Natural Grocers By Stock Alpha and Beta Analysis
| NGVC Stock | USD 38.00 0.63 1.63% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Natural Grocers by. It also helps investors analyze the systematic and unsystematic risks associated with investing in Natural Grocers over a specified time horizon. Remember, high Natural Grocers' 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 Natural Grocers' market risk premium analysis include:
Beta 1.33 | Alpha (0.06) | Risk 3.24 | Sharpe Ratio (0.02) | Expected Return (0.06) |
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.
Natural |
Natural Grocers Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Natural Grocers market risk premium is the additional return an investor will receive from holding Natural Grocers 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 Natural Grocers. 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 Natural Grocers' performance over market.| α | -0.06 | β | 1.33 |
Natural Grocers 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 Natural Grocers' Buy-and-hold return. Our buy-and-hold chart shows how Natural Grocers performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Natural Grocers Market Price Analysis
Market price analysis indicators help investors to evaluate how Natural Grocers stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Natural Grocers shares will generate the highest return on investment. By understating and applying Natural Grocers stock market price indicators, traders can identify Natural Grocers position entry and exit signals to maximize returns.
Natural Grocers Return and Market Media
The median price of Natural Grocers for the period between Thu, Dec 26, 2024 and Wed, Mar 26, 2025 is 41.12 with a coefficient of variation of 9.57. The daily time series for the period is distributed with a sample standard deviation of 4.0, arithmetic mean of 41.76, and mean deviation of 3.25. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Natural Grocers 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 Natural or other stocks. Alpha measures the amount that position in Natural Grocers by 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.
Natural Grocers Upcoming Company Events
As portrayed in its financial statements, the presentation of Natural Grocers' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Natural Grocers' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Natural Grocers' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Natural Grocers. Please utilize our Beneish M Score to check the likelihood of Natural Grocers' management manipulating its earnings.
| 1st of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 21st of November 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of September 2023 Last Financial Announcement | View |
Build Portfolio with Natural Grocers
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 Natural Grocers Backtesting, Natural Grocers Valuation, Natural Grocers Correlation, Natural Grocers Hype Analysis, Natural Grocers Volatility, Natural Grocers History and analyze Natural Grocers Performance. You can also try the Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
Natural Grocers 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.