Nvidia Stock Alpha and Beta Analysis

NVDA
 Stock
  

USD 180.97  10.11  5.92%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Nvidia Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Nvidia Corp over a specified time horizon. Remember, high Nvidia Corp'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.
Additionally, see Nvidia Corp Backtesting, Nvidia Corp Valuation, Nvidia Corp Correlation, Nvidia Corp Hype Analysis, Nvidia Corp Volatility, Nvidia Corp History and analyze Nvidia Corp Performance.
  
Please note that although Nvidia Corp 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, Nvidia Corp did 0.01551  worse 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 Nvidia Corp stock's relative risk over its benchmark. Nvidia Corp has a beta of 2.39  . Let's try to break down what Nvidia'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, Nvidia Corp will likely underperform.
The current year Book Value per Share is expected to grow to 33.97. The current year Enterprise Value over EBIT is expected to grow to 88.09.
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.

Enterprise Value

405.66 Billion

Nvidia Corp Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Nvidia Corp market risk premium is the additional return an investor will receive from holding Nvidia Corp 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 Nvidia Corp. 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 Nvidia Corp's performance over market.
α-0.02   β2.39
90 days against DJI

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

Nvidia Corp Market Price Analysis

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

Nvidia Corp Return and Market Media

The median price of Nvidia Corp for the period between Fri, May 13, 2022 and Thu, Aug 11, 2022 is 169.92 with a coefficient of variation of 7.46. The daily time series for the period is distributed with a sample standard deviation of 12.73, arithmetic mean of 170.63, and mean deviation of 10.66. The Stock received a lot of media exposure during the period.
 Price Growth (%)  
       Timeline  
1
Wall St Climbs On Gains In Banks, Strong Retail Sales Data M...05/17/2022
2
EPS Reported05/25/2022
3
Sale by Dabiri John of 2200 shares of Nvidia Corp06/01/2022
4
Acquisition by Dawn Hudson of 1438 shares of Nvidia Corp sub...06/03/2022
5
Acquisition by Dabiri John of 1438 shares of Nvidia Corp sub...06/07/2022
6
Acquisition by Donald Robertson of 3160 shares of Nvidia Cor...06/09/2022
7
Nvidia Corp exotic insider transaction detected06/15/2022
8
Bona fide gift to Tim Teter of 21315 shares of Nvidia Corp s...06/17/2022
9
The Zacks Analyst Blog Highlights Apple, NVIDIA, McDonalds, ...06/21/2022
10
Hot Stocks Semiconductor stocks fall KSS hits 52-week low CP...07/01/2022
11
US Stocks Wall Street slides as strong jobs data fuels rate ...07/08/2022
12
Easing rate-hike bets, bank earnings lift Wall Street - The ...07/18/2022
13
Top 5 2nd Quarter Trades of WASHINGTON TRUST Co - GuruFocus....07/25/2022
14
Nvidia Corp exotic insider transaction detected07/26/2022
15
Top 5 2nd Quarter Trades of Mizuho Markets Cayman LP - GuruF...07/28/2022
16
Busey Wealth Management Buys 2 - GuruFocus.com08/03/2022
17
EPS Estimate08/05/2022
18
U.S. stock futures struggling for momentum ahead of inflatio...08/09/2022

About Nvidia Corp 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in Nvidia Corp 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.
 2010 2015 2022 (projected)
Long Term Debt to Equity0.320.160.4
Interest Coverage42.07483.544.31

Nvidia Corp Upcoming Company Events

As portrayed in its financial statements, the presentation of Nvidia Corp's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Nvidia Corp's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Nvidia Corp's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Nvidia Corp. Please utilize our Beneish M Score to check the likelihood of Nvidia Corp's management manipulating its earnings.
Upcoming Quarterly Report23rd of February 2022
Next Financial Report25th of May 2022
Next Fiscal Quarter End31st of January 2022
Next Fiscal Year End23rd of February 2022
Last Quarter Report31st of October 2021
Last Financial Announcement31st of January 2021

Build Portfolio with Nvidia Corp

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Additionally, see Nvidia Corp Backtesting, Nvidia Corp Valuation, Nvidia Corp Correlation, Nvidia Corp Hype Analysis, Nvidia Corp Volatility, Nvidia Corp History and analyze Nvidia Corp Performance. Note that the Nvidia Corp information on this page should be used as a complementary analysis to other Nvidia Corp'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 Sync Your Broker module to sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors..

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When running Nvidia Corp price analysis, check to measure Nvidia Corp'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 Nvidia Corp is operating at the current time. Most of Nvidia Corp's value examination focuses on studying past and present price action to predict the probability of Nvidia Corp's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Nvidia Corp's price. Additionally, you may evaluate how the addition of Nvidia Corp to your portfolios can decrease your overall portfolio volatility.
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Nvidia Corp 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 Nvidia Corp technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Nvidia Corp 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...