Icu Medical Stock Alpha and Beta Analysis
| ICUI Stock | USD 165.95 2.35 1.40% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ICU Medical. It also helps investors analyze the systematic and unsystematic risks associated with investing in ICU Medical over a specified time horizon. Remember, high ICU Medical'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 ICU Medical's market risk premium analysis include:
Beta 0.44 | Alpha (0.11) | Risk 1.9 | Sharpe Ratio (0.02) | Expected Return (0.03) |
Enterprise Value |
|
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.
ICU |
ICU Medical Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ICU Medical market risk premium is the additional return an investor will receive from holding ICU Medical 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 ICU Medical. 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 ICU Medical's performance over market.| α | -0.11 | β | 0.44 |
ICU Medical 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 ICU Medical's Buy-and-hold return. Our buy-and-hold chart shows how ICU Medical performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.ICU Medical Market Price Analysis
Market price analysis indicators help investors to evaluate how ICU Medical stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ICU Medical shares will generate the highest return on investment. By understating and applying ICU Medical stock market price indicators, traders can identify ICU Medical position entry and exit signals to maximize returns.
ICU Medical Return and Market Media
The median price of ICU Medical for the period between Fri, Nov 1, 2024 and Thu, Jan 30, 2025 is 166.19 with a coefficient of variation of 4.65. The daily time series for the period is distributed with a sample standard deviation of 7.68, arithmetic mean of 165.33, and mean deviation of 6.64. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 12000 shares by Vivek Jain of ICU Medical at 88.76 subject to Rule 16b-3 | 11/01/2024 |
2 | Wellington Management Group LLP Adjusts Stake in ICU Medical Inc | 11/08/2024 |
3 | ICU Medical Inc Shares Up 1.26 percent on Nov 19 | 11/19/2024 |
4 | Disposition of 1962 shares by Christian Voigtlander of ICU Medical at 169.0756 subject to Rule 16b-3 | 11/25/2024 |
5 | ICU Medical stock target held with overweight rating after survey | 12/04/2024 |
6 | ICU Medical, Inc.s Shares Lagging The Industry But So Is The Business | 12/06/2024 |
7 | ICU Medical Shares Gap Up Still a Buy | 12/13/2024 |
8 | Infusion Pump Market is expected to generate a revenue of USD 24.09 Billion by 2031, Globally, at 6 percent CAGR Verified Market Research | 12/19/2024 |
9 | Possible Bearish Signals With ICU Medical Insiders Disposing Stock | 12/27/2024 |
10 | Disposition of 1373 shares by Vivek Jain of ICU Medical at 88.76 subject to Rule 16b-3 | 01/02/2025 |
11 | ICU Medical to Present at J.P. Morgan Healthcare Conference 2025 Key Investor Event - StockTitan | 01/03/2025 |
12 | New Strong Buy Stocks for January 14th | 01/14/2025 |
13 | Arterial Blood Gas Kits Market Size to Hit 1.29 Billion by 2031, At 7.8 percent CAGR The Insight Partners | 01/21/2025 |
14 | Kirr Marbach Co. LLC IN Sells 1,616 Shares of ICU Medical, Inc. - MarketBeat | 01/29/2025 |
About ICU Medical 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 ICU or other stocks. Alpha measures the amount that position in ICU Medical 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) | Days Sales Outstanding | 35.49 | 29.43 | 33.84 | 32.15 | PTB Ratio | 1.8 | 1.13 | 1.3 | 1.24 |
ICU Medical Upcoming Company Events
As portrayed in its financial statements, the presentation of ICU Medical's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, ICU Medical's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of ICU Medical's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of ICU Medical. Please utilize our Beneish M Score to check the likelihood of ICU Medical's management manipulating its earnings.
| 26th of February 2024 Upcoming Quarterly Report | View | |
| 13th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 26th 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 ICU Medical
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 ICU Medical Backtesting, ICU Medical Valuation, ICU Medical Correlation, ICU Medical Hype Analysis, ICU Medical Volatility, ICU Medical History and analyze ICU Medical Performance. For more detail on how to invest in ICU Stock please use our How to Invest in ICU Medical guide.You can also try the Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.
ICU Medical 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.