Iclick Interactive Asia Stock Alpha and Beta Analysis
| ICLK Stock | USD 5.59 1.29 30.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as iClick Interactive Asia. It also helps investors analyze the systematic and unsystematic risks associated with investing in IClick Interactive over a specified time horizon. Remember, high IClick Interactive'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 IClick Interactive's market risk premium analysis include:
Beta 0.42 | Alpha 0.46 | Risk 5.24 | Sharpe Ratio 0.2 | Expected Return 1.04 |
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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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IClick Interactive Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. IClick Interactive market risk premium is the additional return an investor will receive from holding IClick Interactive 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 IClick Interactive. 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 IClick Interactive's performance over market.| α | 0.46 | β | 0.42 |
IClick Interactive 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 IClick Interactive's Buy-and-hold return. Our buy-and-hold chart shows how IClick Interactive performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.IClick Interactive Market Price Analysis
Market price analysis indicators help investors to evaluate how IClick Interactive stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading IClick Interactive shares will generate the highest return on investment. By understating and applying IClick Interactive stock market price indicators, traders can identify IClick Interactive position entry and exit signals to maximize returns.
IClick Interactive Return and Market Media
The median price of IClick Interactive for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 3.18 with a coefficient of variation of 8.08. The daily time series for the period is distributed with a sample standard deviation of 0.26, arithmetic mean of 3.19, and mean deviation of 0.17. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | iClick Interactive Asia Group Limited Schedules 2024 Annual General Meeting for September 30, 2024 | 09/11/2024 |
2 | iClick Interactive Asia Group Limited Announces Annual General Meeting Results | 09/30/2024 |
3 | ICLK Stock Surges Over 5 percent Amid Advertising Sector Decline | 11/15/2024 |
4 | iClick Stock Soars to 52-Week High, Reaching 4.04 By Investing.com - Investing.com Australia | 11/22/2024 |
About IClick Interactive 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 IClick or other stocks. Alpha measures the amount that position in iClick Interactive Asia 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) | Days Sales Outstanding | 245.18 | 151.06 | 166.94 | 147.56 | PTB Ratio | 1.56 | 0.52 | 1.05 | 1.0 |
IClick Interactive Upcoming Company Events
As portrayed in its financial statements, the presentation of IClick Interactive's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, IClick Interactive's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of IClick Interactive's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of IClick Interactive. Please utilize our Beneish M Score to check the likelihood of IClick Interactive's management manipulating its earnings.
| 9th of May 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Check out IClick Interactive Backtesting, IClick Interactive Valuation, IClick Interactive Correlation, IClick Interactive Hype Analysis, IClick Interactive Volatility, IClick Interactive History and analyze IClick Interactive Performance. You can also try the Equity Valuation module to check real value of public entities based on technical and fundamental data.
IClick Interactive 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.