Insteel Industries Stock Alpha and Beta Analysis
| IIIN Stock | USD 30.47 0.36 1.20% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Insteel Industries. It also helps investors analyze the systematic and unsystematic risks associated with investing in Insteel Industries over a specified time horizon. Remember, high Insteel Industries' 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 Insteel Industries' market risk premium analysis include:
Beta 1.67 | Alpha (0.29) | Risk 2.28 | Sharpe Ratio (0.06) | Expected Return (0.14) |
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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.
Insteel |
Insteel Industries Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Insteel Industries market risk premium is the additional return an investor will receive from holding Insteel Industries 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 Insteel Industries. 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 Insteel Industries' performance over market.| α | -0.29 | β | 1.67 |
Insteel Industries 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 Insteel Industries' Buy-and-hold return. Our buy-and-hold chart shows how Insteel Industries performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Insteel Industries Market Price Analysis
Market price analysis indicators help investors to evaluate how Insteel Industries stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Insteel Industries shares will generate the highest return on investment. By understating and applying Insteel Industries stock market price indicators, traders can identify Insteel Industries position entry and exit signals to maximize returns.
Insteel Industries Return and Market Media
The median price of Insteel Industries for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 30.13 with a coefficient of variation of 6.37. The daily time series for the period is distributed with a sample standard deviation of 1.93, arithmetic mean of 30.24, and mean deviation of 1.46. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by H Woltz of 5647 shares of Insteel Industries subject to Rule 16b-3 | 09/04/2024 |
2 | Acquisition by Elizabeth Southern of 1174 shares of Insteel Industries subject to Rule 16b-3 | 09/06/2024 |
| Insteel Industries dividend paid on 27th of September 2024 | 09/27/2024 |
3 | Insteel Industries, Inc. Shares Sold by AQR Capital Management LLC - MarketBeat | 10/07/2024 |
4 | Insteel GAAP EPS of 0.24 misses by 0.07, revenue of 134.3M misses by 10.9M | 10/17/2024 |
5 | Insteel Industries Full Year 2024 Earnings Misses Expectations | 10/18/2024 |
6 | Sherwin-Williams Q3 Earnings Report Preview What To Look For | 10/21/2024 |
7 | Cirrus Logic and Insteel have been highlighted as Zacks Bull and Bear of the Day | 10/24/2024 |
8 | Janus Q3 Earnings What To Expect | 10/28/2024 |
9 | Insteel declares 0.03 dividend special cash dividend of 1.00share | 11/12/2024 |
10 | Insteel Industries Announces Closure of Warren, Ohio Facility | 11/18/2024 |
About Insteel Industries 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 Insteel or other stocks. Alpha measures the amount that position in Insteel Industries 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.
| 2011 | 2016 | 2022 | 2024 (projected) | Dividend Yield | 0.0307 | 0.0795 | 0.0846 | 0.0652 | Price To Sales Ratio | 1.62 | 0.63 | 1.14 | 0.98 |
Insteel Industries Upcoming Company Events
As portrayed in its financial statements, the presentation of Insteel Industries' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Insteel Industries' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Insteel Industries' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Insteel Industries. Please utilize our Beneish M Score to check the likelihood of Insteel Industries' management manipulating its earnings.
| 18th of April 2024 Upcoming Quarterly Report | View | |
| 18th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 17th of October 2024 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 30th of September 2023 Last Financial Announcement | View |
Build Portfolio with Insteel Industries
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Check out Insteel Industries Backtesting, Insteel Industries Valuation, Insteel Industries Correlation, Insteel Industries Hype Analysis, Insteel Industries Volatility, Insteel Industries History and analyze Insteel Industries Performance. To learn how to invest in Insteel Stock, please use our How to Invest in Insteel Industries guide.You can also try the Piotroski F Score module to get Piotroski F Score based on the binary analysis strategy of nine different fundamentals.
Insteel Industries 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.