Intellicheck Mobilisa Stock Alpha and Beta Analysis
| IDN Stock | USD 2.71 0.12 4.63% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Intellicheck Mobilisa. It also helps investors analyze the systematic and unsystematic risks associated with investing in Intellicheck Mobilisa over a specified time horizon. Remember, high Intellicheck Mobilisa'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 Intellicheck Mobilisa's market risk premium analysis include:
Beta 1.09 | Alpha 0.22 | Risk 3.98 | Sharpe Ratio 0.0858 | Expected Return 0.34 |
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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.
Intellicheck |
Intellicheck Mobilisa Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Intellicheck Mobilisa market risk premium is the additional return an investor will receive from holding Intellicheck Mobilisa 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 Intellicheck Mobilisa. 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 Intellicheck Mobilisa's performance over market.| α | 0.22 | β | 1.09 |
Intellicheck Mobilisa 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 Intellicheck Mobilisa's Buy-and-hold return. Our buy-and-hold chart shows how Intellicheck Mobilisa performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Intellicheck Mobilisa Market Price Analysis
Market price analysis indicators help investors to evaluate how Intellicheck Mobilisa stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Intellicheck Mobilisa shares will generate the highest return on investment. By understating and applying Intellicheck Mobilisa stock market price indicators, traders can identify Intellicheck Mobilisa position entry and exit signals to maximize returns.
Intellicheck Mobilisa Return and Market Media
The median price of Intellicheck Mobilisa for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 2.24 with a coefficient of variation of 9.52. The daily time series for the period is distributed with a sample standard deviation of 0.22, arithmetic mean of 2.27, and mean deviation of 0.18. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Bryan Lewis of 2000 shares of Intellicheck Mobilisa at 2.0638 subject to Rule 16b-3 | 09/09/2024 |
2 | Acquisition by Bryan Lewis of 1400 shares of Intellicheck Mobilisa at 2.07 subject to Rule 16b-3 | 09/10/2024 |
3 | Acquisition by Adam Sragovicz of 600 shares of Intellicheck Mobilisa at 2.03 subject to Rule 16b-3 | 09/11/2024 |
4 | Acquisition by Smith Guy L of 1000 shares of Intellicheck Mobilisa at 2.01 subject to Rule 16b-3 | 09/13/2024 |
5 | Intellicheck Successfully Completes SOC 2 Type II Audit | 09/19/2024 |
6 | Acquisition by Black Dondi of 2304 shares of Intellicheck Mobilisa at 2.17 subject to Rule 16b-3 | 09/30/2024 |
7 | Disposition of 1500 shares by Jeffrey Ishmael of Intellicheck Mobilisa at 3.95 subject to Rule 16b-3 | 10/18/2024 |
8 | SoundThinking Reports Q3 Loss, Tops Revenue Estimates | 11/12/2024 |
9 | Intellicheck Mobilisa, Inc. Reports Q3 Loss, Misses Revenue Estimates | 11/13/2024 |
10 | Intellicheck CEO Sees Demand for Banking ID Verification as Fraudsters Grow Bolder | 11/14/2024 |
11 | Intellicheck, Inc. Q3 2024 Earnings Call Transcript | 11/15/2024 |
About Intellicheck Mobilisa 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 Intellicheck or other stocks. Alpha measures the amount that position in Intellicheck Mobilisa 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.00201 | 0.001758 | Price To Sales Ratio | 1.93 | 1.84 |
Intellicheck Mobilisa Upcoming Company Events
As portrayed in its financial statements, the presentation of Intellicheck Mobilisa's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Intellicheck Mobilisa's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Intellicheck Mobilisa's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Intellicheck Mobilisa. Please utilize our Beneish M Score to check the likelihood of Intellicheck Mobilisa's management manipulating its earnings.
| 19th of March 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 19th of March 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 Intellicheck Mobilisa
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
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Check out Intellicheck Mobilisa Backtesting, Intellicheck Mobilisa Valuation, Intellicheck Mobilisa Correlation, Intellicheck Mobilisa Hype Analysis, Intellicheck Mobilisa Volatility, Intellicheck Mobilisa History and analyze Intellicheck Mobilisa Performance. To learn how to invest in Intellicheck Stock, please use our How to Invest in Intellicheck Mobilisa guide.You can also try the Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.
Intellicheck Mobilisa 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.