Iveda Solutions Stock Alpha and Beta Analysis
| IVDA Stock | USD 1.80 0.35 16.28% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Iveda Solutions. It also helps investors analyze the systematic and unsystematic risks associated with investing in Iveda Solutions over a specified time horizon. Remember, high Iveda Solutions' 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 Iveda Solutions' market risk premium analysis include:
Beta 0.53 | Alpha (0.28) | Risk 8.6 | Sharpe Ratio (0.03) | Expected Return (0.24) |
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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.
Iveda |
Iveda Solutions Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Iveda Solutions market risk premium is the additional return an investor will receive from holding Iveda Solutions 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 Iveda Solutions. 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 Iveda Solutions' performance over market.| α | -0.28 | β | 0.53 |
Iveda Solutions 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 Iveda Solutions' Buy-and-hold return. Our buy-and-hold chart shows how Iveda Solutions performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Iveda Solutions Market Price Analysis
Market price analysis indicators help investors to evaluate how Iveda Solutions stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Iveda Solutions shares will generate the highest return on investment. By understating and applying Iveda Solutions stock market price indicators, traders can identify Iveda Solutions position entry and exit signals to maximize returns.
Iveda Solutions Return and Market Media
The median price of Iveda Solutions for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 1.67 with a coefficient of variation of 32.44. The daily time series for the period is distributed with a sample standard deviation of 0.64, arithmetic mean of 1.96, and mean deviation of 0.49. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Iveda Announces 2.15 Million Registered Direct Offering PricedAt-the-MarketUnder Nasdaq Rules | 09/05/2024 |
2 | Acquisition by Gillen Robert of 10000 shares of Iveda Solutions at 0.65 subject to Rule 16b-3 | 09/13/2024 |
3 | Acquisition by Farnsworth Joe of 50000 shares of Iveda Solutions at 0.68 subject to Rule 16b-3 | 09/25/2024 |
4 | ColoBarn Selects IvedaAI to Strengthen Data Center Security in Multiple US Regions | 09/26/2024 |
5 | Acquisition by Farnsworth Joe of 900 shares of Iveda Solutions at 0.42 subject to Rule 16b-3 | 09/30/2024 |
6 | Iveda Launches IvedaESSA Portable, Plug-and-Play Security Solution for the Power of IvedaAI On the Go | 10/01/2024 |
7 | Iveda Solutions announces compliance with Nasdaq bid price requirement | 10/02/2024 |
8 | Iveda Philippines Advises Major Cities on Benchmarks for Successful Smart City Deployment | 10/10/2024 |
9 | Acquisition by Robert Brilon of 20000 shares of Iveda Solutions at 0.28 subject to Rule 16b-3 | 10/14/2024 |
10 | Is Iveda Solutions, Inc. the Best Penny Stock with a Low PE Ratio | 10/18/2024 |
11 | Acquisition by Franco Alejandro of 50000 shares of Iveda Solutions at 0.26 subject to Rule 16b-3 | 10/28/2024 |
12 | Iveda Unveils New VEMO Body Cam, the First Wearable Body Camera Solution to Integrate With Real-Time AI Video Analytics | 10/29/2024 |
13 | Interstate Land Management Corporation and Philadelphia Parking Authority Greenlights Trial of IvedaAI ClearView Asset Protection | 11/07/2024 |
14 | Iveda Unveils the Magic of IvedaAI An Industry First in Human-Like, Compute-Efficient AI Video Analytics | 11/14/2024 |
15 | Iveda Applauds the Department of Homeland Securitys New AI Guidelines | 11/22/2024 |
About Iveda Solutions 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 Iveda or other stocks. Alpha measures the amount that position in Iveda Solutions 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 | 1.9E-5 | 1.7E-5 | Price To Sales Ratio | 12.47 | 11.84 |
Iveda Solutions Upcoming Company Events
As portrayed in its financial statements, the presentation of Iveda Solutions' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Iveda Solutions' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Iveda Solutions' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Iveda Solutions. Please utilize our Beneish M Score to check the likelihood of Iveda Solutions' management manipulating its earnings.
| 29th of March 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Check out Iveda Solutions Backtesting, Iveda Solutions Valuation, Iveda Solutions Correlation, Iveda Solutions Hype Analysis, Iveda Solutions Volatility, Iveda Solutions History and analyze Iveda Solutions Performance. For information on how to trade Iveda Stock refer to our How to Trade Iveda Stock guide.You can also try the Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.
Iveda Solutions 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.