Inmode Stock Alpha and Beta Analysis
| INMD Stock | USD 19.49 0.24 1.25% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as InMode. It also helps investors analyze the systematic and unsystematic risks associated with investing in InMode over a specified time horizon. Remember, high InMode'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 InMode's market risk premium analysis include:
Beta 2.09 | Alpha 0.13 | Risk 2.89 | Sharpe Ratio 0.13 | Expected Return 0.38 |
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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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InMode Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. InMode market risk premium is the additional return an investor will receive from holding InMode 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 InMode. 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 InMode's performance over market.| α | 0.13 | β | 2.09 |
InMode 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 InMode's Buy-and-hold return. Our buy-and-hold chart shows how InMode performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.InMode Market Price Analysis
Market price analysis indicators help investors to evaluate how InMode stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading InMode shares will generate the highest return on investment. By understating and applying InMode stock market price indicators, traders can identify InMode position entry and exit signals to maximize returns.
InMode Return and Market Media
The median price of InMode for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 17.26 with a coefficient of variation of 7.49. The daily time series for the period is distributed with a sample standard deviation of 1.29, arithmetic mean of 17.24, and mean deviation of 1.05. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | InMode Among the Worst Middle East and Africa Stocks to Buy Now | 09/23/2024 |
2 | InMode to Report Third Quarter 2024 Financial Results and Hold Conference Call on October 30, 2024 | 10/10/2024 |
3 | Acquisition by Blue Tsv I, Ltd. of 2400 shares of InMode at 7.08 subject to Rule 16b-3 | 10/11/2024 |
4 | Great week for InMode Ltd. institutional investors after losing 22 percent over the previous year | 10/15/2024 |
5 | InMode Price Target Cut to 27.00 | 10/18/2024 |
6 | Acquisition by Blue Tsv I, Ltd. of 5312 shares of InMode at 8.49 subject to Rule 16b-3 | 10/23/2024 |
7 | What To Expect From InMode Ltd Q3 2024 Earnings | 10/29/2024 |
8 | Earnings call InMode revises 2024 guidance amid sales, operational challenges | 10/31/2024 |
9 | InMode Ltd. Just Recorded A 17 percent EPS Beat Heres What Analysts Are Forecasting Next | 11/01/2024 |
10 | We Think You Can Look Beyond InModes Lackluster Earnings | 11/06/2024 |
11 | InMode Ltd.s Stocks On An Uptrend Are Strong Financials Guiding The Market | 11/25/2024 |
About InMode 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 InMode or other stocks. Alpha measures the amount that position in InMode 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 | 2024 (projected) | Days Sales Outstanding | 20.66 | 22.71 | 32.36 | 34.89 | PTB Ratio | 13.82 | 5.31 | 2.36 | 2.24 |
InMode Upcoming Company Events
As portrayed in its financial statements, the presentation of InMode's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, InMode's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of InMode's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of InMode. Please utilize our Beneish M Score to check the likelihood of InMode's management manipulating its earnings.
| 13th of February 2024 Upcoming Quarterly Report | View | |
| 7th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 13th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with InMode
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out InMode Backtesting, InMode Valuation, InMode Correlation, InMode Hype Analysis, InMode Volatility, InMode History and analyze InMode Performance. For information on how to trade InMode Stock refer to our How to Trade InMode Stock guide.You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
InMode 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.