Investcorp Credit Management Stock Alpha and Beta Analysis
| ICMB Stock | USD 3.15 0.03 0.94% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Investcorp Credit Management. It also helps investors analyze the systematic and unsystematic risks associated with investing in Investcorp Credit over a specified time horizon. Remember, high Investcorp Credit'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 Investcorp Credit's market risk premium analysis include:
Beta 0.2 | Alpha (0.01) | Risk 1.53 | Sharpe Ratio 0.0141 | Expected Return 0.0214 |
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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.
Investcorp |
Investcorp Credit Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Investcorp Credit market risk premium is the additional return an investor will receive from holding Investcorp Credit 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 Investcorp Credit. 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 Investcorp Credit's performance over market.| α | -0.0089 | β | 0.20 |
Investcorp Credit 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 Investcorp Credit's Buy-and-hold return. Our buy-and-hold chart shows how Investcorp Credit performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Investcorp Credit Market Price Analysis
Market price analysis indicators help investors to evaluate how Investcorp Credit stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Investcorp Credit shares will generate the highest return on investment. By understating and applying Investcorp Credit stock market price indicators, traders can identify Investcorp Credit position entry and exit signals to maximize returns.
Investcorp Credit Return and Market Media
The median price of Investcorp Credit for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 3.06 with a coefficient of variation of 2.38. The daily time series for the period is distributed with a sample standard deviation of 0.07, arithmetic mean of 3.06, and mean deviation of 0.06. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Investcorp Bdc Holdings Ltd of 3080 shares of Investcorp Credit at 4.7255 subject to Rule 16b-3 | 09/23/2024 |
2 | Investcorp Credit Management BDC Issues Quarterly Earnings Results | 09/27/2024 |
| Investcorp Credit dividend paid on 6th of November 2024 | 11/06/2024 |
3 | Investcorp BDC Surges NAV Jumps 6.5 percent as Q3 Portfolio Expansion Drives Growth ICMB Stock News - StockTitan | 11/12/2024 |
4 | Earnings call Investcorp Credit Management BDC reports strong quarter | 11/14/2024 |
5 | Investcorp Credit Management BDC ICMB Earnings Call Transcript November 13 0845 am ET - Marketscreener.com | 11/15/2024 |
6 | Investcorp BDC amends loan agreement, lowers interest rates | 11/20/2024 |
About Investcorp Credit 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 Investcorp or other stocks. Alpha measures the amount that position in Investcorp Credit 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 (projected) | Dividend Yield | 0.14 | 0.17 | 0.23 | Price To Sales Ratio | 852.93 | 6.97 | 2.4 |
Investcorp Credit Upcoming Company Events
As portrayed in its financial statements, the presentation of Investcorp Credit's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Investcorp Credit's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Investcorp Credit's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Investcorp Credit. Please utilize our Beneish M Score to check the likelihood of Investcorp Credit's management manipulating its earnings.
| 12th of February 2024 Upcoming Quarterly Report | View | |
| 20th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 16th of September 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of June 2023 Last Financial Announcement | View |
Build Portfolio with Investcorp Credit
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Align your risk with return expectations
Check out Investcorp Credit Backtesting, Investcorp Credit Valuation, Investcorp Credit Correlation, Investcorp Credit Hype Analysis, Investcorp Credit Volatility, Investcorp Credit History and analyze Investcorp Credit Performance. You can also try the Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes.
Investcorp Credit 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.