Informatica Stock Alpha and Beta Analysis
| INFA Stock | USD 26.37 0.01 0.04% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Informatica. It also helps investors analyze the systematic and unsystematic risks associated with investing in Informatica over a specified time horizon. Remember, high Informatica'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 Informatica's market risk premium analysis include:
Beta 0.92 | Alpha 0.0205 | Risk 2.18 | Sharpe Ratio 0.0654 | Expected Return 0.14 |
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.
Informatica |
Informatica Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Informatica market risk premium is the additional return an investor will receive from holding Informatica 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 Informatica. 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 Informatica's performance over market.| α | 0.02 | β | 0.92 |
Informatica 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 Informatica's Buy-and-hold return. Our buy-and-hold chart shows how Informatica performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Informatica Market Price Analysis
Market price analysis indicators help investors to evaluate how Informatica stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Informatica shares will generate the highest return on investment. By understating and applying Informatica stock market price indicators, traders can identify Informatica position entry and exit signals to maximize returns.
Informatica Return and Market Media
The median price of Informatica for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 25.5 with a coefficient of variation of 3.55. The daily time series for the period is distributed with a sample standard deviation of 0.91, arithmetic mean of 25.55, and mean deviation of 0.73. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by John Schweitzer of 56000 shares of Informatica at 20.0 subject to Rule 16b-3 | 09/06/2024 |
2 | Disposition of 64261 shares by Ansa Sekharan of Informatica at 8.7 subject to Rule 16b-3 | 09/11/2024 |
3 | Acquisition by Ansa Sekharan of 64261 shares of Informatica at 8.7 subject to Rule 16b-3 | 09/13/2024 |
4 | Disposition of 2312 shares by Pellowski Mark of Informatica at 10.0 subject to Rule 16b-3 | 09/16/2024 |
5 | Insider Sale EVP Chief Revenue Officer John Schweitzer Sells Shares of Informatica Inc | 09/19/2024 |
6 | Insider Trading | 10/10/2024 |
7 | Informaticas EVP John Schweitzer sells shares worth 227,495 | 10/17/2024 |
8 | Informatica Inc Q3 2024 Earnings Call Highlights Strong Cloud Growth and Strategic ... | 10/31/2024 |
9 | Disposition of 9276740 shares by Ithaca L.p. of Informatica subject to Rule 16b-3 | 11/04/2024 |
10 | Informatica stock falls as it announces pricing of secondary public offering | 11/08/2024 |
11 | Disposition of 9065609 shares by Canada Pension Plan Investment Board of Informatica at 24.5437 subject to Rule 16b-3 | 11/11/2024 |
12 | Informatica Expands GenAI-Powered CLAIRE GPT in Europe and Asia Pacific Regions | 11/12/2024 |
13 | Informatica Inc Shares Up 5.29 percent on Nov 13 | 11/13/2024 |
14 | Informatica Inc. Expands CLAIRE GPT Globally, Enhancing AI-Powered Data Management in Europe and APAC | 11/14/2024 |
15 | Informatica Director Trades Companys Stock | 11/15/2024 |
16 | Informatica announces approval to commence open market repurchases | 11/18/2024 |
17 | Informaticas EVP John Schweitzer sells 270,616 in stock | 11/19/2024 |
18 | MGNI or INFA Which Is the Better Value Stock Right Now | 11/20/2024 |
19 | Informatica Inc. Enhances AI Capabilities on Microsoft Azure Key Innovations | 11/22/2024 |
About Informatica 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 Informatica or other stocks. Alpha measures the amount that position in Informatica 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) | Days Sales Outstanding | 136.88 | 133.37 | 132.7 | 148.28 | PTB Ratio | 5.19 | 2.23 | 3.7 | 5.34 |
Informatica Upcoming Company Events
As portrayed in its financial statements, the presentation of Informatica's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Informatica's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Informatica's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Informatica. Please utilize our Beneish M Score to check the likelihood of Informatica's management manipulating its earnings.
| 14th of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 14th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out Informatica Backtesting, Informatica Valuation, Informatica Correlation, Informatica Hype Analysis, Informatica Volatility, Informatica History and analyze Informatica Performance. For information on how to trade Informatica Stock refer to our How to Trade Informatica Stock guide.You can also try the Bond Analysis module to evaluate and analyze corporate bonds as a potential investment for your portfolios..
Informatica 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.