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 1.12 | Alpha (0.08) | Risk 2.93 | Sharpe Ratio (0.07) | Expected Return (0.19) |
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 | 1.12 |
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 6.88. The daily time series for the period is distributed with a sample standard deviation of 11.21, arithmetic mean of 163.01, and mean deviation of 9.1. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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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.
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 Technical Analysis module to check basic technical indicators and analysis based on most latest market data.
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.