Netflix Stock Alpha and Beta Analysis
| NFLX Stock | USD 561.23 3.57 0.63% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Netflix. It also helps investors analyze the systematic and unsystematic risks associated with investing in Netflix over a specified time horizon. Remember, high Netflix'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 Netflix's market risk premium analysis include:
Beta 0.97 | Alpha (0.02) | Risk 2 | Sharpe Ratio (0.01) | Expected Return (0.02) |
Netflix Quarterly Cash And Equivalents |
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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.
Netflix |
Netflix Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Netflix market risk premium is the additional return an investor will receive from holding Netflix 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 Netflix. 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 Netflix's performance over market.| α | -0.02 | β | 0.96 |
Netflix 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 Netflix's Buy-and-hold return. Our buy-and-hold chart shows how Netflix performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Netflix Market Price Analysis
Market price analysis indicators help investors to evaluate how Netflix stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Netflix shares will generate the highest return on investment. By understating and applying Netflix stock market price indicators, traders can identify Netflix position entry and exit signals to maximize returns.
Netflix Return and Market Media
The median price of Netflix for the period between Mon, Jan 29, 2024 and Sun, Apr 28, 2024 is 601.67 with a coefficient of variation of 4.43. The daily time series for the period is distributed with a sample standard deviation of 26.3, arithmetic mean of 594.15, and mean deviation of 23.49. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | I spent 16 months trapped in a troubled teen program. Now I help kids recover from them | 03/15/2024 |
2 | People could not tell me and Billie Piper apart on Scoop set, Sam McAlister says | 03/27/2024 |
3 | 4 bizarre Netflix docuseries to watch after Files of the Unexplained | 04/09/2024 |
4 | Whos ready for Trumpflix Former president teases the launch of his own streamer | 04/16/2024 |
5 | Netflix Subscriber Base And Revenue Spike in Q1 | 04/18/2024 |
6 | FIFA Considers Apple for Global Broadcast Rights of New Tournament | 04/23/2024 |
7 | Nasdaq 100 SP 500 Elliott Wave Update - Thur, April 25 | 04/25/2024 |
8 | Mike Tyson vs. Jake Paul sees massive betting line movement as sparring videos gain steam | 04/26/2024 |
About Netflix 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 Netflix or other stocks. Alpha measures the amount that position in Netflix 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.0622 | 0.0673 | Price To Sales Ratio | 6.38 | 3.45 |
Netflix Upcoming Company Events
As portrayed in its financial statements, the presentation of Netflix's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Netflix's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Netflix's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Netflix. Please utilize our Beneish M Score to check the likelihood of Netflix's management manipulating its earnings.
| 16th of April 2024 Upcoming Quarterly Report | View | |
| 17th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 28th 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 Netflix
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 Netflix Backtesting, Netflix Valuation, Netflix Correlation, Netflix Hype Analysis, Netflix Volatility, Netflix History and analyze Netflix Performance. For more information on how to buy Netflix Stock please use our How to Invest in Netflix guide.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 Netflix Stock analysis
When running Netflix's price analysis, check to measure Netflix'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 Netflix is operating at the current time. Most of Netflix's value examination focuses on studying past and present price action to predict the probability of Netflix's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Netflix's price. Additionally, you may evaluate how the addition of Netflix to your portfolios can decrease your overall portfolio volatility.
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Netflix 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.