Newell Stock Alpha and Beta Analysis

NWL
 Stock
  

USD 19.89  0.43  2.12%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Newell Brands. It also helps investors analyze the systematic and unsystematic risks associated with investing in Newell Brands over a specified time horizon. Remember, high Newell Brands' 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 Newell Brands Backtesting, Newell Brands Valuation, Newell Brands Correlation, Newell Brands Hype Analysis, Newell Brands Volatility, Newell Brands History and analyze Newell Brands Performance.
  
Please note that although Newell Brands 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, Newell Brands did 0.08  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 Newell Brands stock's relative risk over its benchmark. Newell Brands has a beta of 1.23  . Let's try to break down what Newell'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, Newell Brands will likely underperform.
Newell Brands Book Value per Share is relatively stable at the moment as compared to the past year. The company's current value of Book Value per Share is estimated at 14.00. Price to Book Value is expected to hike to 2.09 this year, although Enterprise Value over EBITDA will most likely fall to (73.94) .
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

17.56 Billion

Newell Brands Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Newell Brands market risk premium is the additional return an investor will receive from holding Newell Brands 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 Newell Brands. 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 Newell Brands' performance over market.
α-0.08   β1.23
90 days against DJI

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

Newell Brands Market Price Analysis

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

Newell Brands Return and Market Media

The median price of Newell Brands for the period between Wed, May 11, 2022 and Tue, Aug 9, 2022 is 19.93 with a coefficient of variation of 6.59. The daily time series for the period is distributed with a sample standard deviation of 1.33, arithmetic mean of 20.17, and mean deviation of 1.05. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Newell Brands Inc. stock rises Friday, still underperforms m...05/13/2022
2
Newell Brands CFO Chris Peterson helped return it to growth ...05/20/2022
3
Heres Why I Think Newell Brands Might Deserve Your Attention...06/09/2022
4
EPS Estimate06/30/2022
5
Newell Brands Inc. stock underperforms Wednesday when compar...07/13/2022
6
EPS Reported07/29/2022
7
Acquisition by Courtney Mather of 1664 shares of Newell Bran...08/01/2022
8
Newell Brands exotic insider transaction detected08/03/2022
9
EPS Estimate08/05/2022

About Newell Brands 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 Newell Brands 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.
 2018 2021 2022 (projected)
Long Term Debt to Equity1.281.191.08
Interest Coverage3.74.255.69

Newell Brands Upcoming Company Events

As portrayed in its financial statements, the presentation of Newell Brands' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Newell Brands' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Newell Brands' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Newell Brands. Please utilize our Beneish M Score to check the likelihood of Newell Brands' management manipulating its earnings.
Upcoming Quarterly Report11th of February 2022
Next Financial Report29th of April 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End11th of February 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with Newell Brands

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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 Newell Brands Backtesting, Newell Brands Valuation, Newell Brands Correlation, Newell Brands Hype Analysis, Newell Brands Volatility, Newell Brands History and analyze Newell Brands Performance. Note that the Newell Brands information on this page should be used as a complementary analysis to other Newell Brands' 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 Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.

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