NU SKIN (Germany) Alpha and Beta Analysis
NUS Stock | EUR 12.70 0.30 2.42% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as NU SKIN ENTERPR A. It also helps investors analyze the systematic and unsystematic risks associated with investing in NU SKIN over a specified time horizon. Remember, high NU SKIN'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 NU SKIN's market risk premium analysis include:
Beta 0.24 | Alpha (0.42) | Risk 2.32 | Sharpe Ratio 0.0206 | Expected Return 0.0478 |
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.
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NU SKIN Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. NU SKIN market risk premium is the additional return an investor will receive from holding NU SKIN 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 NU SKIN. 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 NU SKIN's performance over market.α | -0.42 | β | 0.24 |
NU SKIN 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 NU SKIN's Buy-and-hold return. Our buy-and-hold chart shows how NU SKIN performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.NU SKIN Market Price Analysis
Market price analysis indicators help investors to evaluate how NU SKIN stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading NU SKIN shares will generate the highest return on investment. By understating and applying NU SKIN stock market price indicators, traders can identify NU SKIN position entry and exit signals to maximize returns.
NU SKIN Return and Market Media
The median price of NU SKIN for the period between Mon, Feb 19, 2024 and Sun, May 19, 2024 is 11.6 with a coefficient of variation of 7.94. The daily time series for the period is distributed with a sample standard deviation of 0.95, arithmetic mean of 11.9, and mean deviation of 0.52. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About NU SKIN 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 NUS or other stocks. Alpha measures the amount that position in NU SKIN ENTERPR 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.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards NU SKIN in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, NU SKIN's short interest history, or implied volatility extrapolated from NU SKIN options trading.
Build Portfolio with NU SKIN
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 NU SKIN Backtesting, NU SKIN Valuation, NU SKIN Correlation, NU SKIN Hype Analysis, NU SKIN Volatility, NU SKIN History and analyze NU SKIN Performance. You can also try the Fundamental Analysis module to view fundamental data based on most recent published financial statements.
Complementary Tools for NUS Stock analysis
When running NU SKIN's price analysis, check to measure NU SKIN'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 NU SKIN is operating at the current time. Most of NU SKIN's value examination focuses on studying past and present price action to predict the probability of NU SKIN's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move NU SKIN's price. Additionally, you may evaluate how the addition of NU SKIN to your portfolios can decrease your overall portfolio volatility.
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