Ing Group Nv Stock Alpha and Beta Analysis
| ING Stock | USD 15.27 0.17 1.13% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ING Group NV. It also helps investors analyze the systematic and unsystematic risks associated with investing in ING Group over a specified time horizon. Remember, high ING 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 ING Group's market risk premium analysis include:
Beta (0.03) | Alpha (0.27) | Risk 1.3 | Sharpe Ratio (0.21) | Expected Return (0.27) |
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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.
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ING Group Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ING Group market risk premium is the additional return an investor will receive from holding ING 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 ING 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 ING Group's performance over market.| α | -0.27 | β | -0.03 |
ING 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 ING Group's Buy-and-hold return. Our buy-and-hold chart shows how ING Group performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.ING Group Market Price Analysis
Market price analysis indicators help investors to evaluate how ING 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 ING Group shares will generate the highest return on investment. By understating and applying ING Group stock market price indicators, traders can identify ING Group position entry and exit signals to maximize returns.
ING Group Return and Market Media
The median price of ING Group for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 17.37 with a coefficient of variation of 5.8. The daily time series for the period is distributed with a sample standard deviation of 1.0, arithmetic mean of 17.18, and mean deviation of 0.81. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | 4 ASX shares to buy for dividend income | 09/19/2024 |
2 | 3 Leading Dividend Stocks On Euronext Amsterdam Yielding Up To 7.0 | 10/04/2024 |
3 | ING announces shareholder distribution of up to 2.5 billion | 10/31/2024 |
4 | Q3 2024 ING Groep NV Earnings Call Transcript | 11/01/2024 |
5 | ING Groep NV Stock Price Down 4.44 percent on Nov 6 | 11/06/2024 |
6 | Down -6.21 percent in 4 Weeks, Heres Why You Should You Buy the Dip in ING | 11/08/2024 |
7 | Capital Research Global Investors Bolsters Position in ING Groep NV | 11/13/2024 |
8 | Buy these ASX dividend shares for 16 percent to 55 percent total returns | 11/15/2024 |
9 | Nasdaq, Inc. Position Reduced by ING Groep NV | 11/18/2024 |
10 | ING Groep just downgraded at Morgan Stanley, heres why ING | 11/25/2024 |
11 | ING stock sees upside as UBS forecasts 10 percent EPS CAGR through 2027 | 11/27/2024 |
About ING 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 ING or other stocks. Alpha measures the amount that position in ING Group NV 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 (projected) | Dividend Yield | 0.05 | 0.075 | Price To Sales Ratio | 2.6 | 1.4K |
ING Group Upcoming Company Events
As portrayed in its financial statements, the presentation of ING Group's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, ING Group's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of ING Group's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of ING Group. Please utilize our Beneish M Score to check the likelihood of ING Group's management manipulating its earnings.
| 1st of February 2024 Upcoming Quarterly Report | View | |
| 9th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 1st of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out ING Group Backtesting, ING Group Valuation, ING Group Correlation, ING Group Hype Analysis, ING Group Volatility, ING Group History and analyze ING Group Performance. You can also try the Bonds Directory module to find actively traded corporate debentures issued by US companies.
ING Group 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.