International Paper Stock Alpha and Beta Analysis
| IP Stock | USD 59.57 0.25 0.42% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as International Paper. It also helps investors analyze the systematic and unsystematic risks associated with investing in International Paper over a specified time horizon. Remember, high International Paper'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 International Paper's market risk premium analysis include:
Beta 0.19 | Alpha 0.32 | Risk 2.15 | Sharpe Ratio 0.17 | Expected Return 0.36 |
International Paper Quarterly Cash And Equivalents |
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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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International Paper Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. International Paper market risk premium is the additional return an investor will receive from holding International Paper 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 International Paper. 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 International Paper's performance over market.| α | 0.32 | β | 0.19 |
International Paper 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 International Paper's Buy-and-hold return. Our buy-and-hold chart shows how International Paper performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.International Paper Market Price Analysis
Market price analysis indicators help investors to evaluate how International Paper stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading International Paper shares will generate the highest return on investment. By understating and applying International Paper stock market price indicators, traders can identify International Paper position entry and exit signals to maximize returns.
International Paper Return and Market Media
The median price of International Paper for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 48.25 with a coefficient of variation of 8.52. The daily time series for the period is distributed with a sample standard deviation of 4.28, arithmetic mean of 50.24, and mean deviation of 3.62. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 600 shares by Kathryn Sullivan of International Paper at 47.9 subject to Rule 16b-3 | 08/30/2024 |
2 | Disposition of 6102 shares by Joseph Saab of International Paper subject to Rule 16b-3 | 09/13/2024 |
| International Paper dividend paid on 16th of September 2024 | 09/16/2024 |
3 | Millennium Partners, L.P. UK Regulatory Announcement Form 8.3 - International Paper Company | 11/06/2024 |
4 | Foster Motley Inc. Sells 296 Shares of International Paper | 11/08/2024 |
5 | Weiss Asset Management LP UK Regulatory Announcement Form 8.3 - International Paper Company | 11/18/2024 |
6 | Balyasny Asset Management LP UK Regulatory Announcement Form 8.3 - DS Smith plc | 11/19/2024 |
7 | Balyasny Asset Management LP UK Regulatory Announcement Form 8.3 - International Paper Company | 11/20/2024 |
8 | Millennium Partners, L.P. UK Regulatory Announcement Form 8.3 - Smith plc | 11/21/2024 |
About International Paper 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 International or other stocks. Alpha measures the amount that position in International Paper 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) | Dividend Yield | 0.0426 | 0.0535 | 0.0512 | 0.0264 | Price To Sales Ratio | 0.94 | 0.59 | 0.66 | 0.52 |
International Paper Upcoming Company Events
As portrayed in its financial statements, the presentation of International Paper's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, International Paper's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of International Paper's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of International Paper. Please utilize our Beneish M Score to check the likelihood of International Paper's management manipulating its earnings.
| 1st of February 2024 Upcoming Quarterly Report | View | |
| 25th of April 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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Additional Tools for International Stock Analysis
When running International Paper's price analysis, check to measure International Paper'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 International Paper is operating at the current time. Most of International Paper's value examination focuses on studying past and present price action to predict the probability of International Paper's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move International Paper's price. Additionally, you may evaluate how the addition of International Paper to your portfolios can decrease your overall portfolio volatility.