Nl Industries Stock Alpha and Beta Analysis
| NL Stock | USD 8.05 0.43 5.64% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as NL Industries. It also helps investors analyze the systematic and unsystematic risks associated with investing in NL Industries over a specified time horizon. Remember, high NL Industries' 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 NL Industries' market risk premium analysis include:
Beta (0.73) | Alpha 0.0486 | Risk 3.35 | Sharpe Ratio 0.0221 | Expected Return 0.0739 |
NL Industries 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.
NL Industries |
NL Industries Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. NL Industries market risk premium is the additional return an investor will receive from holding NL Industries 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 NL Industries. 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 NL Industries' performance over market.| α | 0.05 | β | -0.73 |
NL Industries 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 NL Industries' Buy-and-hold return. Our buy-and-hold chart shows how NL Industries performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.NL Industries Market Price Analysis
Market price analysis indicators help investors to evaluate how NL Industries stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading NL Industries shares will generate the highest return on investment. By understating and applying NL Industries stock market price indicators, traders can identify NL Industries position entry and exit signals to maximize returns.
NL Industries Return and Market Media
The median price of NL Industries for the period between Sat, Dec 28, 2024 and Fri, Mar 28, 2025 is 7.41 with a coefficient of variation of 6.02. The daily time series for the period is distributed with a sample standard deviation of 0.45, arithmetic mean of 7.41, and mean deviation of 0.38. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Trading With Integrated Risk Controls - Stock Traders Daily | 01/30/2025 |
2 | NL Industries settles environmental lawsuit for 56.6 million By Investing.com - Investing.com UK | 02/13/2025 |
3 | Trading Report - Stock Traders Daily | 02/21/2025 |
4 | NL INDUSTRIES ANNOUNCES QUARTERLY DIVIDEND FOR THE FIRST QUARTER OF 2025 AT .09 PER SHARE | 02/27/2025 |
5 | NL REPORTS FOURTH QUARTER 2024 RESULTS | 03/06/2025 |
6 | Investors in NL Industries have seen strong returns of 238 percent over the past five years | 03/07/2025 |
7 | Acquisition by Kramer Kevin B of 1000 shares of NL Industries at 6.32 subject to Rule 16b-3 | 03/11/2025 |
8 | Acquisition by Kramer Kevin B of 1000 shares of NL Industries at 6.93 subject to Rule 16b-3 | 03/12/2025 |
9 | Undervalued Small Caps With Insider Action In March 2025 | 03/14/2025 |
| NL Industries dividend paid on 27th of March 2025 | 03/27/2025 |
About NL Industries 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 NL Industries or other stocks. Alpha measures the amount that position in NL Industries 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 | 0.0925 | 0.0499 | 0.0445 | 0.0849 |
| Price To Sales Ratio | 2.0 | 1.7 | 2.6 | 1.58 |
NL Industries Upcoming Company Events
As portrayed in its financial statements, the presentation of NL Industries' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, NL Industries' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of NL Industries' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of NL Industries. Please utilize our Beneish M Score to check the likelihood of NL Industries' management manipulating its earnings.
| 13th of March 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with NL Industries
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 NL Industries Backtesting, NL Industries Valuation, NL Industries Correlation, NL Industries Hype Analysis, NL Industries Volatility, NL Industries History and analyze NL Industries Performance. For more information on how to buy NL Industries Stock please use our How to buy in NL Industries Stock guide.You can also try the Pattern Recognition module to use different Pattern Recognition models to time the market across multiple global exchanges.
NL Industries 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.