IG Group (UK) Alpha and Beta Analysis
| IGG Stock | 936.00 11.50 1.21% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as IG Group Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in IG Group over a specified time horizon. Remember, high IG Group'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 IG Group's market risk premium analysis include:
Beta 0.46 | Alpha (0.08) | Risk 0.9 | Sharpe Ratio (0.02) | Expected Return (0.02) |
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.
IGG |
IG Group Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. IG Group market risk premium is the additional return an investor will receive from holding IG Group 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 IG Group. 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 IG Group's performance over market.| α | -0.08 | β | 0.46 |
IG Group 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 IG Group's Buy-and-hold return. Our buy-and-hold chart shows how IG Group performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.IG Group Market Price Analysis
Market price analysis indicators help investors to evaluate how IG Group stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading IG Group shares will generate the highest return on investment. By understating and applying IG Group stock market price indicators, traders can identify IG Group position entry and exit signals to maximize returns.
IG Group Return and Market Media
The median price of IG Group for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 926.43 with a coefficient of variation of 1.59. The daily time series for the period is distributed with a sample standard deviation of 14.72, arithmetic mean of 924.98, and mean deviation of 11.45. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Stock of the day Myer Holdings - IG | 09/19/2024 |
2 | Janus Henderson Adjusts Stake in IG Group Holdings - TipRanks | 09/24/2024 |
3 | IG Group Stock Price Passes Above 200-Day Moving Average of 835.17 - MarketBeat | 10/01/2024 |
| IG Group dividend paid on 17th of October 2024 | 10/17/2024 |
4 | A lesson in FOMO MicroStrategy stock price continues to soar - IG Group | 11/21/2024 |
About IG Group 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 IGG or other stocks. Alpha measures the amount that position in IG Group Holdings 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.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards IG Group in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, IG Group's short interest history, or implied volatility extrapolated from IG Group options trading.
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Other Information on Investing in IGG Stock
IG Group financial ratios help investors to determine whether IGG Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in IGG with respect to the benefits of owning IG Group security.