Natera Inc Stock Alpha and Beta Analysis
| NTRA Stock | USD 148.22 5.71 4.01% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Natera Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Natera over a specified time horizon. Remember, high Natera'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 Natera's market risk premium analysis include:
Beta 1.08 | Alpha (0.08) | Risk 2.93 | Sharpe Ratio (0.07) | Expected Return (0.19) |
Enterprise Value |
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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.
Natera |
Natera Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Natera market risk premium is the additional return an investor will receive from holding Natera 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 Natera. 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 Natera's performance over market.| α | -0.08 | β | 1.08 |
Natera 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 Natera's Buy-and-hold return. Our buy-and-hold chart shows how Natera performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Natera Market Price Analysis
Market price analysis indicators help investors to evaluate how Natera stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Natera shares will generate the highest return on investment. By understating and applying Natera stock market price indicators, traders can identify Natera position entry and exit signals to maximize returns.
Natera Return and Market Media
The median price of Natera for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 167.6 with a coefficient of variation of 6.49. The daily time series for the period is distributed with a sample standard deviation of 10.63, arithmetic mean of 163.75, and mean deviation of 8.41. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 496 shares by Sheena Jonathan of Natera at 168.023 subject to Rule 16b-3 | 12/18/2024 |
2 | Disposition of 125 shares by Moshkevich Solomon of Natera subject to Rule 16b-3 | 12/19/2024 |
3 | Acquisition by Moshkevich Solomon of 1675 shares of Natera subject to Rule 16b-3 | 12/20/2024 |
4 | Disposition of tradable shares by Moshkevich Solomon of Natera subject to Rule 16b-3 | 12/23/2024 |
5 | Acquisition by Moshkevich Solomon of 3044 shares of Natera subject to Rule 16b-3 | 12/26/2024 |
6 | Disposition of 6223 shares by Rabinowitz Daniel of Natera at 175.3015 subject to Rule 16b-3 | 01/08/2025 |
7 | Disposition of 24348 shares by Brophy Michael Burkes of Natera subject to Rule 16b-3 | 01/16/2025 |
8 | Disposition of 495 shares by Brophy Michael Burkes of Natera at 171.09 subject to Rule 16b-3 | 01/23/2025 |
9 | Disposition of 259 shares by Brophy Michael Burkes of Natera at 172.4405 subject to Rule 16b-3 | 01/24/2025 |
10 | Disposition of 1442 shares by Brophy Michael Burkes of Natera at 161.87 subject to Rule 16b-3 | 01/27/2025 |
11 | JPMorgan Chase Co. Increases Stake in Natera Inc. | 02/10/2025 |
12 | Natera, Inc. Stake Raised by State of New Jersey Common Pension Fund D | 02/19/2025 |
13 | Natera Inc Q4 2024 Earnings Report Preview What To Expect | 02/26/2025 |
14 | Q4 2024 Natera Inc Earnings Call Transcript | 02/28/2025 |
15 | Natera Inc Stock Price Down 4.36 percent on Mar 3 | 03/03/2025 |
16 | Natera Full Year 2024 Earnings Beats Expectations | 03/04/2025 |
17 | Disposition of 900 shares by Steven Chapman of Natera at 145.42 subject to Rule 16b-3 | 03/05/2025 |
18 | Mission Wealth Management LP Invests 214,000 in Natera, Inc. | 03/07/2025 |
19 | Natera Announces Enrollment of First Patients in the HEROES Clinical Trial in Metastatic HER2 Breast Cancer | 03/10/2025 |
20 | Why Is Natera Stock Soaring Today | 03/11/2025 |
21 | Disposition of 9870 shares by Steven Chapman of Natera at 165.8687 subject to Rule 16b-3 | 03/12/2025 |
About Natera 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 Natera or other stocks. Alpha measures the amount that position in Natera Inc 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) | Payables Turnover | 14.65 | 39.33 | 19.29 | 12.31 | Days Of Inventory On Hand | 28.32 | 25.22 | 24.24 | 40.41 |
Natera Upcoming Company Events
As portrayed in its financial statements, the presentation of Natera's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Natera's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Natera's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Natera. Please utilize our Beneish M Score to check the likelihood of Natera's management manipulating its earnings.
| 27th of February 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 27th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out Natera Backtesting, Natera Valuation, Natera Correlation, Natera Hype Analysis, Natera Volatility, Natera History and analyze Natera Performance. You can also try the Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.
Natera 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.