Nexpoint Residential Trust Stock Alpha and Beta Analysis
| NXRT Stock | USD 46.48 0.30 0.65% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Nexpoint Residential Trust. It also helps investors analyze the systematic and unsystematic risks associated with investing in Nexpoint Residential over a specified time horizon. Remember, high Nexpoint Residential'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 Nexpoint Residential's market risk premium analysis include:
Beta 0.86 | Alpha (0.01) | Risk 1.49 | Sharpe Ratio 0.0186 | Expected Return 0.0279 |
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.
Nexpoint |
Nexpoint Residential Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Nexpoint Residential market risk premium is the additional return an investor will receive from holding Nexpoint Residential 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 Nexpoint Residential. 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 Nexpoint Residential's performance over market.| α | -0.01 | β | 0.86 |
Nexpoint Residential 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 Nexpoint Residential's Buy-and-hold return. Our buy-and-hold chart shows how Nexpoint Residential performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Nexpoint Residential Market Price Analysis
Market price analysis indicators help investors to evaluate how Nexpoint Residential stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Nexpoint Residential shares will generate the highest return on investment. By understating and applying Nexpoint Residential stock market price indicators, traders can identify Nexpoint Residential position entry and exit signals to maximize returns.
Nexpoint Residential Return and Market Media
The median price of Nexpoint Residential for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 44.73 with a coefficient of variation of 3.39. The daily time series for the period is distributed with a sample standard deviation of 1.51, arithmetic mean of 44.48, and mean deviation of 1.28. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | NexPoint Residential Trust, Inc. Sees Significant Drop in Short Interest - MarketBeat | 09/13/2024 |
2 | Renaissance Technologies LLC Has 6. Million Stock Position in NexPoint Residential Trust, Inc. - MarketBeat | 09/26/2024 |
| Nexpoint Residential dividend paid on 30th of September 2024 | 09/30/2024 |
3 | NexPoint Residential Trust, Inc. Completes Refinancings of 17 Properties With 17 Additional Refinancings Expected to Close on November 29th, Sale of Stone Creek... | 10/03/2024 |
4 | NexPoint Residential Trust Q3 2024 Earnings Preview | 10/28/2024 |
5 | NexPoint Residential Trust, Inc. Increases Quarterly Dividend by 10.3 | 10/29/2024 |
6 | NexPoint Residential Trust Inc Q3 2024 Earnings Call Highlights Navigating Challenges ... | 10/30/2024 |
7 | UDF IV Board Silent on Critical Shareholder Concerns Raised by NexPoint | 11/07/2024 |
8 | NexPoint Residential Trust announces executive shifts | 11/14/2024 |
9 | Foundry Partners LLC Buys Shares of 144,079 NexPoint Residential Trust, Inc. - MarketBeat | 11/21/2024 |
About Nexpoint Residential 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 Nexpoint or other stocks. Alpha measures the amount that position in Nexpoint Residential 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 (projected) | Dividend Yield | 0.017 | 0.0365 | 0.0507 | Price To Sales Ratio | 9.62 | 4.22 | 3.18 |
Nexpoint Residential Upcoming Company Events
As portrayed in its financial statements, the presentation of Nexpoint Residential's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Nexpoint Residential's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Nexpoint Residential's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Nexpoint Residential. Please utilize our Beneish M Score to check the likelihood of Nexpoint Residential's management manipulating its earnings.
| 20th of February 2024 Upcoming Quarterly Report | View | |
| 23rd of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 20th 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 Nexpoint Stock Analysis
When running Nexpoint Residential's price analysis, check to measure Nexpoint Residential'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 Nexpoint Residential is operating at the current time. Most of Nexpoint Residential's value examination focuses on studying past and present price action to predict the probability of Nexpoint Residential's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Nexpoint Residential's price. Additionally, you may evaluate how the addition of Nexpoint Residential to your portfolios can decrease your overall portfolio volatility.