National Storage (Australia) Alpha and Beta Analysis
| NSR Stock | 2.50 0.03 1.19% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as National Storage REIT. It also helps investors analyze the systematic and unsystematic risks associated with investing in National Storage over a specified time horizon. Remember, high National Storage'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 National Storage's market risk premium analysis include:
Beta (0.07) | Alpha 0.0531 | Risk 0.97 | Sharpe Ratio 0.0428 | Expected Return 0.0414 |
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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National Storage Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. National Storage market risk premium is the additional return an investor will receive from holding National Storage 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 National Storage. 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 National Storage's performance over market.| α | 0.05 | β | -0.07 |
National Storage 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 National Storage's Buy-and-hold return. Our buy-and-hold chart shows how National Storage performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.National Storage Market Price Analysis
Market price analysis indicators help investors to evaluate how National Storage stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading National Storage shares will generate the highest return on investment. By understating and applying National Storage stock market price indicators, traders can identify National Storage position entry and exit signals to maximize returns.
National Storage Return and Market Media
The median price of National Storage for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 2.49 with a coefficient of variation of 1.56. The daily time series for the period is distributed with a sample standard deviation of 0.04, arithmetic mean of 2.49, and mean deviation of 0.03. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | National Storage Affiliates SWOT analysis self-storage REIT stock faces market challenges - Investing.com | 11/04/2024 |
2 | Principal Financial Group Inc. Cuts Stock Position in National Storage Affiliates Trust - MarketBeat | 11/20/2024 |
About National Storage 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 National or other stocks. Alpha measures the amount that position in National Storage REIT 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.
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 National Storage 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, National Storage's short interest history, or implied volatility extrapolated from National Storage options trading.
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Additional Tools for National Stock Analysis
When running National Storage's price analysis, check to measure National Storage's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy National Storage is operating at the current time. Most of National Storage's value examination focuses on studying past and present price action to predict the probability of National Storage's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move National Storage's price. Additionally, you may evaluate how the addition of National Storage to your portfolios can decrease your overall portfolio volatility.