Nephros Stock Alpha and Beta Analysis

NEPH
 Stock
  

USD 0.98  0.01  1.03%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Nephros. It also helps investors analyze the systematic and unsystematic risks associated with investing in Nephros over a specified time horizon. Remember, high Nephros' 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.
Additionally, see Nephros Backtesting, Nephros Valuation, Nephros Correlation, Nephros Hype Analysis, Nephros Volatility, Nephros History and analyze Nephros Performance.
  
Please note that although Nephros alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, Nephros did 0.74  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Nephros stock's relative risk over its benchmark. Nephros has a beta of 0.13  . Let's try to break down what Nephros's beta means in this case. As returns on the market increase, Nephros returns are expected to increase less than the market. However, during the bear market, the loss on holding Nephros will be expected to be smaller as well.
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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.

Nephros Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Nephros market risk premium is the additional return an investor will receive from holding Nephros 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 Nephros. 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 Nephros' performance over market.
α-0.74   β0.13
90 days against DJI

Nephros 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 Nephros' Buy-and-hold return. Our buy-and-hold chart shows how Nephros performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Nephros Market Price Analysis

Market price analysis indicators help investors to evaluate how Nephros stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Nephros shares will generate the highest return on investment. By understating and applying Nephros stock market price indicators, traders can identify Nephros position entry and exit signals to maximize returns.

Nephros Return and Market Media

The median price of Nephros for the period between Mon, Jun 27, 2022 and Sun, Sep 25, 2022 is 1.48 with a coefficient of variation of 14.12. The daily time series for the period is distributed with a sample standard deviation of 0.21, arithmetic mean of 1.46, and mean deviation of 0.15. The Stock received some media coverage during the period.
 Price Growth (%)  
       Timeline  
1
EPS Estimate06/30/2022
2
Nephros Second Quarter 2022 Financial Results Conference Cal...07/27/2022
3
EPS Reported08/10/2022
4
Reviewing Nephros and Sensus Healthcare - Defense World08/19/2022
5
Acquisition by Harris Joseph Michael of 13115 shares of Neph...09/08/2022
6
Nephros Nephros Appoints Joe Harris to Its Board of Director...09/13/2022

About Nephros 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 Nephros or other stocks. Alpha measures the amount that position in Nephros 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.

Nephros Upcoming Company Events

As portrayed in its financial statements, the presentation of Nephros' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Nephros' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Nephros' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Nephros. Please utilize our Beneish M Score to check the likelihood of Nephros' management manipulating its earnings.
Upcoming Quarterly Report23rd of February 2022
Next Financial Report5th of May 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End23rd of February 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with Nephros

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

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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
Additionally, see Nephros Backtesting, Nephros Valuation, Nephros Correlation, Nephros Hype Analysis, Nephros Volatility, Nephros History and analyze Nephros Performance. You can also try Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.

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When running Nephros price analysis, check to measure Nephros' 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 Nephros is operating at the current time. Most of Nephros' value examination focuses on studying past and present price action to predict the probability of Nephros' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Nephros' price. Additionally, you may evaluate how the addition of Nephros to your portfolios can decrease your overall portfolio volatility.
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Nephros 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.
A focus of Nephros technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Nephros trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...