Imperial Equities Stock Alpha and Beta Analysis
| IEI Stock | CAD 4.03 0.45 10.04% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Imperial Equities. It also helps investors analyze the systematic and unsystematic risks associated with investing in Imperial Equities over a specified time horizon. Remember, high Imperial Equities' 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 Imperial Equities' market risk premium analysis include:
Beta (0.44) | Alpha (0.06) | Risk 2.02 | Sharpe Ratio 0.0175 | Expected Return 0.0354 |
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.
Imperial |
Imperial Equities Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Imperial Equities market risk premium is the additional return an investor will receive from holding Imperial Equities 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 Imperial Equities. 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 Imperial Equities' performance over market.| α | -0.06 | β | -0.44 |
Imperial Equities 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 Imperial Equities' Buy-and-hold return. Our buy-and-hold chart shows how Imperial Equities performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Imperial Equities Market Price Analysis
Market price analysis indicators help investors to evaluate how Imperial Equities stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Imperial Equities shares will generate the highest return on investment. By understating and applying Imperial Equities stock market price indicators, traders can identify Imperial Equities position entry and exit signals to maximize returns.
Imperial Equities Return and Market Media
The median price of Imperial Equities for the period between Mon, Aug 26, 2024 and Sun, Nov 24, 2024 is 4.0 with a coefficient of variation of 5.63. The daily time series for the period is distributed with a sample standard deviation of 0.23, arithmetic mean of 4.16, and mean deviation of 0.22. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Imperial Oil Limited Receives Average Recommendation of Hold from Brokerages - MarketBeat | 09/26/2024 |
2 | IMPERIAL EQUITIES DECLARES QUARTERLY DIVIDEND - Yahoo Finance | 10/03/2024 |
3 | Imperial Brands Raises Dividends on Earnings Growth - Morningstar | 11/20/2024 |
About Imperial Equities 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 Imperial or other stocks. Alpha measures the amount that position in Imperial Equities 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 | 2024 (projected) | Dividend Yield | 0.014 | 0.0177 | 0.0174 | Price To Sales Ratio | 2.48 | 2.16 | 2.36 |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Imperial Equities in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Imperial Equities' short interest history, or implied volatility extrapolated from Imperial Equities options trading.
Build Portfolio with Imperial Equities
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
Additional Tools for Imperial Stock Analysis
When running Imperial Equities' price analysis, check to measure Imperial Equities' 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 Imperial Equities is operating at the current time. Most of Imperial Equities' value examination focuses on studying past and present price action to predict the probability of Imperial Equities' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Imperial Equities' price. Additionally, you may evaluate how the addition of Imperial Equities to your portfolios can decrease your overall portfolio volatility.