International Business Machines Stock Alpha and Beta Analysis
| IBM Stock | 34.73 0.44 1.28% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as International Business Machines. It also helps investors analyze the systematic and unsystematic risks associated with investing in International Business over a specified time horizon. Remember, high International Business' 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 International Business' market risk premium analysis include:
Beta 0.56 | Alpha 0.16 | Risk 1.43 | Sharpe Ratio 0.16 | Expected Return 0.22 |
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.
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International Business Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. International Business market risk premium is the additional return an investor will receive from holding International Business 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 International Business. 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 International Business' performance over market.| α | 0.16 | β | 0.56 |
International Business 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 International Business' Buy-and-hold return. Our buy-and-hold chart shows how International Business performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.International Business Market Price Analysis
Market price analysis indicators help investors to evaluate how International Business stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading International Business shares will generate the highest return on investment. By understating and applying International Business stock market price indicators, traders can identify International Business position entry and exit signals to maximize returns.
International Business Return and Market Media
The median price of International Business for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 32.71 with a coefficient of variation of 5.07. The daily time series for the period is distributed with a sample standard deviation of 1.67, arithmetic mean of 32.93, and mean deviation of 1.38. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | International Business Machines The Return Of The King - Seeking Alpha | 09/17/2024 |
2 | Will IBM Stock Gain From the Expansion of Quantum Data Center - Yahoo Finance | 09/27/2024 |
3 | Is International Business Machines Corporations ROE Of 35 percent Impressive - Yahoo Finance | 10/01/2024 |
4 | International Business Machines Corporation Is a Trending Stock Facts to Know Before Betting on It - Yahoo Finance | 11/19/2024 |
5 | International Business Machines Insiders Sold US2.6m Of Shares Suggesting Hesitancy - Yahoo Finance | 11/22/2024 |
About International Business 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 International or other stocks. Alpha measures the amount that position in International Business 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.
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 International Business 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, International Business' short interest history, or implied volatility extrapolated from International Business options trading.
Build Portfolio with International Business
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
Check out International Business Backtesting, International Business Valuation, International Business Correlation, International Business Hype Analysis, International Business Volatility, International Business History and analyze International Business Performance. You can also try the Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.
International Business 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.