Integrated Media Technology Stock Alpha and Beta Analysis
| IMTE Stock | USD 1.16 0.05 4.13% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Integrated Media Technology. It also helps investors analyze the systematic and unsystematic risks associated with investing in Integrated Media over a specified time horizon. Remember, high Integrated Media'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 Integrated Media's market risk premium analysis include:
Beta 0.64 | Alpha (0.22) | Risk 6.27 | Sharpe Ratio (0.01) | Expected Return (0.08) |
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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.
Integrated |
Integrated Media Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Integrated Media market risk premium is the additional return an investor will receive from holding Integrated Media 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 Integrated Media. 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 Integrated Media's performance over market.| α | -0.22 | β | 0.64 |
Integrated Media 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 Integrated Media's Buy-and-hold return. Our buy-and-hold chart shows how Integrated Media performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Integrated Media Market Price Analysis
Market price analysis indicators help investors to evaluate how Integrated Media stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Integrated Media shares will generate the highest return on investment. By understating and applying Integrated Media stock market price indicators, traders can identify Integrated Media position entry and exit signals to maximize returns.
Integrated Media Return and Market Media
The median price of Integrated Media for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 1.33 with a coefficient of variation of 13.88. The daily time series for the period is distributed with a sample standard deviation of 0.19, arithmetic mean of 1.36, and mean deviation of 0.14. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Form 20-F Integrated Media Technol For Dec 31 - StreetInsider.com | 10/22/2024 |
2 | DSP - Viant Technology Inc. Latest Stock News Market Updates - StockTitan | 11/12/2024 |
About Integrated Media 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 Integrated or other stocks. Alpha measures the amount that position in Integrated Media Tec 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 | 2023 | 2024 (projected) | Payables Turnover | 1.45 | 6.98 | 2.69 | 2.56 | Days Of Inventory On Hand | 4.9K | 3.3K | 4.2K | 4.4K |
Integrated Media Upcoming Company Events
As portrayed in its financial statements, the presentation of Integrated Media's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Integrated Media's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Integrated Media's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Integrated Media. Please utilize our Beneish M Score to check the likelihood of Integrated Media's management manipulating its earnings.
| 26th of April 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Integrated Media
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 Integrated Media Backtesting, Integrated Media Valuation, Integrated Media Correlation, Integrated Media Hype Analysis, Integrated Media Volatility, Integrated Media History and analyze Integrated Media Performance. You can also try the Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.
Integrated Media 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.