Iamgold Stock Alpha and Beta Analysis
| IAG Stock | USD 5.39 0.02 0.37% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as IAMGold. It also helps investors analyze the systematic and unsystematic risks associated with investing in IAMGold over a specified time horizon. Remember, high IAMGold'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 IAMGold's market risk premium analysis include:
Beta 0.21 | Alpha 0.1 | Risk 3.91 | Sharpe Ratio 0.0608 | Expected Return 0.24 |
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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.
IAMGold |
IAMGold Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. IAMGold market risk premium is the additional return an investor will receive from holding IAMGold 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 IAMGold. 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 IAMGold's performance over market.| α | 0.10 | β | 0.21 |
IAMGold 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 IAMGold's Buy-and-hold return. Our buy-and-hold chart shows how IAMGold performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.IAMGold Market Price Analysis
Market price analysis indicators help investors to evaluate how IAMGold stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading IAMGold shares will generate the highest return on investment. By understating and applying IAMGold stock market price indicators, traders can identify IAMGold position entry and exit signals to maximize returns.
IAMGold Return and Market Media
The median price of IAMGold for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 5.31 with a coefficient of variation of 7.08. The daily time series for the period is distributed with a sample standard deviation of 0.37, arithmetic mean of 5.28, and mean deviation of 0.3. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | 25 billion ASX 200 stock falls on ASIC probe | 10/22/2024 |
2 | Newmonts Earnings Miss, Revenues Surpass Estimates in Q3 | 10/24/2024 |
3 | Orbec Closes First Tranche of Upsized Placement | 11/05/2024 |
4 | Insurance Australia Group Limiteds Shareholders Might Be Looking For Exit | 11/11/2024 |
5 | Strong momentum 2 ASX financial shares backed by top fundie for 2025 | 11/19/2024 |
6 | Orbec Closes Second Tranche of Upsized Placement | 11/20/2024 |
7 | Connor Clark Lunn Investment Management Ltd. Purchases 2,839,556 Shares of IAMGOLD Co. | 11/21/2024 |
8 | Celanese Partners Henkel for Adhesives Made of Captured CO2 Emissions | 11/22/2024 |
9 | IAG ANNOUNCES NEW E-SAF DEAL WITH INFINIUM AND REMAINS ON TRACK TO DELIVER 2030 TARGET | 11/25/2024 |
10 | Heres why United Airlines stock is beating American, IAG, Delta | 11/26/2024 |
About IAMGold 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 IAMGold or other stocks. Alpha measures the amount that position in IAMGold 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 | 0.003627 | 0.003446 | Price To Sales Ratio | 1.23 | 1.17 |
IAMGold Upcoming Company Events
As portrayed in its financial statements, the presentation of IAMGold's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, IAMGold's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of IAMGold's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of IAMGold. Please utilize our Beneish M Score to check the likelihood of IAMGold's management manipulating its earnings.
| 15th of February 2024 Upcoming Quarterly Report | View | |
| 9th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 15th 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 IAMGold
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 IAMGold Backtesting, IAMGold Valuation, IAMGold Correlation, IAMGold Hype Analysis, IAMGold Volatility, IAMGold History and analyze IAMGold Performance. For more detail on how to invest in IAMGold Stock please use our How to Invest in IAMGold guide.You can also try the Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.
IAMGold 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.