Nio Inc Stock Alpha and Beta Analysis

NIO
 Stock
  

USD 20.22  1.05  5.48%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Nio Inc ADR. It also helps investors analyze the systematic and unsystematic risks associated with investing in Nio Inc over a specified time horizon. Remember, high Nio Inc'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.
Additionally, see Nio Inc Backtesting, Nio Inc Valuation, Nio Inc Correlation, Nio Inc Hype Analysis, Nio Inc Volatility, Nio Inc History and analyze Nio Inc Performance.
  
Please note that although Nio Inc 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, Nio Inc did 0.49  better 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 Nio Inc ADR stock's relative risk over its benchmark. Nio Inc ADR has a beta of 2.00  . Let's try to break down what Nio Inc's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Nio Inc will likely underperform.
.
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 Inc Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Nio Inc market risk premium is the additional return an investor will receive from holding Nio Inc 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 Inc. 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 Inc's performance over market.
α0.49   β2.00
90 days against DJI

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

Nio Inc Market Price Analysis

Market price analysis indicators help investors to evaluate how Nio Inc 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 Inc shares will generate the highest return on investment. By understating and applying Nio Inc stock market price indicators, traders can identify Nio Inc position entry and exit signals to maximize returns.

Nio Inc Return and Market Media

The median price of Nio Inc for the period between Thu, May 12, 2022 and Wed, Aug 10, 2022 is 19.65 with a coefficient of variation of 14.79. The daily time series for the period is distributed with a sample standard deviation of 2.81, arithmetic mean of 18.98, and mean deviation of 2.29. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Nio Inc - ADR is lower by 1.33 percent Thursday In Premarket...05/19/2022
2
NIO Stock Forecast Nio Inc rebounds but not out of the woods...05/25/2022
3
AMC Entertainment, Zoom, Unilever Rise Premarket American Ea...05/31/2022
4
EPS Reported06/09/2022
5
SHAREHOLDER ALERT Pomerantz Law Firm Investigates Claims On ...06/16/2022
6
We Believe NIO Plays Valeant-esque Accounting Games to Infla...06/28/2022
7
EPS Estimate06/30/2022
8
Form 6-K NIO Inc. For Jul 08 - StreetInsider.com07/08/2022
9
NIO Stock News Nio Inc hangs around 19 as market examines US...07/26/2022
10
The Best Stocks to Buy Now to Beat Monkeypox Mania - Nasdaq08/05/2022
11
EPS Reported08/09/2022

About Nio Inc 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in Nio Inc ADR 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.

Nio Inc Upcoming Company Events

As portrayed in its financial statements, the presentation of Nio Inc's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Nio Inc's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Nio Inc's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Nio Inc. Please utilize our Beneish M Score to check the likelihood of Nio Inc's management manipulating its earnings.
Upcoming Quarterly Report9th of November 2021
Next Financial Report7th of March 2022
Next Fiscal Quarter End30th of September 2021
Next Fiscal Year End7th of March 2022
Last Quarter Report30th of June 2021
Last Financial Announcement30th of September 2020

Build Portfolio with Nio Inc

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

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
Additionally, see Nio Inc Backtesting, Nio Inc Valuation, Nio Inc Correlation, Nio Inc Hype Analysis, Nio Inc Volatility, Nio Inc History and analyze Nio Inc Performance. Note that the Nio Inc ADR information on this page should be used as a complementary analysis to other Nio Inc's 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 Equity Valuation module to check real value of public entities based on technical and fundamental data.

Complementary Tools for Nio Inc Stock analysis

When running Nio Inc ADR price analysis, check to measure Nio Inc'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 Inc is operating at the current time. Most of Nio Inc's value examination focuses on studying past and present price action to predict the probability of Nio Inc's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Nio Inc's price. Additionally, you may evaluate how the addition of Nio Inc to your portfolios can decrease your overall portfolio volatility.
Focused Opportunities
Build portfolios using our predefined set of ideas and optimize them against your investing preferences
Go
Portfolio Center
All portfolio management and optimization tools to improve performance of your portfolios
Go
Portfolio Suggestion
Get suggestions outside of your existing asset allocation including your own model portfolios
Go
Volatility Analysis
Get historical volatility and risk analysis based on latest market data
Go
Bollinger Bands
Use Bollinger Bands indicator to analyze target price for a given investing horizon
Go
Price Transformation
Use Price Transformation models to analyze depth of different equity instruments across global markets
Go
Transaction History
View history of all your transactions and understand their impact on performance
Go
Portfolio Diagnostics
Use generated alerts and portfolio events aggregator to diagnose current holdings
Go
ETF Directory
Find actively traded Exchange Traded Funds (ETF) from around the world
Go
Financial Widgets
Easily integrated Macroaxis content with over 30 different plug-and-play financial widgets
Go
Stock Screener
Find equities using custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook.
Go
Portfolio Volatility
Check portfolio volatility and analyze historical return density to properly model market risk
Go
Idea Optimizer
Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio
Go
Nio Inc 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 Nio Inc technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Nio Inc 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...