Northrop Stock Performance

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NOC -- USA Stock  

Report: 22nd of July 2020  

The company secures a Beta (Market Risk) of -0.0974, which conveys that not very significant volatility relative to the market. Let's try to break down what Northrop's beta means in this case. As returns on the market increase, returns on owning Northrop Grumman are expected to decrease at a much lower rate. During the bear market, Northrop Grumman is likely to outperform the market. Even though it is essential to pay attention to Northrop Grumman price patterns, it is always good to be careful when utilizing equity historical price patterns. Macroaxis philosophy towards estimating future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Northrop Grumman exposes twenty-one different technical indicators, which can help you to evaluate its performance. Northrop Grumman has an expected return of -0.0042%. Please be advised to verify Northrop Grumman information ratio, value at risk, as well as the relationship between the Value At Risk and expected short fall to decide if Northrop Grumman stock performance from the past will be repeated at some point in the near future.

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Northrop Grumman Risk-Adjusted Performance

Over the last 30 days Northrop Grumman has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, Northrop Grumman is not utilizing all of its potentials. The current stock price disturbance, may contribute to short term losses for the investors.
Quick Ratio1.11
Fifty Two Week Low263.31
Target High Price450.00
Payout Ratio39.67%
Fifty Two Week High385.01
Target Low Price309.00
Trailing Annual Dividend Yield1.75%

Northrop Grumman Relative Risk vs. Return Landscape

If you would invest  31,361  in Northrop Grumman on June 2, 2020 and sell it today you would lose (547.00)  from holding Northrop Grumman or give up 1.74% of portfolio value over 30 days. Northrop Grumman is generating negative expected returns assuming volatility of 2.2205% on return distribution over 30 days investment horizon. In other words, 19% of equities are less volatile than the company and above 99% of equities are expected to generate higher returns over the next 30 days.
 Daily Expected Return (%) 
      Risk (%) 
Considering the 30-days investment horizon, Northrop Grumman is expected to under-perform the market. In addition to that, the company is 1.06 times more volatile than its market benchmark. It trades about 0.0 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.17 per unit of volatility.

Northrop Grumman Market Risk Analysis

Sharpe Ratio = -0.0019
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Northrop Grumman Stock Performance Indicators

Estimated Market Risk
 2.22
  actual daily
 
 19 %
of total potential
 
1919
Expected Return
 0.0
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 0 %
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Based on monthly moving average Northrop Grumman is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Northrop Grumman by adding it to a well-diversified portfolio.

About Northrop Grumman Performance

To evaluate Northrop Grumman Stock as a possible investment, you need to clearly understand its upside, downside potential, and overall future performance outlook. You may be satisfied when Northrop Grumman generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Northrop's stock performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Northrop Grumman stock market performance in a much more refined way. At Macroaxis, we take it even further. The Macroaxis performance score is an integer between 0 and 100 that represents Northrop's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section. Please also refer to our technical analysis and fundamental analysis pages.
Last ReportedProjected for 2020
Return on Investment 18.18  21.63 
Return on Average Assets 0.06  0.07 
Return on Average Equity 0.25  0.28 
Return on Invested Capital 0.12  0.19 
Return on Sales 0.09  0.12 
Northrop Grumman Corporation operates as a security company. The company was founded in 19 and is based in Falls Church, Virginia. Northrop Grumman operates under Aerospace Defense classification in the United States and is traded on BATS Exchange. It employs 90000 people.

Northrop Grumman Alerts

Equity Alerts and Improvement Suggestions

Northrop Grumman generates negative expected return over the last 30 days
Northrop Grumman has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial commitments
Over 84.0% of the company shares are owned by institutional investors
On 29th of May 2020 Northrop Grumman paid $ 1.45 per share dividend to its current shareholders

Northrop Grumman Dividends

Northrop Grumman Dividends Analysis

Check Northrop Grumman dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
Check Dividends  
Additionally, see Stocks Correlation. Please also try Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
Macroaxis is not a registered investment advisor or broker/dealer. All investments, including stocks, funds, ETFs, or cryptocurrencies, are speculative and involve substantial risk of loss. We encourage our investors to invest carefully. Much of our information is derived directly from data published by companies or submitted to governmental agencies which we believe are reliable, but are without our independent verification. Therefore, we cannot assure you that the information is accurate or complete. We do not in any way warrant or guarantee the success of any action you take in reliance on our statements or recommendations. Also, note that past performance is not necessarily indicative of future results. All investments carry risk, and all investment decisions of an individual remain the responsibility of that individual. There is no guarantee that systems, indicators, or signals will result in profits or that they will not result in losses. All investors are advised to fully understand all risks associated with any investing they choose to do. Hypothetical or simulated performance is not indicative of future results. We make no representations or warranties that any investor will, or is likely to, achieve profits similar to those shown because hypothetical or simulated performance is not necessarily indicative of future results. For more information please visit our terms and condition page