NatWest Group (Brazil) Alpha and Beta Analysis
| N1WG34 Stock | BRL 56.52 3.18 5.33% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as NatWest Group plc. It also helps investors analyze the systematic and unsystematic risks associated with investing in NatWest Group over a specified time horizon. Remember, high NatWest Group'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 NatWest Group's market risk premium analysis include:
Beta 0.44 | Alpha 0.25 | Risk 1.79 | Sharpe Ratio 0.0706 | Expected Return 0.13 |
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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NatWest Group Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. NatWest Group market risk premium is the additional return an investor will receive from holding NatWest Group 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 NatWest Group. 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 NatWest Group's performance over market.| α | 0.25 | β | 0.44 |
NatWest Group 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 NatWest Group's Buy-and-hold return. Our buy-and-hold chart shows how NatWest Group performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.NatWest Group Market Price Analysis
Market price analysis indicators help investors to evaluate how NatWest Group stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading NatWest Group shares will generate the highest return on investment. By understating and applying NatWest Group stock market price indicators, traders can identify NatWest Group position entry and exit signals to maximize returns.
NatWest Group Return and Market Media
The median price of NatWest Group for the period between Tue, Oct 15, 2024 and Mon, Jan 13, 2025 is 58.86 with a coefficient of variation of 7.44. The daily time series for the period is distributed with a sample standard deviation of 4.34, arithmetic mean of 58.28, and mean deviation of 3.62. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About NatWest Group 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 NatWest or other stocks. Alpha measures the amount that position in NatWest Group plc 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 NatWest Group 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, NatWest Group's short interest history, or implied volatility extrapolated from NatWest Group options trading.
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Additional Information and Resources on Investing in NatWest Stock
When determining whether NatWest Group plc is a strong investment it is important to analyze NatWest Group's 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 NatWest Group's future performance. For an informed investment choice regarding NatWest Stock, refer to the following important reports:Check out NatWest Group Backtesting, NatWest Group Valuation, NatWest Group Correlation, NatWest Group Hype Analysis, NatWest Group Volatility, NatWest Group History and analyze NatWest Group Performance. You can also try the Stocks Directory module to find actively traded stocks across global markets.
NatWest Group 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.