Intercontinental Exchange Stock Alpha and Beta Analysis
| ICE Stock | USD 154.17 2.45 1.61% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Intercontinental Exchange. It also helps investors analyze the systematic and unsystematic risks associated with investing in Intercontinental over a specified time horizon. Remember, high Intercontinental'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 Intercontinental's market risk premium analysis include:
Beta 0.34 | Alpha (0.11) | Risk 1.31 | Sharpe Ratio (0.08) | Expected Return (0.10) |
Intercontinental Quarterly Cash And Equivalents |
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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.
Intercontinental |
Intercontinental Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Intercontinental market risk premium is the additional return an investor will receive from holding Intercontinental 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 Intercontinental. 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 Intercontinental's performance over market.| α | -0.11 | β | 0.34 |
Intercontinental 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 Intercontinental's Buy-and-hold return. Our buy-and-hold chart shows how Intercontinental performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Intercontinental Market Price Analysis
Market price analysis indicators help investors to evaluate how Intercontinental stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Intercontinental shares will generate the highest return on investment. By understating and applying Intercontinental stock market price indicators, traders can identify Intercontinental position entry and exit signals to maximize returns.
Intercontinental Return and Market Media
The median price of Intercontinental for the period between Fri, Oct 25, 2024 and Thu, Jan 23, 2025 is 155.61 with a coefficient of variation of 3.91. The daily time series for the period is distributed with a sample standard deviation of 6.07, arithmetic mean of 155.42, and mean deviation of 4.65. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 193 shares by Lynn Martin of Intercontinental subject to Rule 16b-3 | 11/14/2024 |
2 | Millburn Ridgefield Corp Has 148,000 Holdings in Intercontinental Exchange, Inc. | 12/04/2024 |
3 | ICE Launches MSCI MarketAxess Tradable Corporate Bond Index Fut | 12/12/2024 |
4 | Disposition of 750 shares by Stuart Williams of Intercontinental at 152.99 subject to Rule 16b-3 | 12/18/2024 |
5 | NYSE CONTENT ADVISORY PRE MARKET UPDATE AND WEEKLY RECAP DECEMBER 20, 2024 | 12/20/2024 |
6 | Acquisition by Sharon Bowen of 1589 shares of Intercontinental subject to Rule 16b-3 | 12/27/2024 |
| Intercontinental dividend paid on 31st of December 2024 | 12/31/2024 |
7 | Disposition of 466 shares by Christopher Edmonds of Intercontinental at 133.74 subject to Rule 16b-3 | 01/02/2025 |
8 | Intercontinental Exchange posts 2 percent YY increase in December ADV | 01/06/2025 |
9 | ICE Acquires the American Financial Exchange | 01/08/2025 |
10 | Intercontinental Exchange, Inc. Shares Sold by West Oak Capital LLC | 01/10/2025 |
11 | Trust Co. of Toledo NA OH Increases Stake in Intercontinental Exchange, Inc. | 01/13/2025 |
12 | Intercontinental Exchange, Inc. Shares Bought by First Financial Corp IN | 01/14/2025 |
13 | Why Is Intercontinental Exchange Among the Best Financial Services Stocks to Buy According to Analysts | 01/15/2025 |
14 | JGP Wealth Management LLC Grows Position in Intercontinental Exchange, Inc. | 01/17/2025 |
15 | Intercontinental Exchange, Inc. is Perpetual Ltds 5th Largest Position | 01/21/2025 |
About Intercontinental 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 Intercontinental or other stocks. Alpha measures the amount that position in Intercontinental Exchange 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) | Dividend Yield | 0.0149 | 0.0132 | 0.0119 | 0.00832 | Price To Sales Ratio | 5.95 | 7.31 | 8.41 | 7.99 |
Intercontinental Upcoming Company Events
As portrayed in its financial statements, the presentation of Intercontinental's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Intercontinental's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Intercontinental's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Intercontinental. Please utilize our Beneish M Score to check the likelihood of Intercontinental's management manipulating its earnings.
| 8th of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 8th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Intercontinental
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Check out Intercontinental Backtesting, Intercontinental Valuation, Intercontinental Correlation, Intercontinental Hype Analysis, Intercontinental Volatility, Intercontinental History and analyze Intercontinental Performance. You can also try the USA ETFs module to find actively traded Exchange Traded Funds (ETF) in USA.
Intercontinental 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.