InterContinental (UK) Alpha and Beta Analysis
| IHG Stock | 9,670 26.00 0.27% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as InterContinental Hotels Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in InterContinental over a specified time horizon. Remember, high InterContinental'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 InterContinental's market risk premium analysis include:
Beta 0.94 | Alpha 0.3 | Risk 1.13 | Sharpe Ratio 0.36 | Expected Return 0.41 |
InterContinental Quarterly Cash And Equivalents |
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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.
InterContinental |
InterContinental Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. InterContinental market risk premium is the additional return an investor will receive from holding InterContinental 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 InterContinental. 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 InterContinental's performance over market.| α | 0.30 | β | 0.94 |
InterContinental 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 InterContinental's Buy-and-hold return. Our buy-and-hold chart shows how InterContinental performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.InterContinental Market Price Analysis
Market price analysis indicators help investors to evaluate how InterContinental stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading InterContinental shares will generate the highest return on investment. By understating and applying InterContinental stock market price indicators, traders can identify InterContinental position entry and exit signals to maximize returns.
InterContinental Return and Market Media
The median price of InterContinental for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 8358.0 with a coefficient of variation of 7.52. The daily time series for the period is distributed with a sample standard deviation of 626.84, arithmetic mean of 8339.75, and mean deviation of 499.65. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | InterContinental Hotels Group Upgraded to Buy at The Goldman Sachs Group - MarketBeat | 09/18/2024 |
| InterContinental dividend paid on 3rd of October 2024 | 10/03/2024 |
2 | InterContinental Hotels Group Stock Price Crosses Above 200-Day Moving Average - Whats Next - MarketBeat | 11/20/2024 |
About InterContinental 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 InterContinental or other stocks. Alpha measures the amount that position in InterContinental Hotels 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.
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 InterContinental 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, InterContinental's short interest history, or implied volatility extrapolated from InterContinental options trading.
Build Portfolio with InterContinental
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 InterContinental Backtesting, InterContinental Valuation, InterContinental Correlation, InterContinental Hype Analysis, InterContinental Volatility, InterContinental History and analyze InterContinental Performance. You can also try the Theme Ratings module to determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.
InterContinental 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.