Inchcape PLC (UK) Alpha and Beta Analysis
| INCH Stock | 772.00 2.00 0.26% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Inchcape PLC. It also helps investors analyze the systematic and unsystematic risks associated with investing in Inchcape PLC over a specified time horizon. Remember, high Inchcape PLC'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 Inchcape PLC's market risk premium analysis include:
Beta 0.0828 | Alpha (0.16) | Risk 1.42 | Sharpe Ratio (0.08) | Expected Return (0.12) |
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.
Inchcape |
Inchcape PLC Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Inchcape PLC market risk premium is the additional return an investor will receive from holding Inchcape PLC 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 Inchcape PLC. 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 Inchcape PLC's performance over market.| α | -0.16 | β | 0.08 |
Inchcape PLC 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 Inchcape PLC's Buy-and-hold return. Our buy-and-hold chart shows how Inchcape PLC performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Inchcape PLC Market Price Analysis
Market price analysis indicators help investors to evaluate how Inchcape PLC stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Inchcape PLC shares will generate the highest return on investment. By understating and applying Inchcape PLC stock market price indicators, traders can identify Inchcape PLC position entry and exit signals to maximize returns.
Inchcape PLC Return and Market Media
The median price of Inchcape PLC for the period between Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 770.0 with a coefficient of variation of 4.53. The daily time series for the period is distributed with a sample standard deviation of 35.24, arithmetic mean of 778.51, and mean deviation of 29.1. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Inchcape Advances Share Buyback Effort, Cancels Shares - TipRanks | 09/26/2024 |
2 | Should You Be Excited About Inchcape plcs 20 percent Return On Equity - Yahoo Finance | 11/22/2024 |
About Inchcape PLC 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 Inchcape or other stocks. Alpha measures the amount that position in Inchcape PLC 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 Inchcape PLC 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, Inchcape PLC's short interest history, or implied volatility extrapolated from Inchcape PLC options trading.
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Additional Tools for Inchcape Stock Analysis
When running Inchcape PLC's price analysis, check to measure Inchcape PLC's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Inchcape PLC is operating at the current time. Most of Inchcape PLC's value examination focuses on studying past and present price action to predict the probability of Inchcape PLC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Inchcape PLC's price. Additionally, you may evaluate how the addition of Inchcape PLC to your portfolios can decrease your overall portfolio volatility.