Nabors Industries Stock Alpha and Beta Analysis
| NBRWF Stock | USD 3.46 0.26 8.12% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Nabors Industries. It also helps investors analyze the systematic and unsystematic risks associated with investing in Nabors Industries over a specified time horizon. Remember, high Nabors Industries' 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 Nabors Industries' market risk premium analysis include:
Beta 0.96 | Alpha (0.40) | Risk 6.16 | Sharpe Ratio (0.09) | Expected Return (0.55) |
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.
Nabors |
Nabors Industries Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Nabors Industries market risk premium is the additional return an investor will receive from holding Nabors Industries 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 Nabors Industries. 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 Nabors Industries' performance over market.| α | -0.4 | β | 0.96 |
Nabors Industries 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 Nabors Industries' Buy-and-hold return. Our buy-and-hold chart shows how Nabors Industries performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Nabors Industries Market Price Analysis
Market price analysis indicators help investors to evaluate how Nabors Industries otc stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Nabors Industries shares will generate the highest return on investment. By understating and applying Nabors Industries otc stock market price indicators, traders can identify Nabors Industries position entry and exit signals to maximize returns.
Nabors Industries Return and Market Media
The median price of Nabors Industries for the period between Tue, Oct 1, 2024 and Mon, Dec 30, 2024 is 5.5 with a coefficient of variation of 17.49. The daily time series for the period is distributed with a sample standard deviation of 0.92, arithmetic mean of 5.29, and mean deviation of 0.7. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Nabors Industries 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 Nabors or other otcs. Alpha measures the amount that position in Nabors Industries 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 Nabors Industries 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, Nabors Industries' short interest history, or implied volatility extrapolated from Nabors Industries options trading.
Build Portfolio with Nabors Industries
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Additional Information and Resources on Investing in Nabors OTC Stock
When determining whether Nabors Industries is a strong investment it is important to analyze Nabors Industries' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Nabors Industries' future performance. For an informed investment choice regarding Nabors OTC Stock, refer to the following important reports:Check out Nabors Industries Backtesting, Nabors Industries Valuation, Nabors Industries Correlation, Nabors Industries Hype Analysis, Nabors Industries Volatility, Nabors Industries History and analyze Nabors Industries Performance. For more detail on how to invest in Nabors OTC Stock please use our How to Invest in Nabors Industries guide.You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
Nabors Industries technical otc 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, otc market cycles, or different charting patterns.