Netscout Systems Stock Alpha and Beta Analysis
| NTCT Stock | USD 19.43 0.36 1.89% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as NetScout Systems. It also helps investors analyze the systematic and unsystematic risks associated with investing in NetScout Systems over a specified time horizon. Remember, high NetScout Systems' 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 NetScout Systems' market risk premium analysis include:
Beta 1.9 | Alpha (0.31) | Risk 2.66 | Sharpe Ratio (0.07) | Expected Return (0.20) |
Enterprise Value |
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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.
NetScout |
NetScout Systems Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. NetScout Systems market risk premium is the additional return an investor will receive from holding NetScout Systems 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 NetScout Systems. 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 NetScout Systems' performance over market.| α | -0.31 | β | 1.90 |
NetScout Systems 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 NetScout Systems' Buy-and-hold return. Our buy-and-hold chart shows how NetScout Systems performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.NetScout Systems Market Price Analysis
Market price analysis indicators help investors to evaluate how NetScout Systems stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading NetScout Systems shares will generate the highest return on investment. By understating and applying NetScout Systems stock market price indicators, traders can identify NetScout Systems position entry and exit signals to maximize returns.
NetScout Systems Return and Market Media
The median price of NetScout Systems for the period between Sat, Jan 20, 2024 and Fri, Apr 19, 2024 is 21.51 with a coefficient of variation of 4.9. The daily time series for the period is distributed with a sample standard deviation of 1.05, arithmetic mean of 21.4, and mean deviation of 0.75. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | How Much Upside is Left in NetScout Wall Street Analysts Think 34.26 | 01/31/2024 |
2 | Disposition of 3000 shares by John Downing of NetScout Systems at 21.93 subject to Rule 16b-3 | 02/16/2024 |
3 | Palo Alto Networks Jumps as It Teams With Nvidia and Others to Provide Private 5G Security | 02/26/2024 |
4 | Acquisition by Michael Szabados of 8750 shares of NetScout Systems subject to Rule 16b-3 | 03/07/2024 |
5 | Strength Seen in NetScout Can Its 9.1 percent Jump Turn into More Strength | 03/12/2024 |
6 | Acquisition by Susan Spradley of 7000 shares of NetScout Systems subject to Rule 16b-3 | 03/18/2024 |
7 | Public Sector Pension Investment Board Trims Stock Position in NetScout Systems, Inc. - Defense World | 03/19/2024 |
8 | Acquisition by Robert Donahue of 7000 shares of NetScout Systems subject to Rule 16b-3 | 03/22/2024 |
9 | NetScout Systems Seems To Use Debt Quite Sensibly | 04/08/2024 |
10 | NETSCOUT Research Finds 97 percent of Enterprises Experienced Major UCaaS-Related Outages in 2023 | 04/09/2024 |
11 | NetScout Systems Sets New 1-Year Low at 19.07 - Defense World | 04/18/2024 |
About NetScout Systems 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 NetScout or other stocks. Alpha measures the amount that position in NetScout Systems 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.
| 2022 | 2023 | 2024 (projected) | Invested Capital | 0.0791 | 0.0712 | 0.0676 | Free Cash Flow Yield | 0.071 | 0.0639 | 0.0514 |
NetScout Systems Upcoming Company Events
As portrayed in its financial statements, the presentation of NetScout Systems' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, NetScout Systems' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of NetScout Systems' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of NetScout Systems. Please utilize our Beneish M Score to check the likelihood of NetScout Systems' management manipulating its earnings.
| 2nd of May 2024 Upcoming Quarterly Report | View | |
| 25th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 2nd of May 2024 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of March 2023 Last Financial Announcement | View |
Build Portfolio with NetScout Systems
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
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Check out NetScout Systems Backtesting, NetScout Systems Valuation, NetScout Systems Correlation, NetScout Systems Hype Analysis, NetScout Systems Volatility, NetScout Systems History and analyze NetScout Systems Performance. For more information on how to buy NetScout Stock please use our How to Invest in NetScout Systems guide.Note that the NetScout Systems information on this page should be used as a complementary analysis to other NetScout Systems' 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 Premium Stories module to follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.
Complementary Tools for NetScout Stock analysis
When running NetScout Systems' price analysis, check to measure NetScout Systems' 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 NetScout Systems is operating at the current time. Most of NetScout Systems' value examination focuses on studying past and present price action to predict the probability of NetScout Systems' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move NetScout Systems' price. Additionally, you may evaluate how the addition of NetScout Systems to your portfolios can decrease your overall portfolio volatility.
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NetScout Systems 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.