Northern Trust Stock Alpha and Beta Analysis
| NTRS Stock | USD 83.56 0.18 0.22% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Northern Trust. It also helps investors analyze the systematic and unsystematic risks associated with investing in Northern Trust over a specified time horizon. Remember, high Northern Trust's 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 Northern Trust's market risk premium analysis include:
Beta 1.38 | Alpha (0.05) | Risk 1.65 | Sharpe Ratio 0.0643 | Expected Return 0.11 |
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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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Northern Trust Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Northern Trust market risk premium is the additional return an investor will receive from holding Northern Trust 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 Northern Trust. 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 Northern Trust's performance over market.| α | -0.05 | β | 1.38 |
Northern Trust 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 Northern Trust's Buy-and-hold return. Our buy-and-hold chart shows how Northern Trust performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Northern Trust Market Price Analysis
Market price analysis indicators help investors to evaluate how Northern Trust stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Northern Trust shares will generate the highest return on investment. By understating and applying Northern Trust stock market price indicators, traders can identify Northern Trust position entry and exit signals to maximize returns.
Northern Trust Return and Market Media
The median price of Northern Trust for the period between Wed, Jan 31, 2024 and Tue, Apr 30, 2024 is 81.46 with a coefficient of variation of 3.82. The daily time series for the period is distributed with a sample standard deviation of 3.14, arithmetic mean of 82.28, and mean deviation of 2.62. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Cognito Expands Communications Partnership With Foxon Media, the Organizer of The Summit for Asset Management Conferences | 03/20/2024 |
2 | Acquisition by Donald Thompson of 407 shares of Northern Trust at 88.92 subject to Rule 16b-3 | 03/28/2024 |
| Northern Trust dividend paid on 1st of April 2024 | 04/01/2024 |
3 | Disposition of 6061 shares by Gamba Daniel of Northern Trust at 87.77 subject to Rule 16b-3 | 04/03/2024 |
4 | Blue Trust Inc. Reduces Position in Northern Trust Co. - Defense World | 04/04/2024 |
5 | Acquisition by Susan Crown of tradable shares of Northern Trust at 84.38 subject to Rule 16b-3 | 04/12/2024 |
6 | Northern Trust earnings missed by 0.49, revenue fell short of estimates | 04/16/2024 |
7 | Northern Trust stock target cut from 87 by Evercore ISI | 04/17/2024 |
8 | Acquisition by Donald Thompson of tradable shares of Northern Trust at 79.56 subject to Rule 16b-3 | 04/18/2024 |
9 | Northern Trust Employees Celebrate Earth Day | 04/22/2024 |
10 | Ice Mountain LLC sells Zurn Elkay shares worth over 1. million | 04/23/2024 |
11 | Northern Trust Upgrades Cloud-Based Insurance Accounting and Analytics Application | 04/25/2024 |
12 | Only Half of Global Rate Hikes Set to Be Taken Back by End-2025 | 04/26/2024 |
About Northern Trust 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 Northern or other stocks. Alpha measures the amount that position in Northern Trust 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 | 0.0251 | 0.0432 | 0.0379 | 0.0398 | Price To Sales Ratio | 3.8 | 2.73 | 1.44 | 1.37 |
Northern Trust Upcoming Company Events
As portrayed in its financial statements, the presentation of Northern Trust's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Northern Trust's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Northern Trust's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Northern Trust. Please utilize our Beneish M Score to check the likelihood of Northern Trust's management manipulating its earnings.
| 23rd of April 2024 Upcoming Quarterly Report | View | |
| 17th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 16th of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
Build Portfolio with Northern Trust
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 Northern Trust Backtesting, Northern Trust Valuation, Northern Trust Correlation, Northern Trust Hype Analysis, Northern Trust Volatility, Northern Trust History and analyze Northern Trust Performance. For more information on how to buy Northern Stock please use our How to Invest in Northern Trust guide.You can also try the Financial Widgets module to easily integrated Macroaxis content with over 30 different plug-and-play financial widgets.
Complementary Tools for Northern Stock analysis
When running Northern Trust's price analysis, check to measure Northern Trust's 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 Northern Trust is operating at the current time. Most of Northern Trust's value examination focuses on studying past and present price action to predict the probability of Northern Trust's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Northern Trust's price. Additionally, you may evaluate how the addition of Northern Trust to your portfolios can decrease your overall portfolio volatility.
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Northern Trust 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.