Immobile Stock Beta
| GKI Stock | 1.83 0.05 2.66% |
Immobile fundamentals help investors to digest information that contributes to Immobile's financial success or failures. It also enables traders to predict the movement of Immobile Stock. The fundamental analysis module provides a way to measure Immobile's intrinsic value by examining its available economic and financial indicators, including the cash flow records, the balance sheet account changes, the income statement patterns, and various microeconomic indicators and financial ratios related to Immobile stock.
Immobile |
Immobile Company Beta Analysis
Immobile's Beta is one of the most important measures of equity market volatility. Beta can be thought of as asset elasticity or sensitivity to market. In other words, it is a number that shows the relationship of an equity instrument to the financial market in which this instrument is traded. For example, if Beta of equity is 2, it is expected to significantly outperform market when the market is going up and significantly underperform when the market is going down. Similarly, Beta of 1 indicates that an asset and market will generate similar returns over time.
Current Immobile Beta | 0.35 |
Most of Immobile's fundamental indicators, such as Beta, are part of a valuation analysis module that helps investors searching for stocks that are currently trading at higher or lower prices than their real value. If the real value is higher than the market price, Immobile is considered to be undervalued, and we provide a buy recommendation. Otherwise, we render a sell signal.
In a nutshell, Beta is a measure of individual stock risk relative to the overall volatility of the stock market. and is calculated based on very sound finance theory - Capital Assets Pricing Model (CAPM).However, since Beta is calculated based on historical price movements it may not predict how a firm's stock is going to perform in the future.
| Competition |
In accordance with the recently published financial statements, Immobile has a Beta of 0.3491. This is 57.43% lower than that of the Financial Services sector and 71.39% lower than that of the Asset Management industry. The beta for all Poland stocks is notably lower than that of the firm.
Immobile Beta Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Immobile's direct or indirect competition against its Beta to detect undervalued stocks with similar characteristics or determine the stocks which would be a good addition to a portfolio. Peer analysis of Immobile could also be used in its relative valuation, which is a method of valuing Immobile by comparing valuation metrics of similar companies.Immobile is rated # 3 in beta category among its peers.
As returns on the market increase, Immobile's returns are expected to increase less than the market. However, during the bear market, the loss of holding Immobile is expected to be smaller as well.
Immobile Fundamentals
| Return On Equity | 0.12 | |||
| Return On Asset | 0.0267 | |||
| Profit Margin | 0.02 % | |||
| Operating Margin | 0.05 % | |||
| Current Valuation | 533.02 M | |||
| Shares Outstanding | 74.95 M | |||
| Shares Owned By Insiders | 80.96 % | |||
| Shares Owned By Institutions | 5.94 % | |||
| Price To Book | 0.73 X | |||
| Price To Sales | 0.17 X | |||
| Revenue | 575.8 M | |||
| Gross Profit | 107.61 M | |||
| EBITDA | 53.93 M | |||
| Net Income | 17.08 M | |||
| Total Debt | 135.14 M | |||
| Book Value Per Share | 2.80 X | |||
| Cash Flow From Operations | 22.65 M | |||
| Earnings Per Share | 0.25 X | |||
| Number Of Employees | 1.23 K | |||
| Beta | 0.35 | |||
| Market Capitalization | 155.14 M | |||
| Total Asset | 908.45 M | |||
| Z Score | 0.6 | |||
| Annual Yield | 0.02 % | |||
| Net Asset | 908.45 M | |||
| Last Dividend Paid | 0.04 |
About Immobile Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Immobile's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Immobile using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Immobile based on its fundamental data. In general, a quantitative approach, as applied to this company, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
Pair Trading with Immobile
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Immobile position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Immobile will appreciate offsetting losses from the drop in the long position's value.Moving against Immobile Stock
The ability to find closely correlated positions to Immobile could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Immobile when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Immobile - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Immobile to buy it.
The correlation of Immobile is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Immobile moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Immobile moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Immobile can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Immobile Stock Analysis
When running Immobile's price analysis, check to measure Immobile'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 Immobile is operating at the current time. Most of Immobile's value examination focuses on studying past and present price action to predict the probability of Immobile's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Immobile's price. Additionally, you may evaluate how the addition of Immobile to your portfolios can decrease your overall portfolio volatility.