Natural Alternatives International Stock Alpha and Beta Analysis
| NAII Stock | USD 6.67 0.07 1.06% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Natural Alternatives International. It also helps investors analyze the systematic and unsystematic risks associated with investing in Natural Alternatives over a specified time horizon. Remember, high Natural Alternatives' 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 Natural Alternatives' market risk premium analysis include:
Beta (0.67) | Alpha 0.19 | Risk 2.06 | Sharpe Ratio 0.0417 | Expected Return 0.0858 |
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.
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Natural Alternatives Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Natural Alternatives market risk premium is the additional return an investor will receive from holding Natural Alternatives 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 Natural Alternatives. 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 Natural Alternatives' performance over market.| α | 0.19 | β | -0.67 |
Natural Alternatives 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 Natural Alternatives' Buy-and-hold return. Our buy-and-hold chart shows how Natural Alternatives performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Natural Alternatives Market Price Analysis
Market price analysis indicators help investors to evaluate how Natural Alternatives stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Natural Alternatives shares will generate the highest return on investment. By understating and applying Natural Alternatives stock market price indicators, traders can identify Natural Alternatives position entry and exit signals to maximize returns.
Natural Alternatives Return and Market Media
The median price of Natural Alternatives for the period between Tue, Feb 13, 2024 and Mon, May 13, 2024 is 6.16 with a coefficient of variation of 5.0. The daily time series for the period is distributed with a sample standard deviation of 0.31, arithmetic mean of 6.23, and mean deviation of 0.26. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | CarnoSyn Brands Faz Parceria com a Barentz para Distribuio Exclusiva no Brasil da Beta-Alanina CarnoSyn | 02/15/2024 |
2 | Natural Alternatives International Receives New Coverage from Analysts at StockNews.com - Defense World | 03/06/2024 |
3 | Disposition of 5319 shares by Michael Fortin of Natural Alternatives at 5.95 subject to Rule 16b-3 | 03/07/2024 |
4 | Acquisition by Michael Fortin of 12000 shares of Natural Alternatives subject to Rule 16b-3 | 03/08/2024 |
5 | Scancell Stock Crosses Below Two Hundred Day Moving Average of 11.88 - Defense World | 03/15/2024 |
6 | NAI to reopen powder blending facility in Carlsbad | 04/02/2024 |
7 | Proactive Strategies - Stock Traders Daily | 05/02/2024 |
8 | Disposition of 20000 shares by Ledoux Mark A of Natural Alternatives subject to Rule 16b-3 | 05/07/2024 |
9 | Contrasting Natural Alternatives International and FitLife Brands - Defense World | 05/08/2024 |
About Natural Alternatives 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 Natural or other stocks. Alpha measures the amount that position in Natural Alternatives 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) | Days Sales Outstanding | 37.34 | 17.36 | 19.97 | 18.97 | PTB Ratio | 0.72 | 0.48 | 0.55 | 0.52 |
Natural Alternatives Upcoming Company Events
As portrayed in its financial statements, the presentation of Natural Alternatives' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Natural Alternatives' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Natural Alternatives' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Natural Alternatives. Please utilize our Beneish M Score to check the likelihood of Natural Alternatives' management manipulating its earnings.
| 14th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Natural Alternatives
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Natural Alternatives Backtesting, Natural Alternatives Valuation, Natural Alternatives Correlation, Natural Alternatives Hype Analysis, Natural Alternatives Volatility, Natural Alternatives History and analyze Natural Alternatives Performance. You can also try the Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.
Complementary Tools for Natural Stock analysis
When running Natural Alternatives' price analysis, check to measure Natural Alternatives' 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 Natural Alternatives is operating at the current time. Most of Natural Alternatives' value examination focuses on studying past and present price action to predict the probability of Natural Alternatives' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Natural Alternatives' price. Additionally, you may evaluate how the addition of Natural Alternatives to your portfolios can decrease your overall portfolio volatility.
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Natural Alternatives 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.