New England Realty Stock Alpha and Beta Analysis
| NEN Stock | USD 82.50 2.25 2.80% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as New England Realty. It also helps investors analyze the systematic and unsystematic risks associated with investing in New England over a specified time horizon. Remember, high New England'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 New England's market risk premium analysis include:
Beta (0.63) | Alpha (0.1) | Risk 2.61 | Sharpe Ratio 0.046 | Expected Return 0.12 |
New England Quarterly Cash And Equivalents |
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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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New England Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. New England market risk premium is the additional return an investor will receive from holding New England 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 New England. 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 New England's performance over market.| α | -0.1 | β | -0.63 |
New England 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 New England's Buy-and-hold return. Our buy-and-hold chart shows how New England performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.New England Market Price Analysis
Market price analysis indicators help investors to evaluate how New England stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading New England shares will generate the highest return on investment. By understating and applying New England stock market price indicators, traders can identify New England position entry and exit signals to maximize returns.
New England Return and Market Media
The median price of New England for the period between Sat, Dec 14, 2024 and Fri, Mar 14, 2025 is 80.94 with a coefficient of variation of 2.35. The daily time series for the period is distributed with a sample standard deviation of 1.9, arithmetic mean of 80.53, and mean deviation of 1.51. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of tradable shares by Ronald Brown of New England at 2389.0 subject to Rule 16b-3 | 11/08/2024 |
2 | New England Realty Announces 12.00 Per Unit Q2 Distribution, Sets December Payout NEN Stock News - StockTitan | 11/11/2024 |
3 | Disposition of tradable shares by Brown Harold of New England at 1.829 subject to Rule 16b-3 | 11/22/2024 |
4 | Sensex and Nifty end higher, realty stocks shine - India New England | 12/02/2024 |
5 | Disposition of tradable shares by Ronald Brown of New England at 2481.0 subject to Rule 16b-3 | 12/31/2024 |
6 | Indian stock market ends flat, Nifty closes below 23,700 - India New England | 01/08/2025 |
7 | Sensex, Nifty end lower amid volatile trade, all eyes on US CPI data - India New England | 02/12/2025 |
8 | New England Realty Associates Limited Partnership declares 0.40 dividend, 3.20 special | 03/13/2025 |
About New England 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 New or other stocks. Alpha measures the amount that position in New England Realty 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 | 0.0362 | 0.0398 | 0.0457 | 0.0289 | Price To Sales Ratio | 3.75 | 3.36 | 3.02 | 4.29 |
New England Upcoming Company Events
As portrayed in its financial statements, the presentation of New England's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, New England's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of New England's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of New England. Please utilize our Beneish M Score to check the likelihood of New England's management manipulating its earnings.
| 8th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with New England
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Align your risk with return expectations
Check out New England Backtesting, New England Valuation, New England Correlation, New England Hype Analysis, New England Volatility, New England History and analyze New England Performance. You can also try the Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
New England 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.