National Bank (Germany) Alpha and Beta Analysis Overview

NB9 -- Germany Stock  

EUR 31.96  0.22  0.69%

This module allows you to check different measures of market premium for National Bank Holdings Corporation as well as systematic risk associated with investing in National Bank over a specified time horizon. Please see also Stocks Correlation.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

National Bank Market Premiums

α0.17β0.0048
30 days against DJI
Risk Adjusted Performance  

0.33

Jensen Alpha  

0.41

Total Risk Alpha  

0.33

Sortino Ratio  

0.0

Treynor Ratio  

17.21

National Bank Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare National Bank to competition

National Bank Fundamental Vs Peers

FundamentalsNational BankPeer Average
Return On Equity2.50 % (15.17) %
Return On Asset0.29 % (15.64) %
Profit Margin7.54 % (5.50) %
Operating Margin26.86 % (10.91) %
Current Valuation922.25 M152.14 B
Shares Outstanding26.79 M1.43 B
Price to Earning65.98 times40.69 times

National Bank Opportunities

National Bank Return and Market Media

The median price of National Bank for the period between Mon, Sep 17, 2018 and Wed, Oct 17, 2018 is 34.05 with a coefficient of variation of 3.31. The daily time series for the period is distributed with a sample standard deviation of 1.11, arithmetic mean of 33.64, and mean deviation of 0.96. The Stock received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
National Bank Holdings Corporation predicted to reach 41.5 i...09/11/2018
2
National Bank Holdings Corporation Moves Lower on Volume Spi...09/18/2018
3
National Bank Holdings Corp Expected to Announce Quarterly S...09/24/2018

Current Sentiment - NB9

National Bank Holdings Investor Sentiment

Macroaxis portfolio users are evenly split in their trading attitude regarding investing in National Bank Holdings Corporation. What is your trading attitude regarding investing in National Bank Holdings Corporation? Are you bullish or bearish?
Bullish
Bearish
50% Bullish
50% Bearish
Skip

Build Diversified Portfolios

Align your risk with return expectations

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Please see also Stocks Correlation. Please also try Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
Search macroaxis.com