Nvr Inc Stock Alpha and Beta Analysis
| NVR Stock | USD 7,291 106.19 1.48% |
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 0.62 | Alpha (0.23) | Risk 1.55 | Sharpe Ratio (0.12) | Expected Return (0.19) |
NVR 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.
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 | -0.23 | β | 0.62 |
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 Tue, Dec 24, 2024 and Mon, Mar 24, 2025 is 7790.0 with a coefficient of variation of 5.99. The daily time series for the period is distributed with a sample standard deviation of 464.98, arithmetic mean of 7758.21, and mean deviation of 423.52. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Prediction These 3 Warren Buffett Stocks Will Be the Biggest Winners in 2025 | 01/02/2025 |
2 | Acquisition by Susan Ross of 250 shares of NVR at 1700.0 subject to Rule 16b-3 | 01/28/2025 |
3 | Century Communities Stock Price Increases on Q4 Earnings Beat | 01/30/2025 |
4 | Disposition of tradable shares by Charles Andrews of NVR subject to Rule 16b-3 | 02/18/2025 |
5 | Is NVR, Inc. the Best Residential Construction Stocks to Buy | 02/28/2025 |
6 | Reflecting On Home Builders Stocks Q4 Earnings Lennar | 03/04/2025 |
7 | Acquisition by Matthew Kelpy of 1000 shares of NVR at 4475.53 subject to Rule 16b-3 | 03/06/2025 |
8 | Toll Brothers Stock Tumbles After Q1 Earnings A Value Play or a Trap | 03/07/2025 |
9 | 3 Dirt Cheap Warren Buffett Stocks to Buy With 1,000 Right Now | 03/11/2025 |
10 | Amundi Has 73.10 Million Stock Holdings in NVR, Inc. | 03/12/2025 |
11 | Disposition of 202 shares by Daniel Malzahn of NVR at 7484.82 subject to Rule 16b-3 | 03/13/2025 |
12 | Commonwealth Equity Services LLC Lowers Position in NVR, Inc. | 03/18/2025 |
13 | Shareholder Proposal Sparks Debate At NVR Annual Meeting | 03/19/2025 |
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.
| 2022 | 2023 | 2024 | 2025 (projected) | |
| Days Sales Outstanding | 0.72 | 1.11 | 1.13 | 1.21 |
| PTB Ratio | 4.32 | 5.19 | 6.04 | 3.32 |
NVR Upcoming Company Events
As portrayed in its financial statements, the presentation of NVR's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, NVR's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of NVR's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of NVR. Please utilize our Beneish M Score to check the likelihood of NVR's management manipulating its earnings.
| 30th of January 2024 Upcoming Quarterly Report | View | |
| 23rd of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 30th of January 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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 Tools for NVR Stock Analysis
When running NVR's price analysis, check to measure NVR'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 NVR is operating at the current time. Most of NVR's value examination focuses on studying past and present price action to predict the probability of NVR's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move NVR's price. Additionally, you may evaluate how the addition of NVR to your portfolios can decrease your overall portfolio volatility.