Inc Research Holdings Stock Alpha and Beta Analysis
| INCR Stock | USD 1.42 0.07 5.19% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as INC Research Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in INC Research over a specified time horizon. Remember, high INC Research'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 INC Research's market risk premium analysis include:
Beta 0.33 | Alpha (0.58) | Risk 4.57 | Sharpe Ratio (0.14) | Expected Return (0.64) |
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.
INC |
INC Research Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. INC Research market risk premium is the additional return an investor will receive from holding INC Research 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 INC Research. 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 INC Research's performance over market.| α | -0.58 | β | 0.33 |
INC Research 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 INC Research's Buy-and-hold return. Our buy-and-hold chart shows how INC Research performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.INC Research Market Price Analysis
Market price analysis indicators help investors to evaluate how INC Research stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading INC Research shares will generate the highest return on investment. By understating and applying INC Research stock market price indicators, traders can identify INC Research position entry and exit signals to maximize returns.
INC Research Return and Market Media
The median price of INC Research for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 1.82 with a coefficient of variation of 13.8. The daily time series for the period is distributed with a sample standard deviation of 0.25, arithmetic mean of 1.79, and mean deviation of 0.18. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Research less, shop more How Amazons AI Shopping Guides help you find what you need | 10/11/2024 |
2 | Weekly Research Analysts Ratings Changes for J.B. Hunt Transport Services | 10/23/2024 |
3 | Bitcoin Mining Bans Can Backfire on Climate Conscious Governments, a New Research Finds | 11/01/2024 |
4 | Monkeys That Escaped Research Facility Still on the Loose, Authorities Say | 11/08/2024 |
5 | Research Analysts Weekly Ratings Changes for Premier | 11/12/2024 |
6 | Perdoceo Education Stock Price Expected to Rise, Barrington Research Analyst Says | 11/13/2024 |
7 | Acquisition by Gibertini Michael of 10567 shares of INC Research subject to Rule 16b-3 | 11/14/2024 |
8 | University of Phoenix Center for Workplace Diversity and Inclusion Research Team Presents at EDUCAUSE Conference | 11/15/2024 |
9 | Blackbaud Institute Releases New Research on Charitable Support Trends Across Generations in Australia and New Zealand | 11/19/2024 |
10 | Lineage Explores Connection Between Food Infrastructure and Economic Development in New Research by Economist Impact | 11/21/2024 |
11 | Groundbreaking New FDA-Approved Drug for Acute Leukemia First Administered at Florida Cancer Specialists Research Institute Sarasota Drug Development Unit | 11/22/2024 |
About INC Research 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 INC or other stocks. Alpha measures the amount that position in INC Research 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Graham Number | 5.78 | 15.68 | 17.48 | 16.61 | Receivables Turnover | 5.85 | 9.54 | 5.82 | 5.53 |
INC Research Upcoming Company Events
As portrayed in its financial statements, the presentation of INC Research's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, INC Research's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of INC Research's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of INC Research. Please utilize our Beneish M Score to check the likelihood of INC Research's management manipulating its earnings.
| 29th of March 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with INC Research
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 INC Stock Analysis
When running INC Research's price analysis, check to measure INC Research's 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 INC Research is operating at the current time. Most of INC Research's value examination focuses on studying past and present price action to predict the probability of INC Research's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move INC Research's price. Additionally, you may evaluate how the addition of INC Research to your portfolios can decrease your overall portfolio volatility.