Nxp Semiconductors Nv Stock Alpha and Beta Analysis
| NXPI Stock | USD 214.60 0.51 0.24% |
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. Key technical indicators related to NXP Semiconductors' market risk premium analysis include:
Beta 0.99 | Alpha (0.13) | Risk 2.07 | Sharpe Ratio (0.06) | Expected Return (0.12) |
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.
NXP |
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 | -0.13 | β | 0.99 |
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 Wed, Sep 25, 2024 and Tue, Dec 24, 2024 is 231.88 with a coefficient of variation of 4.26. The daily time series for the period is distributed with a sample standard deviation of 9.78, arithmetic mean of 229.68, and mean deviation of 7.93. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by William Betz of 3423 shares of NXP Semiconductors subject to Rule 16b-3 | 10/03/2024 |
| NXP Semiconductors dividend paid on 9th of October 2024 | 10/09/2024 |
2 | Disposition of 1211 shares by William Betz of NXP Semiconductors subject to Rule 16b-3 | 11/01/2024 |
3 | NXP Semiconductors Third Quarter 2024 Earnings EPS Misses Expectations | 11/06/2024 |
4 | NXP Semiconductors N.V. Oppenheimer Downgrades Stock Amid Cautious Semiconductor Sector Outlook | 11/19/2024 |
5 | NXP Semiconductors NV Trading 3.3 percent Higher on Nov 25 | 11/25/2024 |
6 | Why Is NXP Up 1.7 percent Since Last Earnings Report | 12/04/2024 |
7 | Zacks Research Brokers Decrease Earnings Estimates for NXPI | 12/06/2024 |
8 | Automotive Software Market worth 32.3 billion by 2030, Globally, at a CAGR of 7.8, says MarketsandMarkets | 12/10/2024 |
9 | MML Investors Services LLC Increases Holdings in NXP Semiconductors | 12/13/2024 |
10 | NXP Semiconductors to buy Aviva Links in 242.5M all-cash deal | 12/17/2024 |
11 | NXP Semiconductors N.V.s Shares Not Telling The Full Story | 12/18/2024 |
12 | NXP Semiconductors N.V. Traded Down on Uncertain Auto Demand | 12/20/2024 |
13 | FedEx Corporation The Best Trucking Stock to Buy | 12/23/2024 |
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 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.009115 | 0.0197 | 0.017 | 0.00896 | Price To Sales Ratio | 5.57 | 3.13 | 4.47 | 2.32 |
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.
| 5th of February 2024 Upcoming Quarterly Report | View | |
| 6th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 5th 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 NXP Semiconductors
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Check out 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 the Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
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.