Nutrien Stock Alpha and Beta Analysis
| NTR Stock | USD 52.27 0.03 0.06% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Nutrien. It also helps investors analyze the systematic and unsystematic risks associated with investing in Nutrien over a specified time horizon. Remember, high Nutrien'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. Key technical indicators related to Nutrien's market risk premium analysis include:
Beta 1.69 | Alpha (0.04) | Risk 1.81 | Sharpe Ratio 0.0482 | Expected Return 0.0872 |
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.
Nutrien |
Nutrien Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Nutrien market risk premium is the additional return an investor will receive from holding Nutrien 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 Nutrien. 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 Nutrien's performance over market.| α | -0.04 | β | 1.69 |
Nutrien 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 Nutrien's Buy-and-hold return. Our buy-and-hold chart shows how Nutrien performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Nutrien Market Price Analysis
Market price analysis indicators help investors to evaluate how Nutrien stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Nutrien shares will generate the highest return on investment. By understating and applying Nutrien stock market price indicators, traders can identify Nutrien position entry and exit signals to maximize returns.
Nutrien Return and Market Media
The median price of Nutrien for the period between Thu, Jan 25, 2024 and Wed, Apr 24, 2024 is 52.22 with a coefficient of variation of 3.96. The daily time series for the period is distributed with a sample standard deviation of 2.06, arithmetic mean of 51.99, and mean deviation of 1.65. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Nutrien Advances While Market Declines Some Information for Investors | 02/12/2024 |
2 | Netrum Reaches 24-Hour Trading Volume of 1,499.59 | 02/23/2024 |
3 | Netrum One Day Trading Volume Tops 1,320.89 | 03/05/2024 |
4 | Nutrien Price Target Cut to 57.00 | 03/12/2024 |
5 | Nutrien Dips More Than Broader Market What You Should Know | 03/14/2024 |
6 | Nutrien Stock Create Passive Income With No Start-Up Costs - MSN | 03/21/2024 |
7 | Here are Tuesdays biggest analyst calls Amazon, Nvidia, Tesla, Apple, Seagate, Micron, Spotify, Gap more | 03/26/2024 |
8 | Nutrien Ltd. Given Consensus Rating of Moderate Buy by Analysts - Defense World | 03/28/2024 |
9 | Nutrien Ltd.s Price In Tune With Revenues - Simply Wall St | 04/05/2024 |
10 | Acquisition by Wirth Michael I of 1000 shares of Nutrien at 4.47 subject to Rule 16b-3 | 04/09/2024 |
| Nutrien dividend paid on 11th of April 2024 | 04/11/2024 |
12 | Fertilizer Equities Including Nutrien Down Over Past Week, RBC Capital Markets Says | 04/22/2024 |
About Nutrien 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 Nutrien or other stocks. Alpha measures the amount that position in Nutrien 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0244 | 0.0262 | 0.0376 | 0.0395 | Price To Sales Ratio | 1.55 | 1.04 | 0.94 | 0.9 |
Nutrien Upcoming Company Events
As portrayed in its financial statements, the presentation of Nutrien's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Nutrien's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Nutrien's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Nutrien. Please utilize our Beneish M Score to check the likelihood of Nutrien's management manipulating its earnings.
| 21st of February 2024 Upcoming Quarterly Report | View | |
| 8th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 21st of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Nutrien
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
Check out Nutrien Backtesting, Nutrien Valuation, Nutrien Correlation, Nutrien Hype Analysis, Nutrien Volatility, Nutrien History and analyze Nutrien Performance. To learn how to invest in Nutrien Stock, please use our How to Invest in Nutrien guide.You can also try the Funds Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.
Complementary Tools for Nutrien Stock analysis
When running Nutrien's price analysis, check to measure Nutrien'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 Nutrien is operating at the current time. Most of Nutrien's value examination focuses on studying past and present price action to predict the probability of Nutrien's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Nutrien's price. Additionally, you may evaluate how the addition of Nutrien to your portfolios can decrease your overall portfolio volatility.
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Nutrien 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.