Ies Holdings Stock Alpha and Beta Analysis
| IESC Stock | USD 278.01 7.54 2.79% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as IES Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in IES Holdings over a specified time horizon. Remember, high IES Holdings' 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 IES Holdings' market risk premium analysis include:
Beta 2.6 | Alpha 0.46 | Risk 3.64 | Sharpe Ratio 0.2 | Expected Return 0.73 |
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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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IES Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. IES Holdings market risk premium is the additional return an investor will receive from holding IES Holdings 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 IES Holdings. 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 IES Holdings' performance over market.| α | 0.46 | β | 2.60 |
IES Holdings 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 IES Holdings' Buy-and-hold return. Our buy-and-hold chart shows how IES Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.IES Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how IES Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading IES Holdings shares will generate the highest return on investment. By understating and applying IES Holdings stock market price indicators, traders can identify IES Holdings position entry and exit signals to maximize returns.
IES Holdings Return and Market Media
The median price of IES Holdings for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 210.23 with a coefficient of variation of 18.73. The daily time series for the period is distributed with a sample standard deviation of 39.41, arithmetic mean of 210.39, and mean deviation of 31.31. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Baldock Jennifer A of 228 shares of IES Holdings subject to Rule 16b-3 | 08/30/2024 |
2 | Disposition of 2092 shares by Cleveland Todd M of IES Holdings at 155.48 subject to Rule 16b-3 | 09/11/2024 |
3 | Disposition of 4383 shares by Jeffrey Gendell of IES Holdings at 160.5 subject to Rule 16b-3 | 09/12/2024 |
4 | Disposition of 1487 shares by Jeffrey Gendell of IES Holdings at 163.3 subject to Rule 16b-3 | 09/13/2024 |
5 | Disposition of 4969 shares by Jeffrey Gendell of IES Holdings at 161.53 subject to Rule 16b-3 | 09/16/2024 |
6 | Insider Trading | 09/23/2024 |
7 | Head to Head Comparison Sterling Infrastructure vs. IES | 09/27/2024 |
8 | Acquisition by Baldock Jennifer A of 134 shares of IES Holdings subject to Rule 16b-3 | 10/01/2024 |
9 | Consortium Led by Mason Capital Management to Acquire CBI From McDermott | 10/07/2024 |
10 | Disposition of 6171 shares by Jeffrey Gendell of IES Holdings at 127.24 subject to Rule 16b-3 | 10/11/2024 |
11 | Disposition of 4593 shares by Jeffrey Gendell of IES Holdings at 90.18 subject to Rule 16b-3 | 10/22/2024 |
12 | Investors Appear Satisfied With IES Holdings, Inc.s Prospects As Shares Rocket 27 | 11/08/2024 |
13 | Jim Cramer on IES Holdings, Inc. This Is A Terrific Infrastructure Play | 11/20/2024 |
14 | Integrated Electrical Services Fiscal Q4 Earnings Snapshot | 11/22/2024 |
About IES Holdings 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 IES or other stocks. Alpha measures the amount that position in IES Holdings 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 | 0.003182 | 0.002829 | Price To Sales Ratio | 1.4 | 11.0 |
IES Holdings Upcoming Company Events
As portrayed in its financial statements, the presentation of IES Holdings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, IES Holdings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of IES Holdings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of IES Holdings. Please utilize our Beneish M Score to check the likelihood of IES Holdings' management manipulating its earnings.
| 2nd of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with IES Holdings
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Align your risk with return expectations
Check out IES Holdings Backtesting, IES Holdings Valuation, IES Holdings Correlation, IES Holdings Hype Analysis, IES Holdings Volatility, IES Holdings History and analyze IES Holdings Performance. For information on how to trade IES Stock refer to our How to Trade IES Stock guide.You can also try the Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
IES Holdings 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.