Intrusion Stock Alpha and Beta Analysis
| INTZ Stock | USD 0.58 0.04 6.45% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Intrusion. It also helps investors analyze the systematic and unsystematic risks associated with investing in Intrusion over a specified time horizon. Remember, high Intrusion'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 Intrusion's market risk premium analysis include:
Beta 0.6 | Alpha (1.11) | Risk 4.71 | Sharpe Ratio (0.24) | Expected Return (1.13) |
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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.
Intrusion |
Intrusion Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Intrusion market risk premium is the additional return an investor will receive from holding Intrusion 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 Intrusion. 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 Intrusion's performance over market.| α | -1.11 | β | 0.60 |
Intrusion 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 Intrusion's Buy-and-hold return. Our buy-and-hold chart shows how Intrusion performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Intrusion Market Price Analysis
Market price analysis indicators help investors to evaluate how Intrusion stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Intrusion shares will generate the highest return on investment. By understating and applying Intrusion stock market price indicators, traders can identify Intrusion position entry and exit signals to maximize returns.
Intrusion Return and Market Media
The median price of Intrusion for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 0.82 with a coefficient of variation of 22.15. The daily time series for the period is distributed with a sample standard deviation of 0.19, arithmetic mean of 0.86, and mean deviation of 0.15. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Ross Mandel of 566 shares of Intrusion at 1.21 subject to Rule 16b-3 | 09/10/2024 |
2 | Acquisition by Mccallum Katrinka of 50724 shares of Intrusion at 1.38 subject to Rule 16b-3 | 09/11/2024 |
3 | Acquisition by Gero James of 50724 shares of Intrusion at 1.38 subject to Rule 16b-3 | 09/12/2024 |
4 | Acquisition by Wilson Gregory K. of 50724 shares of Intrusion at 1.38 subject to Rule 16b-3 | 09/18/2024 |
5 | Intrusion Inc. Announces 2.0 Million Contract with the U.S. Department of Defense for Cybersecurity Services | 09/26/2024 |
6 | Acquisition by Levecchio Anthony J of 166666 shares of Intrusion at 0.6 subject to Rule 16b-3 | 10/01/2024 |
7 | Intrusion Given New 1.00 Price Target at HC Wainwright | 10/11/2024 |
8 | Intrusion Inc. to Announce Third Quarter 2024 Financial Results on Tuesday, November 12, 2024 | 11/05/2024 |
9 | Insider Trading | 11/08/2024 |
10 | Intrusion Inc. Reports Third Quarter 2024 Results | 11/12/2024 |
11 | Intrusion Inc Q3 2024 Earnings Call Highlights Revenue Growth and Strategic Wins Amidst ... | 11/13/2024 |
12 | Intrusion Third Quarter 2024 Earnings EPS Beats Expectations, Revenues Lag | 11/15/2024 |
13 | Intrusion stock plunges to 52-week low, hits 0.65 - Investing.com | 11/18/2024 |
14 | Intrusion Inc. Announces Shield Command Hub that Harnesses AI for Smarter Cybersecurity | 11/25/2024 |
About Intrusion 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 Intrusion or other stocks. Alpha measures the amount that position in Intrusion 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 | 2.1E-5 | 2.0E-5 | Price To Sales Ratio | 1.09 | 1.04 |
Intrusion Upcoming Company Events
As portrayed in its financial statements, the presentation of Intrusion's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Intrusion's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Intrusion's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Intrusion. Please utilize our Beneish M Score to check the likelihood of Intrusion's management manipulating its earnings.
| 4th of March 2024 Upcoming Quarterly Report | View | |
| 9th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 4th of March 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 Intrusion
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Additional Tools for Intrusion Stock Analysis
When running Intrusion's price analysis, check to measure Intrusion'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 Intrusion is operating at the current time. Most of Intrusion's value examination focuses on studying past and present price action to predict the probability of Intrusion's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Intrusion's price. Additionally, you may evaluate how the addition of Intrusion to your portfolios can decrease your overall portfolio volatility.