Intelligent Group Limited Stock Alpha and Beta Analysis
| INTJ Stock | 0.93 0.01 1.09% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Intelligent Group Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Intelligent Group over a specified time horizon. Remember, high Intelligent 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 Intelligent Group's market risk premium analysis include:
Beta 0.27 | Alpha 0.12 | Risk 4.42 | Sharpe Ratio (0.01) | Expected Return (0.04) |
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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.
Intelligent |
Intelligent Group Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Intelligent Group market risk premium is the additional return an investor will receive from holding Intelligent 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 Intelligent 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 Intelligent Group's performance over market.| α | 0.12 | β | 0.27 |
Intelligent 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 Intelligent Group's Buy-and-hold return. Our buy-and-hold chart shows how Intelligent Group performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Intelligent Group Market Price Analysis
Market price analysis indicators help investors to evaluate how Intelligent 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 Intelligent Group shares will generate the highest return on investment. By understating and applying Intelligent Group stock market price indicators, traders can identify Intelligent Group position entry and exit signals to maximize returns.
Intelligent Group Return and Market Media
The median price of Intelligent Group for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 0.96 with a coefficient of variation of 6.28. The daily time series for the period is distributed with a sample standard deviation of 0.06, arithmetic mean of 0.96, and mean deviation of 0.05. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | SCE Intelligent Commercial Management Holdings Limited Stock Catapults 36 percent Though Its Price And Business Still Lag The Market - Simply Wall St | 09/30/2024 |
2 | Not Many Are Piling Into Intelligent Monitoring Group Limited Stock Yet As It Plummets 27 percent - Simply Wall St | 11/01/2024 |
3 | Congyu Intelligent Agricultural Holdings Limiteds PS Is Still On The Mark Following 40 percent Share Price Bounce - Simply Wall St | 11/13/2024 |
About Intelligent 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 Intelligent or other stocks. Alpha measures the amount that position in Intelligent Group 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.007821 | 0.008655 | Price To Sales Ratio | 14.85 | 14.11 |
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 Intelligent 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, Intelligent Group's short interest history, or implied volatility extrapolated from Intelligent Group options trading.
Build Portfolio with Intelligent Group
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 Intelligent Group Backtesting, Intelligent Group Valuation, Intelligent Group Correlation, Intelligent Group Hype Analysis, Intelligent Group Volatility, Intelligent Group History and analyze Intelligent Group Performance. You can also try the Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
Intelligent 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.