CNH Industrial Stock Alpha and Beta Analysis

CNHI
 Stock
  

USD 11.23  0.20  1.75%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as CNH Industrial NV. It also helps investors analyze the systematic and unsystematic risks associated with investing in CNH Industrial over a specified time horizon. Remember, high CNH Industrial'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.
Continue to CNH Industrial Backtesting, CNH Industrial Valuation, CNH Industrial Correlation, CNH Industrial Hype Analysis, CNH Industrial Volatility, CNH Industrial History and analyze CNH Industrial Performance.
  
Please note that although CNH Industrial alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, CNH Industrial did 0.047353  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of CNH Industrial NV stock's relative risk over its benchmark. CNH Industrial NV has a beta of 1.60  . Let's try to break down what CNH Industrial's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, CNH Industrial will likely underperform.
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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.

CNH Industrial Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. CNH Industrial market risk premium is the additional return an investor will receive from holding CNH Industrial 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 CNH Industrial. 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 CNH Industrial's performance over market.
α0.047353   β1.60
90 days against DJI

CNH Industrial 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 CNH Industrial's Buy-and-hold return. Our buy-and-hold chart shows how CNH Industrial performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

CNH Industrial Market Price Analysis

Market price analysis indicators help investors to evaluate how CNH Industrial stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading CNH Industrial shares will generate the highest return on investment. By understating and applying CNH Industrial stock market price indicators, traders can identify CNH Industrial position entry and exit signals to maximize returns.

CNH Industrial Return and Market Media

The median price of CNH Industrial for the period between Sat, Jul 2, 2022 and Fri, Sep 30, 2022 is 12.15 with a coefficient of variation of 5.22. The daily time series for the period is distributed with a sample standard deviation of 0.63, arithmetic mean of 12.04, and mean deviation of 0.52. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Other07/12/2022
2
Other07/15/2022
3
Are Institutions Heavily Invested In CNH Industrial N.V.s Sh...07/19/2022
4
Other07/20/2022
5
CNH Industrial periodic repor - GuruFocus.com07/27/2022
6
EPS Reported07/29/2022
7
CNH Industrial NV Stock Has Gained 3.60 percent This Week Bu...08/01/2022
8
Other08/03/2022
9
Other08/10/2022
10
CNH Equipment Trust 2022-B -- Moodys assigns provisional rat...08/11/2022
11
Other08/17/2022
12
CNH Industrial periodic report on the buy-back program - The...08/24/2022
13
The Global Precision Planting Market grew USD 2,303.12 milli...08/30/2022
14
Other08/31/2022
15
Other09/02/2022
16
CNH Industrial periodic report on the buy-back program - Yah...09/07/2022
17
CNH Industrial CASE Kicks Off The Groundbreaker Roadshow to ...09/13/2022
18
A Look At The Intrinsic Value Of CNH Industrial N.V. - Simpl...09/26/2022

About CNH Industrial 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 CNH Industrial or other stocks. Alpha measures the amount that position in CNH Industrial NV 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.

CNH Industrial Upcoming Company Events

As portrayed in its financial statements, the presentation of CNH Industrial's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, CNH Industrial's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of CNH Industrial's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of CNH Industrial. Please utilize our Beneish M Score to check the likelihood of CNH Industrial's management manipulating its earnings.
Upcoming Quarterly Report2nd of February 2022
Next Financial Report4th of May 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End2nd of February 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with CNH Industrial

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Continue to CNH Industrial Backtesting, CNH Industrial Valuation, CNH Industrial Correlation, CNH Industrial Hype Analysis, CNH Industrial Volatility, CNH Industrial History and analyze CNH Industrial Performance. Note that the CNH Industrial NV information on this page should be used as a complementary analysis to other CNH Industrial's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.

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When running CNH Industrial NV price analysis, check to measure CNH Industrial'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 CNH Industrial is operating at the current time. Most of CNH Industrial's value examination focuses on studying past and present price action to predict the probability of CNH Industrial's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move CNH Industrial's price. Additionally, you may evaluate how the addition of CNH Industrial to your portfolios can decrease your overall portfolio volatility.
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CNH Industrial 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.
A focus of CNH Industrial technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of CNH Industrial trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...