Netcapital Stock Alpha and Beta Analysis
| NCPL Stock | USD 2.15 0.14 6.11% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Netcapital. It also helps investors analyze the systematic and unsystematic risks associated with investing in Netcapital over a specified time horizon. Remember, high Netcapital'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 Netcapital's market risk premium analysis include:
Beta 1.79 | Alpha 0.28 | Risk 5.56 | Sharpe Ratio 0.0509 | Expected Return 0.28 |
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.
Netcapital |
Netcapital Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Netcapital market risk premium is the additional return an investor will receive from holding Netcapital 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 Netcapital. 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 Netcapital's performance over market.| α | 0.28 | β | 1.79 |
Netcapital 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 Netcapital's Buy-and-hold return. Our buy-and-hold chart shows how Netcapital performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Netcapital Market Price Analysis
Market price analysis indicators help investors to evaluate how Netcapital stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Netcapital shares will generate the highest return on investment. By understating and applying Netcapital stock market price indicators, traders can identify Netcapital position entry and exit signals to maximize returns.
Netcapital Return and Market Media
The median price of Netcapital for the period between Thu, Nov 28, 2024 and Wed, Feb 26, 2025 is 2.05 with a coefficient of variation of 9.34. The daily time series for the period is distributed with a sample standard deviation of 0.19, arithmetic mean of 2.05, and mean deviation of 0.15. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Netcapital 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 Netcapital or other stocks. Alpha measures the amount that position in Netcapital 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.
Netcapital Upcoming Company Events
As portrayed in its financial statements, the presentation of Netcapital's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Netcapital's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Netcapital's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Netcapital. Please utilize our Beneish M Score to check the likelihood of Netcapital's management manipulating its earnings.
| 21st of March 2024 Upcoming Quarterly Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View |
Build Portfolio with Netcapital
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 Netcapital Backtesting, Netcapital Valuation, Netcapital Correlation, Netcapital Hype Analysis, Netcapital Volatility, Netcapital History and analyze Netcapital Performance. For more information on how to buy Netcapital Stock please use our How to buy in Netcapital Stock guide.You can also try the Latest Portfolios module to quick portfolio dashboard that showcases your latest portfolios.
Netcapital 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.