | Disposition of 3221 shares by David Henry of NETGEAR at 14.13 subject to Rule 16b-3 | 10/11/2024 |
3 | Acquisition by Pramod Badjate of 55000 shares of NETGEAR subject to Rule 16b-3 | 10/15/2024 |
4 | NETGEAR Announces Inducement Grants Under Nasdaq Listing Rule 5635 | 10/22/2024 |
5 | NETGEAR Non-GAAP EPS of 0.17 beats by 0.21, revenue of 182.9M beats by 7.89M | 10/30/2024 |
6 | NETGEAR Third Quarter 2024 Earnings Beats Expectations | 11/01/2024 |
7 | NETGEAR Reliance on International Sales What Investors Need to Know | 11/04/2024 |
8 | Disposition of 2183 shares by Waechter Thomas H of NETGEAR at 25.0 subject to Rule 16b-3 | 11/11/2024 |
9 | Brandes Investment Partners, LP Increases Stake in Netgear Inc | 11/14/2024 |
10 | Acquisition by Goli Shravan of 14064 shares of NETGEAR subject to Rule 16b-3 | 11/18/2024 |
11 | Zacks Research Has Pessimistic View of NETGEAR Q4 Earnings - MarketBeat | 11/22/2024 |
About NETGEAR 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 NETGEAR or other stocks. Alpha measures the amount that position in NETGEAR 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) | Payables Turnover | 10.88 | 7.97 | 10.49 | 9.79 | Days Of Inventory On Hand | 143.62 | 160.37 | 184.77 | 194.01 |
NETGEAR Upcoming Company Events
As portrayed in its financial statements, the presentation of NETGEAR's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, NETGEAR's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of NETGEAR's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of NETGEAR. Please utilize our Beneish M Score to check the likelihood of NETGEAR's management manipulating its earnings.
| 7th of February 2024 Upcoming Quarterly Report | View | |
| 24th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 7th 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 NETGEAR Stock Analysis
When running NETGEAR's price analysis, check to measure NETGEAR'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 NETGEAR is operating at the current time. Most of NETGEAR's value examination focuses on studying past and present price action to predict the probability of NETGEAR's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move NETGEAR's price. Additionally, you may evaluate how the addition of NETGEAR to your portfolios can decrease your overall portfolio volatility.