Nordson Stock Alpha and Beta Analysis
| NDSN Stock | USD 258.44 0.71 0.27% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Nordson. It also helps investors analyze the systematic and unsystematic risks associated with investing in Nordson over a specified time horizon. Remember, high Nordson'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 Nordson's market risk premium analysis include:
Beta 1.16 | Alpha (0.11) | Risk 1.14 | Sharpe Ratio 0.054 | Expected Return 0.0617 |
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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.
Nordson |
Nordson Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Nordson market risk premium is the additional return an investor will receive from holding Nordson 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 Nordson. 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 Nordson's performance over market.| α | -0.11 | β | 1.16 |
Nordson 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 Nordson's Buy-and-hold return. Our buy-and-hold chart shows how Nordson performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Nordson Market Price Analysis
Market price analysis indicators help investors to evaluate how Nordson stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Nordson shares will generate the highest return on investment. By understating and applying Nordson stock market price indicators, traders can identify Nordson position entry and exit signals to maximize returns.
Nordson Return and Market Media
The median price of Nordson for the period between Wed, Sep 4, 2024 and Tue, Dec 3, 2024 is 255.31 with a coefficient of variation of 1.91. The daily time series for the period is distributed with a sample standard deviation of 4.88, arithmetic mean of 254.73, and mean deviation of 4.11. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
| Nordson dividend paid on 10th of September 2024 | 09/10/2024 |
1 | Disposition of 974 shares by Jeffrey Pembroke of Nordson at 211.52 subject to Rule 16b-3 | 09/18/2024 |
2 | Why Is Nordson Up 1.6 percent Since Last Earnings Report | 09/20/2024 |
3 | Disposition of 3000 shares by Joseph Kelley of Nordson at 249.98 subject to Rule 16b-3 | 10/09/2024 |
4 | Cold Plasma Market to Attain Worth of USD 6.4 Billion by 2031 SkyQuest Technology | 10/17/2024 |
5 | Acquisition by Mapes Christopher L of tradable shares of Nordson at 247.89 subject to Rule 16b-3 | 10/31/2024 |
6 | Acquisition by Jones Ginger M of 747 shares of Nordson at 249.03 subject to Rule 16b-3 | 11/01/2024 |
7 | Return Trends At Nordson Arent Appealing | 11/05/2024 |
8 | Cold Plasma Market Size is Projected to Reach US 14,112.9 Million with 16.1 percent CAGR by 2034 Fact.MR Report | 11/07/2024 |
9 | Disposition of 195 shares by Jennifer McDonough of Nordson at 261.44 subject to Rule 16b-3 | 11/08/2024 |
10 | Disposition of 225 shares by Jennifer McDonough of Nordson at 262.27 subject to Rule 16b-3 | 11/11/2024 |
11 | Nordson Gains From Business Strength Buyouts Amid Headwinds | 11/12/2024 |
12 | Nordson Test Inspection Receives Top Honor with Prime Step-by-Step Innovation Award for SQ3000M2 System | 11/13/2024 |
13 | ClearSign Technologies Reports Q3 Loss, Tops Revenue Estimates | 11/15/2024 |
14 | Disposition of tradable shares by Stephen Lovass of Nordson at 261.27 subject to Rule 16b-3 | 11/22/2024 |
15 | Nordson Publishes Its 2024 Environmental, Social and Governance Update, Highlights Progress on Environmental Footprint Reduction | 11/25/2024 |
16 | Nordson Corp executive vice president sells 34,842 in stock | 11/26/2024 |
17 | Nordson Has A Pretty Healthy Balance Sheet | 12/02/2024 |
About Nordson 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 Nordson or other stocks. Alpha measures the amount that position in Nordson 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.009711 | 0.0124 | 0.0142 | 0.0145 | Price To Sales Ratio | 5.01 | 4.62 | 4.16 | 4.36 |
Nordson Upcoming Company Events
As portrayed in its financial statements, the presentation of Nordson's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Nordson's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Nordson's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Nordson. Please utilize our Beneish M Score to check the likelihood of Nordson's management manipulating its earnings.
| 19th of February 2024 Upcoming Quarterly Report | View | |
| 27th of May 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 11th of December 2024 Next Fiscal Year End | View | |
| 31st of October 2023 Last Quarter Report | View | |
| 31st of October 2023 Last Financial Announcement | View |
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Check out Nordson Backtesting, Nordson Valuation, Nordson Correlation, Nordson Hype Analysis, Nordson Volatility, Nordson History and analyze Nordson Performance. To learn how to invest in Nordson Stock, please use our How to Invest in Nordson guide.You can also try the Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.
Nordson 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.