Installed Building Products Stock Alpha and Beta Analysis
| IBP Stock | USD 211.24 2.71 1.30% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Installed Building Products. It also helps investors analyze the systematic and unsystematic risks associated with investing in Installed Building over a specified time horizon. Remember, high Installed Building's 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 Installed Building's market risk premium analysis include:
Beta (0.72) | Alpha (0.02) | Risk 2.57 | Sharpe Ratio (0.03) | Expected Return (0.09) |
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.
Installed |
Installed Building Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Installed Building market risk premium is the additional return an investor will receive from holding Installed Building 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 Installed Building. 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 Installed Building's performance over market.| α | -0.02 | β | -0.72 |
Installed Building 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 Installed Building's Buy-and-hold return. Our buy-and-hold chart shows how Installed Building performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Installed Building Market Price Analysis
Market price analysis indicators help investors to evaluate how Installed Building stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Installed Building shares will generate the highest return on investment. By understating and applying Installed Building stock market price indicators, traders can identify Installed Building position entry and exit signals to maximize returns.
Installed Building Return and Market Media
The median price of Installed Building for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 227.69 with a coefficient of variation of 7.08. The daily time series for the period is distributed with a sample standard deviation of 16.06, arithmetic mean of 226.9, and mean deviation of 14.15. The Stock did not receive any noticable media coverage during the period.About Installed Building 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 Installed or other stocks. Alpha measures the amount that position in Installed Building 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.
Installed Building Upcoming Company Events
As portrayed in its financial statements, the presentation of Installed Building's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Installed Building's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Installed Building's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Installed Building. Please utilize our Beneish M Score to check the likelihood of Installed Building's management manipulating its earnings.
| 28th of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 28th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Additional Tools for Installed Stock Analysis
When running Installed Building's price analysis, check to measure Installed Building'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 Installed Building is operating at the current time. Most of Installed Building's value examination focuses on studying past and present price action to predict the probability of Installed Building's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Installed Building's price. Additionally, you may evaluate how the addition of Installed Building to your portfolios can decrease your overall portfolio volatility.