NXP Semiconductors Stock Alpha and Beta Analysis

NXPI
 Stock
  

USD 171.06  2.38  1.37%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as NXP Semiconductors NV. It also helps investors analyze the systematic and unsystematic risks associated with investing in NXP Semiconductors over a specified time horizon. Remember, high NXP Semiconductors' 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 NXP Semiconductors Backtesting, NXP Semiconductors Valuation, NXP Semiconductors Correlation, NXP Semiconductors Hype Analysis, NXP Semiconductors Volatility, NXP Semiconductors History and analyze NXP Semiconductors Performance.
  
Please note that although NXP Semiconductors 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., NYSE Composite index.) So in this particular case, NXP Semiconductors 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 NXP Semiconductors NV stock's relative risk over its benchmark. NXP Semiconductors has a beta of 1.66  . Let's try to break down what NXP Semiconductors'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, NXP Semiconductors will likely underperform.
NXP Semiconductors Tangible Assets Book Value per Share are most likely to increase in the upcoming years. The last year's value of Tangible Assets Book Value per Share was reported at 26.29.
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

38.73 Billion

NXP Semiconductors Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. NXP Semiconductors market risk premium is the additional return an investor will receive from holding NXP Semiconductors 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 NXP Semiconductors. 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 NXP Semiconductors' performance over market.
α-0.08   β1.66
90 days against NYA

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

NXP Semiconductors Market Price Analysis

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

NXP Semiconductors Return and Market Media

The median price of NXP Semiconductors for the period between Sat, Sep 3, 2022 and Fri, Dec 2, 2022 is 159.17 with a coefficient of variation of 6.59. The daily time series for the period is distributed with a sample standard deviation of 10.36, arithmetic mean of 157.24, and mean deviation of 8.85. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Semiconductor Stocks ON Stock Among BofA Picks - Investors B...09/09/2022
2
Semiconductor Stocks 10 Biggest Losers in September - Yahoo ...09/22/2022
3
EPS Estimate09/30/2022
4
Stocks End Sharply Higher on Hopes for a Less Aggressive Fed...10/04/2022
5
US Chipmakers Will Reap Rewards From Chips Act - TheStreet10/18/2022
6
EPS Reported10/31/2022
7
Acquisition by Jasmin Staiblin of 1482 shares of Nxp Semicon...11/03/2022
8
Acquisition by Jennifer Wuamett of 10305 shares of Nxp Semic...11/08/2022
9
If You Invested 1000 in NXP Semiconductors a Decade Ago, Thi...11/17/2022

About NXP Semiconductors 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 NXP Semiconductors or other stocks. Alpha measures the amount that position in NXP Semiconductors 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 2019 (projected)
Book Value per Share32.2533.47
Asset Turnover0.410.43

NXP Semiconductors Upcoming Company Events

As portrayed in its financial statements, the presentation of NXP Semiconductors' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, NXP Semiconductors' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of NXP Semiconductors' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of NXP Semiconductors. Please utilize our Beneish M Score to check the likelihood of NXP Semiconductors' management manipulating its earnings.
Upcoming Quarterly Report26th of April 2021
Next Financial Report26th of July 2021
Next Fiscal Quarter End31st of March 2021
Next Fiscal Year End7th of February 2022
Last Quarter Report31st of December 2020
Last Financial Announcement31st of March 2020

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Additionally, see NXP Semiconductors Backtesting, NXP Semiconductors Valuation, NXP Semiconductors Correlation, NXP Semiconductors Hype Analysis, NXP Semiconductors Volatility, NXP Semiconductors History and analyze NXP Semiconductors Performance. You can also try Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes.

Complementary Tools for analysis

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