NVR (Germany) Alpha and Beta Analysis
| NVE Stock | EUR 6,700 50.00 0.75% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as NVR Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in NVR over a specified time horizon. Remember, high NVR'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 NVR's market risk premium analysis include:
Beta 0.0527 | Alpha (0.38) | Risk 1.57 | Sharpe Ratio (0.20) | Expected Return (0.31) |
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.
NVR |
NVR Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. NVR market risk premium is the additional return an investor will receive from holding NVR 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 NVR. 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 NVR's performance over market.| α | -0.38 | β | 0.05 |
NVR 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 NVR's Buy-and-hold return. Our buy-and-hold chart shows how NVR performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.NVR Market Price Analysis
Market price analysis indicators help investors to evaluate how NVR stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading NVR shares will generate the highest return on investment. By understating and applying NVR stock market price indicators, traders can identify NVR position entry and exit signals to maximize returns.
NVR Return and Market Media
The median price of NVR for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 7700.0 with a coefficient of variation of 7.34. The daily time series for the period is distributed with a sample standard deviation of 554.95, arithmetic mean of 7558.33, and mean deviation of 476.77. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About NVR 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 NVR or other stocks. Alpha measures the amount that position in NVR 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.
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 NVR 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, NVR's short interest history, or implied volatility extrapolated from NVR options trading.
Build Portfolio with NVR
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
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Additional Information and Resources on Investing in NVR Stock
When determining whether NVR Inc is a strong investment it is important to analyze NVR's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact NVR's future performance. For an informed investment choice regarding NVR Stock, refer to the following important reports:Check out NVR Backtesting, NVR Valuation, NVR Correlation, NVR Hype Analysis, NVR Volatility, NVR History and analyze NVR Performance. You can also try the Money Managers module to screen money managers from public funds and ETFs managed around the world.
NVR 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.