Investcorp Europe Acquisition Stock Alpha and Beta Analysis
| IVCBW Stock | USD 0.01 0.01 36.32% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Investcorp Europe Acquisition. It also helps investors analyze the systematic and unsystematic risks associated with investing in Investcorp Europe over a specified time horizon. Remember, high Investcorp Europe'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 Investcorp Europe's market risk premium analysis include:
Beta (2.92) | Alpha 0.55 | Risk 210.9 | Sharpe Ratio 0.22 | Expected Return 46.29 |
Enterprise Value |
|
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.
Investcorp |
Investcorp Europe Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Investcorp Europe market risk premium is the additional return an investor will receive from holding Investcorp Europe 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 Investcorp Europe. 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 Investcorp Europe's performance over market.| α | 0.55 | β | -2.92 |
Investcorp Europe Fundamentals Vs Peers
Comparing Investcorp Europe's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze Investcorp Europe's direct or indirect competition across all of the common fundamentals between Investcorp Europe and the related equities. This way, we can detect undervalued stocks with similar characteristics as Investcorp Europe or determine the stocks which would be an excellent addition to an existing portfolio. Peer analysis of Investcorp Europe's fundamental indicators could also be used in its relative valuation, which is a method of valuing Investcorp Europe by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Investcorp Europe to competition |
| Fundamentals | Investcorp Europe | Peer Average |
| Return On Asset | -0.0383 | -0.14 |
| Number Of Shares Shorted | 2.19 K | 4.71 M |
| EBITDA | 4.89 M | 3.9 B |
| Net Income | (4.41 M) | 570.98 M |
| Total Debt | 4.75 M | 5.32 B |
| Book Value Per Share | (1.62) X | 1.93 K |
| Cash Flow From Operations | (1.83 M) | 971.22 M |
Investcorp Europe Opportunities
Investcorp Europe Return and Market Media
The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Technical Data - Stock Traders Daily | 05/16/2024 |
2 | Investcorp Europe Acquisition Corp I Announces Pricing of Upsized 300,000,000 Initial Public Offering - The Globe and Mail | 05/28/2024 |
3 | Disposition of 862500 shares by Mcgregor-smith Baroness Ruby of Investcorp Europe subject to Rule 16b-3 | 08/02/2024 |
4 | Cowen and Company, LLCs Strategic Acquisition in Investcorp Europe Acquisition Corp I - Yahoo Finance UK | 10/28/2024 |
About Investcorp Europe 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 Investcorp or other stocks. Alpha measures the amount that position in Investcorp Europe 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.
| 2010 | 2023 | 2024 (projected) | Debt Ratio | 0.0371 | 0.0334 | 0.0297 | Enterprise Value Multiple | 479.94 | 68.31 | 64.89 |
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 Investcorp Europe 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, Investcorp Europe's short interest history, or implied volatility extrapolated from Investcorp Europe options trading.
Build Portfolio with Investcorp Europe
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
Additional Tools for Investcorp Stock Analysis
When running Investcorp Europe's price analysis, check to measure Investcorp Europe'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 Investcorp Europe is operating at the current time. Most of Investcorp Europe's value examination focuses on studying past and present price action to predict the probability of Investcorp Europe's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Investcorp Europe's price. Additionally, you may evaluate how the addition of Investcorp Europe to your portfolios can decrease your overall portfolio volatility.