International Bancshares Stock Alpha and Beta Analysis
| IBOC Stock | USD 75.11 1.71 2.33% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as International Bancshares. It also helps investors analyze the systematic and unsystematic risks associated with investing in International Bancshares over a specified time horizon. Remember, high International Bancshares' 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 Bancshares' market risk premium analysis include:
Beta 2.59 | Alpha 0.006142 | Risk 2.57 | Sharpe Ratio 0.12 | Expected Return 0.3 |
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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.
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International Bancshares Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. International Bancshares market risk premium is the additional return an investor will receive from holding International Bancshares 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 Bancshares. 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 Bancshares' performance over market.| α | 0.01 | β | 2.59 |
International Bancshares 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 Bancshares' Buy-and-hold return. Our buy-and-hold chart shows how International Bancshares performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.International Bancshares Market Price Analysis
Market price analysis indicators help investors to evaluate how International Bancshares 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 Bancshares shares will generate the highest return on investment. By understating and applying International Bancshares stock market price indicators, traders can identify International Bancshares position entry and exit signals to maximize returns.
International Bancshares Return and Market Media
The median price of International Bancshares for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 62.06 with a coefficient of variation of 6.99. The daily time series for the period is distributed with a sample standard deviation of 4.43, arithmetic mean of 63.3, and mean deviation of 3.4. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | International Bancshares Corporation is favoured by institutional owners who hold 72 percent of the company | 09/13/2024 |
2 | Intech Investment Management LLC Takes 756,000 Position in International Bancshares Co. - MarketBeat | 09/26/2024 |
3 | International Bancshares Co. Sees Large Decline in Short Interest | 10/16/2024 |
4 | Disposition of 50000 shares by Sanchez Antonio R Jr of International Bancshares at 49.06 subject to Rule 16b-3 | 10/21/2024 |
5 | Disposition of 30112 shares by Sanchez Antonio R Jr of International Bancshares at 59.75 subject to Rule 16b-3 | 10/25/2024 |
6 | International Bancshares Q3 Earnings Snapshot | 11/07/2024 |
7 | International Bancshares GAAP EPS of 1.60 | 11/08/2024 |
8 | Disposition of 34815 shares by Dennis Nixon of International Bancshares at 72.18 subject to Rule 16b-3 | 11/12/2024 |
9 | Disposition of 65185 shares by Dennis Nixon of International Bancshares at 71.47 subject to Rule 16b-3 | 11/13/2024 |
10 | International Bancshares Corp CEO Dennis Nixon sells 7.17 million in stock | 11/14/2024 |
About International Bancshares 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 Bancshares 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0271 | 0.0263 | 0.0232 | 0.0173 | Price To Sales Ratio | 4.52 | 4.25 | 4.05 | 4.66 |
International Bancshares Upcoming Company Events
As portrayed in its financial statements, the presentation of International Bancshares' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, International Bancshares' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of International Bancshares' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of International Bancshares. Please utilize our Beneish M Score to check the likelihood of International Bancshares' management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with International Bancshares
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Check out International Bancshares Backtesting, International Bancshares Valuation, International Bancshares Correlation, International Bancshares Hype Analysis, International Bancshares Volatility, International Bancshares History and analyze International Bancshares Performance. For information on how to trade International Stock refer to our How to Trade International Stock guide.You can also try the Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
International Bancshares 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.