Nano Labs Etf Alpha and Beta Analysis
| NA Etf | USD 0.53 0.01 1.85% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Nano Labs. It also helps investors analyze the systematic and unsystematic risks associated with investing in Nano Labs over a specified time horizon. Remember, high Nano Labs' 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 Nano Labs' market risk premium analysis include:
Beta 1.57 | Alpha (1.49) | Risk 15.42 | Sharpe Ratio (0.10) | Expected Return (1.56) |
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.
Nano |
Nano Labs Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Nano Labs market risk premium is the additional return an investor will receive from holding Nano Labs 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 Nano Labs. 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 Nano Labs' performance over market.| α | -1.49 | β | 1.57 |
Nano Labs 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 Nano Labs' Buy-and-hold return. Our buy-and-hold chart shows how Nano Labs performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Nano Labs Market Price Analysis
Market price analysis indicators help investors to evaluate how Nano Labs etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Nano Labs shares will generate the highest return on investment. By understating and applying Nano Labs etf market price indicators, traders can identify Nano Labs position entry and exit signals to maximize returns.
Nano Labs Return and Market Media
The median price of Nano Labs for the period between Sat, Jan 20, 2024 and Fri, Apr 19, 2024 is 1.72 with a coefficient of variation of 35.5. The daily time series for the period is distributed with a sample standard deviation of 0.62, arithmetic mean of 1.76, and mean deviation of 0.44. The Etf received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by Brookfield Corp on of 87695 shares of Nano Labs at 11.7742 subject to Rule 16b-3 | 02/20/2024 |
2 | Disposition of 756 shares by Mitts Brian of Nano Labs at 63.04 subject to Rule 16b-3 | 03/05/2024 |
3 | Nano Labs Ltd Q4 2023 Earnings Call Transcript | 03/19/2024 |
4 | Disposition of 269911 shares by Brookfield Corp on of Nano Labs at 11.4431 subject to Rule 16b-3 | 03/28/2024 |
5 | Why Nano Labs Stock Is Getting Obliterated | 04/11/2024 |
6 | SPOLENOST NOBU HOSPITALITY ROZIUJE SVOJE PSOBEN NA BALKNSKM POLOOSTROV | 04/12/2024 |
About Nano Labs 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 Nano or other etfs. Alpha measures the amount that position in Nano Labs 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.
Nano Labs Upcoming Company Events
As portrayed in its financial statements, the presentation of Nano Labs' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Nano Labs' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Nano Labs' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Nano Labs. Please utilize our Beneish M Score to check the likelihood of Nano Labs' management manipulating its earnings.
| 12th of March 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Check out Nano Labs Backtesting, Portfolio Optimization, Nano Labs Correlation, Nano Labs Hype Analysis, Nano Labs Volatility, Nano Labs History and analyze Nano Labs Performance. For information on how to trade Nano Etf refer to our How to Trade Nano Etf guide.Note that the Nano Labs information on this page should be used as a complementary analysis to other Nano Labs' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.
Nano Labs technical etf 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, etf market cycles, or different charting patterns.