Imperial Resources (Philippines) Alpha and Beta Analysis
| IMP Stock | 0.62 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Imperial Resources. It also helps investors analyze the systematic and unsystematic risks associated with investing in Imperial Resources over a specified time horizon. Remember, high Imperial Resources' 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 Imperial Resources' market risk premium analysis include:
Beta (1.61) | Alpha 1.21 | Risk 14.51 | Sharpe Ratio 0.0698 | Expected Return 1.01 |
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.
Imperial |
Imperial Resources Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Imperial Resources market risk premium is the additional return an investor will receive from holding Imperial Resources 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 Imperial Resources. 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 Imperial Resources' performance over market.| α | 1.21 | β | -1.61 |
Imperial Resources Fundamentals Vs Peers
Comparing Imperial Resources' fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze Imperial Resources' direct or indirect competition across all of the common fundamentals between Imperial Resources and the related equities. This way, we can detect undervalued stocks with similar characteristics as Imperial Resources or determine the stocks which would be an excellent addition to an existing portfolio. Peer analysis of Imperial Resources' fundamental indicators could also be used in its relative valuation, which is a method of valuing Imperial Resources by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Imperial Resources to competition |
| Fundamentals | Imperial Resources | Peer Average |
| Net Income | 33.5 M | 570.98 M |
| Cash And Equivalents | 2.51 M | 2.7 B |
| Cash Flow From Operations | (5.53 M) | 971.22 M |
| Earnings Per Share | (0) X | 3.12 X |
| Market Capitalization | 1.09 B | 19.03 B |
| Total Asset | 924.1 M | 29.47 B |
| Net Asset | 924.1 M |
Imperial Resources Opportunities
Imperial Resources Return and Market Media
The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Imperial Resources 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 Imperial or other stocks. Alpha measures the amount that position in Imperial Resources 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 Imperial Resources 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, Imperial Resources' short interest history, or implied volatility extrapolated from Imperial Resources options trading.
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Other Information on Investing in Imperial Stock
Imperial Resources financial ratios help investors to determine whether Imperial 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 Imperial with respect to the benefits of owning Imperial Resources security.