Novartis Ag Adr Stock Alpha and Beta Analysis
| NVS Stock | USD 105.43 2.28 2.12% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Novartis AG ADR. It also helps investors analyze the systematic and unsystematic risks associated with investing in Novartis over a specified time horizon. Remember, high Novartis' 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 Novartis' market risk premium analysis include:
Beta 0.56 | Alpha (0.02) | Risk 1.24 | Sharpe Ratio 0.0363 | Expected Return 0.0452 |
Novartis Quarterly Cash And Equivalents |
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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.
Novartis |
Novartis Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Novartis market risk premium is the additional return an investor will receive from holding Novartis 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 Novartis. 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 Novartis' performance over market.| α | -0.02 | β | 0.56 |
Novartis 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 Novartis' Buy-and-hold return. Our buy-and-hold chart shows how Novartis performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Novartis Market Price Analysis
Market price analysis indicators help investors to evaluate how Novartis stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Novartis shares will generate the highest return on investment. By understating and applying Novartis stock market price indicators, traders can identify Novartis position entry and exit signals to maximize returns.
Novartis Return and Market Media
The median price of Novartis for the period between Mon, Nov 18, 2024 and Sun, Feb 16, 2025 is 101.99 with a coefficient of variation of 3.4. The daily time series for the period is distributed with a sample standard deviation of 3.46, arithmetic mean of 101.83, and mean deviation of 3.06. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | First patient in Ontario treated with publicly funded Pluvicto in a major step forward for advanced prostate cancer care | 01/14/2025 |
2 | Buy, Babe Buy Or Maybe Not | 01/21/2025 |
3 | 2025 Super Bowl ads you can already watch | 02/05/2025 |
4 | Paresthesia Treatment Market Outlook USD 8.0 Billion by 2034, Growing with an Aging Population and Rising Healthcare Expenditures Analysis by TMR | 02/07/2025 |
5 | What Were the Best Super Bowl Ads These Beer Spots Generated Some Buzz | 02/10/2025 |
6 | Blackstone Life Sciences und Anthos Therapeutics geben Vereinbarung ber die bernahme von Anthos durch Novartis fr bis zu 3,1 Milliarden US-Dollar bekannt | 02/11/2025 |
7 | Kidney Transplant Rejection Market to Observe Growth at a CAGR of 4.9 percent During the Forecast Period DelveInsight | 02/12/2025 |
8 | Is Legend Biotech the Best Mid-Cap Growth Stock to Buy According to Analysts | 02/13/2025 |
About Novartis 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 Novartis or other stocks. Alpha measures the amount that position in Novartis AG ADR 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.
| 2022 | 2023 | 2025 (projected) | Dividend Yield | 0.0381 | 0.0344 | 0.0244 | Price To Sales Ratio | 3.8 | 4.52 | 3.87 |
Novartis Upcoming Company Events
As portrayed in its financial statements, the presentation of Novartis' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Novartis' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Novartis' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Novartis. Please utilize our Beneish M Score to check the likelihood of Novartis' management manipulating its earnings.
| 31st of January 2024 Upcoming Quarterly Report | View | |
| 23rd of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 31st of January 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 Novartis Stock Analysis
When running Novartis' price analysis, check to measure Novartis' 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 Novartis is operating at the current time. Most of Novartis' value examination focuses on studying past and present price action to predict the probability of Novartis' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Novartis' price. Additionally, you may evaluate how the addition of Novartis to your portfolios can decrease your overall portfolio volatility.