Interactive Brokers Group Stock Alpha and Beta Analysis
| IBKR Stock | USD 192.83 2.74 1.44% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Interactive Brokers Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Interactive Brokers over a specified time horizon. Remember, high Interactive Brokers' 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 Interactive Brokers' market risk premium analysis include:
Beta 0.17 | Alpha 0.36 | Risk 2.15 | Sharpe Ratio 0.22 | Expected Return 0.47 |
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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.
Interactive |
Interactive Brokers Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Interactive Brokers market risk premium is the additional return an investor will receive from holding Interactive Brokers 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 Interactive Brokers. 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 Interactive Brokers' performance over market.| α | 0.36 | β | 0.17 |
Interactive Brokers 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 Interactive Brokers' Buy-and-hold return. Our buy-and-hold chart shows how Interactive Brokers performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Interactive Brokers Market Price Analysis
Market price analysis indicators help investors to evaluate how Interactive Brokers stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Interactive Brokers shares will generate the highest return on investment. By understating and applying Interactive Brokers stock market price indicators, traders can identify Interactive Brokers position entry and exit signals to maximize returns.
Interactive Brokers Return and Market Media
The median price of Interactive Brokers for the period between Thu, Oct 24, 2024 and Wed, Jan 22, 2025 is 179.97 with a coefficient of variation of 8.58. The daily time series for the period is distributed with a sample standard deviation of 15.02, arithmetic mean of 174.95, and mean deviation of 12.42. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Interactive Brokers dividend paid on 13th of December 2024 | 12/13/2024 |
1 | Samenvatting Interactive Brokers verbetert IBKR Desktop handelsplatform met nieuwe tools en functies | 12/18/2024 |
2 | Samenvatting Interactive Brokers verbetert op het internet gebaseerde tradingervaring voor financile adviseurs over de hele wereld | 12/20/2024 |
3 | Interactive Brokers Group Inc Reports December 2024 Performance Metrics | 01/02/2025 |
4 | December jobs report shows unemployment fell to 4.1, 256,000 jobs added to finish 2024 on high note | 01/10/2025 |
5 | Is Interactive Brokers overvalued | 01/14/2025 |
6 | Caldwell Investment Management Ltd. Makes New 1.22 Million Investment in Interactive Brokers Group, Inc. | 01/15/2025 |
7 | Is Trending Stock Interactive Brokers Group, Inc. a Buy Now | 01/16/2025 |
8 | Interactive Brokers Group Q4 2024 Earnings Preview | 01/17/2025 |
9 | Interactive Brokers Beats EPS by 10.3 | 01/21/2025 |
About Interactive Brokers 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 Interactive or other stocks. Alpha measures the amount that position in Interactive Brokers 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.
| 2022 | 2023 | 2024 | 2025 (projected) | PTB Ratio | 2.55 | 2.43 | 2.19 | 1.38 | Price To Sales Ratio | 2.3 | 1.97 | 9.38 | 9.85 |
Interactive Brokers Upcoming Company Events
As portrayed in its financial statements, the presentation of Interactive Brokers' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Interactive Brokers' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Interactive Brokers' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Interactive Brokers. Please utilize our Beneish M Score to check the likelihood of Interactive Brokers' management manipulating its earnings.
| 16th of April 2024 Upcoming Quarterly Report | View | |
| 16th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 21st of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
Build Portfolio with Interactive Brokers
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Additional Tools for Interactive Stock Analysis
When running Interactive Brokers' price analysis, check to measure Interactive Brokers' 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 Interactive Brokers is operating at the current time. Most of Interactive Brokers' value examination focuses on studying past and present price action to predict the probability of Interactive Brokers' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Interactive Brokers' price. Additionally, you may evaluate how the addition of Interactive Brokers to your portfolios can decrease your overall portfolio volatility.