Navigator Holdings Stock Alpha and Beta Analysis
| NVGS Stock | USD 15.92 0.14 0.87% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Navigator Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Navigator Holdings over a specified time horizon. Remember, high Navigator Holdings' 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 Navigator Holdings' market risk premium analysis include:
Beta 0.7 | Alpha (0.06) | Risk 1.64 | Sharpe Ratio (0.03) | Expected Return (0.05) |
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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.
Navigator |
Navigator Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Navigator Holdings market risk premium is the additional return an investor will receive from holding Navigator Holdings 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 Navigator Holdings. 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 Navigator Holdings' performance over market.| α | -0.06 | β | 0.70 |
Navigator Holdings 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 Navigator Holdings' Buy-and-hold return. Our buy-and-hold chart shows how Navigator Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Navigator Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how Navigator Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Navigator Holdings shares will generate the highest return on investment. By understating and applying Navigator Holdings stock market price indicators, traders can identify Navigator Holdings position entry and exit signals to maximize returns.
Navigator Holdings Return and Market Media
The median price of Navigator Holdings for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 16.05 with a coefficient of variation of 2.49. The daily time series for the period is distributed with a sample standard deviation of 0.4, arithmetic mean of 16.01, and mean deviation of 0.32. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Incredible Health Launches Healthcare Policy Navigator for Nurses Ahead of 2024 Election | 09/17/2024 |
| Navigator Holdings dividend paid on 24th of September 2024 | 09/24/2024 |
| Navigator Holdings dividend paid on 30th of September 2024 | 09/30/2024 |
2 | How the source of your tissues and toilet paper is fueling wildfires thousands of miles away | 10/08/2024 |
3 | Navigator Gas Announces Date for the Release of Third Quarter 2024 Results and Zoom Conference Call | 10/30/2024 |
4 | Analysts Estimate TORM PLC to Report a Decline in Earnings What to Look Out for | 10/31/2024 |
5 | Navigator Holdings Q3 2024 Earnings Preview | 11/05/2024 |
6 | Navigator Holdings Non-GAAP EPS of 0.28 misses by 0.05, revenue of 141.8M beats by 19.42M | 11/06/2024 |
7 | Navigator Holdings declares 0.05 dividend | 11/07/2024 |
8 | Navigator Holdings Ltd Q3 2024 Earnings Call Highlights Strong Revenue Growth Amid ... | 11/08/2024 |
9 | Navigator Holdings Ltd. Q3 2024 Earnings Call Transcript | 11/11/2024 |
10 | MISC and Bumi Armada weigh up offshore merger | 11/14/2024 |
11 | SCS Technologies Saves Time, Reduces Carbon Footprint Using Microsoft RealWear Navigator Z1 for Factory Acceptable Tests | 11/18/2024 |
12 | Navigator Gas Announces Two Additional 48,500 Cubic Meter Capacity Liquefied Ethylene Gas ... | 11/20/2024 |
About Navigator Holdings 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 Navigator or other stocks. Alpha measures the amount that position in Navigator Holdings 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.006122 | 0.005816 | Price To Sales Ratio | 1.96 | 1.86 |
Navigator Holdings Upcoming Company Events
As portrayed in its financial statements, the presentation of Navigator Holdings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Navigator Holdings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Navigator Holdings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Navigator Holdings. Please utilize our Beneish M Score to check the likelihood of Navigator Holdings' management manipulating its earnings.
| 18th of March 2024 Upcoming Quarterly Report | View | |
| 27th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 18th of March 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 Navigator Stock Analysis
When running Navigator Holdings' price analysis, check to measure Navigator Holdings' 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 Navigator Holdings is operating at the current time. Most of Navigator Holdings' value examination focuses on studying past and present price action to predict the probability of Navigator Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Navigator Holdings' price. Additionally, you may evaluate how the addition of Navigator Holdings to your portfolios can decrease your overall portfolio volatility.