Nordstrom Stock Alpha and Beta Analysis
| JWN Stock | USD 18.74 0.79 4.40% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Nordstrom. It also helps investors analyze the systematic and unsystematic risks associated with investing in Nordstrom over a specified time horizon. Remember, high Nordstrom'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 Nordstrom's market risk premium analysis include:
Beta 1.96 | Alpha 0.009805 | Risk 3.57 | Sharpe Ratio 0.0234 | Expected Return 0.0835 |
Nordstrom 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.
Nordstrom |
Nordstrom Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Nordstrom market risk premium is the additional return an investor will receive from holding Nordstrom 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 Nordstrom. 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 Nordstrom's performance over market.| α | 0.01 | β | 1.96 |
Nordstrom 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 Nordstrom's Buy-and-hold return. Our buy-and-hold chart shows how Nordstrom performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Nordstrom Market Price Analysis
Market price analysis indicators help investors to evaluate how Nordstrom stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Nordstrom shares will generate the highest return on investment. By understating and applying Nordstrom stock market price indicators, traders can identify Nordstrom position entry and exit signals to maximize returns.
Nordstrom Return and Market Media
The median price of Nordstrom for the period between Sat, Jan 20, 2024 and Fri, Apr 19, 2024 is 18.91 with a coefficient of variation of 5.81. The daily time series for the period is distributed with a sample standard deviation of 1.1, arithmetic mean of 18.91, and mean deviation of 0.91. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Nordstrom dividend paid on 27th of March 2024 | 03/27/2024 |
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2 | New Nordstrom Rack to open in Northeast Ohio | 04/02/2024 |
3 | View from Here | 04/08/2024 |
4 | Major NHS drive to cut AE waits prevents overnight stays for thousands | 04/10/2024 |
5 | Stuart Weitzman Mens Shoe Collection Lands at Saks, Nordstrom More | 04/11/2024 |
6 | When It Comes to Recruiting, High Tech Needs High Touch | 04/12/2024 |
7 | Why Nordstrom Shares Are Falling Today | 04/15/2024 |
8 | Earnings call Beiersdorf sees robust Q1 growth, upgrades full-year outlook | 04/16/2024 |
9 | The 11 best bronzing drops we tested for glowy skin in 2024 Our review | 04/17/2024 |
About Nordstrom 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 Nordstrom or other stocks. Alpha measures the amount that position in Nordstrom 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.
| 2010 | 2014 | 2020 | 2024 (projected) | Dividend Yield | 0.0209 | 0.04 | 0.042 | 0.0173 | Price To Sales Ratio | 0.89 | 0.37 | 0.2 | 1.07 |
Nordstrom Upcoming Company Events
As portrayed in its financial statements, the presentation of Nordstrom's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Nordstrom's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Nordstrom's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Nordstrom. Please utilize our Beneish M Score to check the likelihood of Nordstrom's management manipulating its earnings.
| 7th of March 2024 Upcoming Quarterly Report | View | |
| 29th of May 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 7th of March 2024 Next Fiscal Year End | View | |
| 31st of October 2023 Last Quarter Report | View | |
| 31st of January 2023 Last Financial Announcement | View |
Build Portfolio with Nordstrom
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 Nordstrom Backtesting, Nordstrom Valuation, Nordstrom Correlation, Nordstrom Hype Analysis, Nordstrom Volatility, Nordstrom History and analyze Nordstrom Performance. To learn how to invest in Nordstrom Stock, please use our How to Invest in Nordstrom guide.You can also try the Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
Complementary Tools for Nordstrom Stock analysis
When running Nordstrom's price analysis, check to measure Nordstrom'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 Nordstrom is operating at the current time. Most of Nordstrom's value examination focuses on studying past and present price action to predict the probability of Nordstrom's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Nordstrom's price. Additionally, you may evaluate how the addition of Nordstrom to your portfolios can decrease your overall portfolio volatility.
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Nordstrom 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.