Ferrari Nv Stock Alpha and Beta Analysis
| RACE Stock | USD 435.24 2.38 0.54% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ferrari NV. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ferrari NV over a specified time horizon. Remember, high Ferrari NV'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 Ferrari NV's market risk premium analysis include:
Beta 0.68 | Alpha (0.21) | Risk 1.65 | Sharpe Ratio (0.1) | Expected Return (0.16) |
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.
Ferrari |
Ferrari NV Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ferrari NV market risk premium is the additional return an investor will receive from holding Ferrari NV 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 Ferrari NV. 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 Ferrari NV's performance over market.| α | -0.21 | β | 0.68 |
Ferrari NV 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 Ferrari NV's Buy-and-hold return. Our buy-and-hold chart shows how Ferrari NV performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Ferrari NV Market Price Analysis
Market price analysis indicators help investors to evaluate how Ferrari NV stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Ferrari NV shares will generate the highest return on investment. By understating and applying Ferrari NV stock market price indicators, traders can identify Ferrari NV position entry and exit signals to maximize returns.
Ferrari NV Return and Market Media
The median price of Ferrari NV for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 471.9 with a coefficient of variation of 3.86. The daily time series for the period is distributed with a sample standard deviation of 17.99, arithmetic mean of 466.59, and mean deviation of 15.09. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | F1 announces spectacular 2025 launch event in London with ticket sale and prices revealed | 11/12/2024 |
2 | Gold vs. oil Which commodity offers better returns | 11/15/2024 |
3 | Donkervoorts Featherweight F22 Final Five Bids Farewell To Audi Turbo 5-Cylinder With Almost 500 HP | 11/18/2024 |
4 | Toto Wolff clarifies Lewis Hamilton comments after questioning his cognitive sharpness | 11/19/2024 |
5 | Toto Wolff reveals moment he knew he had lost Lewis Hamilton to Ferrari | 11/20/2024 |
6 | Las Vegas GP returns for second edition with key ingredient present after topsy-turvy F1 debut | 11/21/2024 |
7 | Las Vegas Grand Prix third practice before qualifying | 11/22/2024 |
About Ferrari NV 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 Ferrari or other stocks. Alpha measures the amount that position in Ferrari NV 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 | 0.003815 | 0.006817 | 0.005942 | 0.007326 | Price To Sales Ratio | 9.82 | 7.18 | 9.26 | 4.65 |
Ferrari NV Upcoming Company Events
As portrayed in its financial statements, the presentation of Ferrari NV's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Ferrari NV's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Ferrari NV's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Ferrari NV. Please utilize our Beneish M Score to check the likelihood of Ferrari NV's management manipulating its earnings.
| 1st of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 1st of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Ferrari NV
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Ferrari NV Backtesting, Ferrari NV Valuation, Ferrari NV Correlation, Ferrari NV Hype Analysis, Ferrari NV Volatility, Ferrari NV History and analyze Ferrari NV Performance. For information on how to trade Ferrari Stock refer to our How to Trade Ferrari Stock guide.You can also try the Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.
Ferrari NV technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.