Bank Of Nova Stock Alpha and Beta Analysis
| BNS Stock | CAD 68.87 0.69 1.01% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Bank of Nova. It also helps investors analyze the systematic and unsystematic risks associated with investing in Bank of Nova Scotia over a specified time horizon. Remember, high Bank of Nova Scotia'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 Bank of Nova Scotia's market risk premium analysis include:
Beta 0.4 | Alpha (0.15) | Risk 0.79 | Sharpe Ratio (0.23) | Expected Return (0.18) |
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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.
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Bank of Nova Scotia Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Bank of Nova Scotia market risk premium is the additional return an investor will receive from holding Bank of Nova Scotia 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 Bank of Nova Scotia. 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 Bank of Nova Scotia's performance over market.| α | -0.15 | β | 0.40 |
Bank of Nova Scotia 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 Bank of Nova Scotia's Buy-and-hold return. Our buy-and-hold chart shows how Bank of Nova Scotia performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Bank of Nova Scotia Market Price Analysis
Market price analysis indicators help investors to evaluate how Bank of Nova Scotia stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Bank of Nova Scotia shares will generate the highest return on investment. By understating and applying Bank of Nova Scotia stock market price indicators, traders can identify Bank of Nova Scotia position entry and exit signals to maximize returns.
Bank of Nova Scotia Return and Market Media
The median price of Bank of Nova Scotia for the period between Mon, Dec 16, 2024 and Sun, Mar 16, 2025 is 74.05 with a coefficient of variation of 3.5. The daily time series for the period is distributed with a sample standard deviation of 2.58, arithmetic mean of 73.64, and mean deviation of 2.1. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
| Bank of Nova Scotia dividend paid on 29th of January 2025 | 01/29/2025 |
1 | Better Banking Stock Bank of Montreal vs Bank of Nova Scotia - The Motley Fool Canada | 02/14/2025 |
2 | This Big 6 Bank Stock Stands Above the Rest - Yahoo Canada Finance | 03/07/2025 |
About Bank of Nova Scotia 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 Bank or other stocks. Alpha measures the amount that position in Bank of Nova Scotia 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.
| 2022 | 2023 | 2024 | 2025 (projected) | Dividend Yield | 0.0807 | 0.0643 | 0.0579 | 0.0342 | Price To Sales Ratio | 2.11 | 2.62 | 2.36 | 2.38 |
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 Bank of Nova Scotia 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, Bank of Nova Scotia's short interest history, or implied volatility extrapolated from Bank of Nova Scotia options trading.
Build Portfolio with Bank of Nova Scotia
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Align your risk with return expectations
Check out Bank of Nova Scotia Backtesting, Bank of Nova Scotia Valuation, Bank of Nova Scotia Correlation, Bank of Nova Scotia Hype Analysis, Bank of Nova Scotia Volatility, Bank of Nova Scotia History and analyze Bank of Nova Scotia Performance. You can also try the Stocks Directory module to find actively traded stocks across global markets.
Bank of Nova Scotia 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.