Nomura (NMR)

3.27 -0.05  -1.51%  May 30, 8:00PM Go Pro
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Nomura Beta: 1.434

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NMR Beta Range, Past 5 Years

Minimum 0.2882 Sep 2007
Maximum 2.018 Jun 2009
Average 1.314

About Beta 60 Month

YCharts calculates the 60 month market beta by regressing stock returns less the risk free rate of returns on the market returns less the risk free rate of return (Market returns come from the S&P 500 Total Returns Index (SPXTR), and the risk free rate is the 4 Week Average T-Bill (Monthly). There must be a minimum of 36 months of stock returns for a company to have its beta calculated.

Beta is a measure of the risk of a stock when it is included in a well-diversified portfolio.

In financial theory, the Capital Asset Pricing Model breaks down expected stock returns into two components. The first is the return that would be expected based on covariance with the movements of the market (for most stocks, when the market as a whole goes up, the price of the stock will also go up). The second part is the increase in the price of a stock that is not explained by the market. The first part - covariance with the market - is what Beta captures.

When Beta is positive, the stock price tends to move in the same direction as the market, and the magnitude of Beta tells by how much. If a stock's Beta is greater than 1, that means that when the market index goes up 1%, we expect the stock will go up by more than 1%. On the contrary, if the market goes down by 1%, we expect the stock to go down by more than 1%. Negative Betas, while rare, signify a negative correlation. When the market goes up, we would expect the stock price to go down.

For readers with a background in regression analysis, Beta is the slope of the linear regression shown in the formula below, where Returns are the return on an individual stock or portfolio, Rf is the risk free rate, RMarket is the return on a market portfolio, and e is an error term.
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NMR News

Pretty big hit to $NMR on the open today. The currency is just killing everything over there.
about 23 days ago by bradloncar
$NMR http://stks.co/3Vz3 Watching the Japanese banks/investment houses pretty close. Several underperforming bank index.
about 35 days ago by Xiphos_Trading
$NMR Volume Alert - Currently at 6 x average daily volume.
about 45 days ago by TradeIdeasQuant
$NMR http://stks.co/3IQr Major Japanese banks don't like so hot, Normura & Mizuho are the weakest. Europe exposure probably.
about 50 days ago by Xiphos_Trading
Asia Markets Mostly Slide
Mar 26, 3:43PM
Question: what did $NMR get for being unwise enough to buy Lehman assets in 2008 Answer: losses and downgrades for years.
about 76 days ago by bradloncar
Japanese equities to outperform bonds (at least in the near term...) http://stks.co/2Zi3 $NMR
about 94 days ago by katchum
Let me get this straight, former Lehman exec Jesse Bhattal quit in part because $NMR wouldn't let him make a huge bet on Italian debt? What?
about 132 days ago by bradloncar
Surprised to see Jesse Bhattal leaving $NMR. With the yen looking so strong, Nomura needs to get cooking on its global footprint.
about 142 days ago by bradloncar
Looks like $NMR is going to edge out $GS in Japanese M&A deals for '11. If the yen stays strong next year, should be a pretty good business.
about 154 days ago by bradloncar
$NMR http://stks.co/1FrR Nomura: another primary dealer going down the drain.
about 190 days ago by Xiphos_Trading
$NMR New 52 week low - Crossed daily lows support.
about 204 days ago by TradeIdeasQuant
... and there goes $NMR! just like i said... un-founded rumors! $$
about 205 days ago by Adamantium
$NMR Realizing the rumors over #Olympus are un-true! Buying opportunity for Japanese Largest Broker~ $$
about 205 days ago by Adamantium
$NMR WSI News Release: http://stks.co/11MQ Has no relations with Olympus deal $$ Buying opportunity?
about 205 days ago by Adamantium
$NMR http://stks.co/tO4 Primary Dealer Nomura Holdings from Japan looks shaky, shaky on the weekly
about 212 days ago by Xiphos_Trading
Bargain Hunting: Ten Stocks With Low Price to Book Ratios Near 52-Week Lows $AIB, $EXM, $GNR, $NMR http://t.co/Z0NVMHz
about 392 days ago by Benzinga
watching $cot $nmr
about 414 days ago by sniper
$nmr over 5 it's in japan Tokyo
about 414 days ago by sniper
$NMR was really strong today... hoping to establish a position within the month of Jan.
about 510 days ago by patnbama
???? $NMR ??????????????????????????
about 513 days ago by piggybox
If mkt corrects 5 to 10% in Jan. I'll be buying some $NMR
about 514 days ago by patnbama
strong volume gainers: $DLM,$MELA$,$NMR,$NOG
about 559 days ago by HillsideTrading
$AMAG price alert 17.13 $NMR hits RSITradeScan @ 4.78, adding to RSITradeList
about 609 days ago by RSITrader

Recent Quotes

Symbol Price Chg Chg % Market Cap
NMR 3.27 -0.05 -1.51% 12.16B
NMM 13.98 -0.37 -2.58% 672.87M
NMD 12.32 +0.01 +0.08%
NMAR 9.56 +0.00 +0.00%
NMA 15.10 -0.01 -0.07%
NM 3.40 -0.09 -2.58% 357.41M
NLY 16.58 -0.18 -1.07% 16.26B
NLST 2.36 -0.01 -0.42% 63.97M
NLSN 27.67 -0.42 -1.50% 10.13B
NLS 2.92 +0.04 +1.39% 88.56M
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