Nio Class A Stock Alpha and Beta Analysis
| NIO Stock | USD 4.01 0.01 0.25% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Nio Class A. It also helps investors analyze the systematic and unsystematic risks associated with investing in Nio over a specified time horizon. Remember, high Nio'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 Nio's market risk premium analysis include:
Beta 1.97 | Alpha (0.77) | Risk 3.93 | Sharpe Ratio (0.15) | Expected Return (0.58) |
Nio 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.
Nio |
Nio Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Nio market risk premium is the additional return an investor will receive from holding Nio 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 Nio. 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 Nio's performance over market.| α | -0.77 | β | 1.97 |
Nio 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 Nio's Buy-and-hold return. Our buy-and-hold chart shows how Nio performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Nio Market Price Analysis
Market price analysis indicators help investors to evaluate how Nio stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Nio shares will generate the highest return on investment. By understating and applying Nio stock market price indicators, traders can identify Nio position entry and exit signals to maximize returns.
Nio Return and Market Media
The median price of Nio for the period between Wed, Jan 24, 2024 and Tue, Apr 23, 2024 is 5.62 with a coefficient of variation of 13.78. The daily time series for the period is distributed with a sample standard deviation of 0.74, arithmetic mean of 5.34, and mean deviation of 0.63. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | EV storm clouds Tesla, Rivian and Nio are all downgraded at Mizuho | 03/25/2024 |
2 | Morgan Stanley maintains stock target on NIO amid sales growth | 04/01/2024 |
3 | Down 50 percent This Year, Whats Happening With Nio Stock | 04/05/2024 |
4 | NIO Full Year 2023 Earnings EPS Misses Expectations | 04/11/2024 |
5 | Jim Cramer Says He Would Sell This Tesla Chinese Rival After Stock Lost Over 47 percent In 2024 | 04/12/2024 |
6 | NIO Stock CEO William Li Calls for U.S. Openness to Chinese EVs | 04/15/2024 |
7 | Nio shares down over 50 percent in 2024 Is NIO stock doomed | 04/16/2024 |
8 | Nio Stock Has 33 percent Upside, According to 1 Wall Street Analyst | 04/17/2024 |
9 | Decoding NIOs Options Activity Whats the Big Picture | 04/18/2024 |
10 | Bloomberg the EV bubble has burst as TSLA, NIO, Rivian stocks dive | 04/19/2024 |
11 | Ditch These 3 EV Stock Clunkers Before They Drain Your Wealth | 04/22/2024 |
About Nio 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 Nio or other stocks. Alpha measures the amount that position in Nio Class A 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.18 | 0.16 | Price To Sales Ratio | 1.97 | 1.87 |
Nio Upcoming Company Events
As portrayed in its financial statements, the presentation of Nio's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Nio's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Nio's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Nio. Please utilize our Beneish M Score to check the likelihood of Nio's management manipulating its earnings.
| 6th of March 2024 Upcoming Quarterly Report | View | |
| 14th of June 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 6th of March 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 Nio
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 Nio Backtesting, Nio Valuation, Nio Correlation, Nio Hype Analysis, Nio Volatility, Nio History and analyze Nio Performance. You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
Complementary Tools for Nio Stock analysis
When running Nio's price analysis, check to measure Nio'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 Nio is operating at the current time. Most of Nio's value examination focuses on studying past and present price action to predict the probability of Nio's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Nio's price. Additionally, you may evaluate how the addition of Nio to your portfolios can decrease your overall portfolio volatility.
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