Newell Brands Stock Alpha and Beta Analysis
| NWL Stock | USD 7.66 0.02 0.26% |
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. Key technical indicators related to Newell Brands' market risk premium analysis include:
Beta 1.82 | Alpha (0.18) | Risk 3.98 | Sharpe Ratio 0.0015 | Expected Return 0.006 |
Enterprise Value |
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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.
Newell |
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 | -0.18 | β | 1.82 |
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 Sat, Feb 3, 2024 and Fri, May 3, 2024 is 7.6 with a coefficient of variation of 5.25. The daily time series for the period is distributed with a sample standard deviation of 0.4, arithmetic mean of 7.57, and mean deviation of 0.31. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | UBS cuts Newell Rubbermaid stock target to 8.50, downgrades to neutral | 02/16/2024 |
2 | Disposition of 20000 shares by Bradford Turner of Newell Brands at 7.43 subject to Rule 16b-3 | 02/23/2024 |
3 | Global Camping Equipment Market Size is Estimated to Reach USD 43.25 billion by 2031, Growing at a CAGR of 7.7 percent Straits Research | 03/04/2024 |
| Newell Brands dividend paid on 15th of March 2024 | 03/15/2024 |
4 | Conagra Brands Readies for Q3 Earnings Is a Beat Likely | 04/01/2024 |
5 | Acquisition by Michael McDermott of 85 shares of Newell Brands subject to Rule 16b-3 | 04/05/2024 |
6 | ASX 200 tech stock slides despite record 21.2 billion results | 04/11/2024 |
7 | The selling picks up the pace Data drives the weakness | 04/16/2024 |
8 | Sharpie Embarks on The World Is Your Canvas Tour to Empower Creativity Nationwide | 04/18/2024 |
9 | Heres How Newell is Placed Just Ahead of Q1 Earnings | 04/23/2024 |
10 | Newell Brands soars 6.6 percent on earnings, revenue beat | 04/26/2024 |
11 | Canaccord Genuity raises Newell Brands shares target after Q1 beat | 04/29/2024 |
12 | McDonalds and other big brands warn that low-income consumers are starting to crack | 04/30/2024 |
13 | Getting In Cheap On Netwealth Group Limited Might Be Difficult | 05/01/2024 |
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 financial instruments including Newell or other stocks. 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0424 | 0.0708 | 0.0512 | 0.0538 | Price To Sales Ratio | 0.88 | 0.57 | 0.44 | 0.42 |
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.
| 9th of February 2024 Upcoming Quarterly Report | View | |
| 26th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 9th of February 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 Newell Brands
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Check out Newell Brands Backtesting, Newell Brands Valuation, Newell Brands Correlation, Newell Brands Hype Analysis, Newell Brands Volatility, Newell Brands History and analyze Newell Brands Performance. For more information on how to buy Newell Stock please use our How to buy in Newell Stock guide.You can also try the Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
Complementary Tools for Newell Stock analysis
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 the 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.