Infinera Stock Alpha and Beta Analysis
| INFN Stock | USD 6.62 0.02 0.30% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Infinera. It also helps investors analyze the systematic and unsystematic risks associated with investing in Infinera over a specified time horizon. Remember, high Infinera'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 Infinera's market risk premium analysis include:
Beta 0.27 | Alpha 0.11 | Risk 0.98 | Sharpe Ratio 0.15 | Expected Return 0.15 |
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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.
Infinera |
Infinera Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Infinera market risk premium is the additional return an investor will receive from holding Infinera 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 Infinera. 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 Infinera's performance over market.| α | 0.11 | β | 0.27 |
Infinera 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 Infinera's Buy-and-hold return. Our buy-and-hold chart shows how Infinera performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Infinera Market Price Analysis
Market price analysis indicators help investors to evaluate how Infinera stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Infinera shares will generate the highest return on investment. By understating and applying Infinera stock market price indicators, traders can identify Infinera position entry and exit signals to maximize returns.
Infinera Return and Market Media
The median price of Infinera for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 6.67 with a coefficient of variation of 3.52. The daily time series for the period is distributed with a sample standard deviation of 0.23, arithmetic mean of 6.59, and mean deviation of 0.18. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 8333 shares by David Welch of Infinera subject to Rule 16b-3 | 09/05/2024 |
2 | Acquisition by Nicholas Walden of 5334 shares of Infinera subject to Rule 16b-3 | 09/06/2024 |
3 | Acquisition by Lakkaraju Roop Kalyan of 36697 shares of Infinera subject to Rule 16b-3 | 09/26/2024 |
4 | Infinera Research Coverage Started at StockNews.com | 09/30/2024 |
5 | Disposition of 5417 shares by Nicholas Walden of Infinera subject to Rule 16b-3 | 10/04/2024 |
6 | Nokia Sales Miss Estimates as Turnaround Fails to Take Shape | 10/17/2024 |
7 | Infinera Secures up to 93 Million in CHIPS Act Funding to Boost U.S. Semiconductor Manufacturing | 10/18/2024 |
8 | Infinera Corporation Reports Third Quarter 2024 Financial Results | 11/05/2024 |
9 | Paul Tudor Jones Amplifies Portfolio with Strategic Additions in Q3 2024 | 11/15/2024 |
10 | Nokia launches stock buyback plan to offset dilutive effect of Infinera deal | 11/22/2024 |
About Infinera 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 Infinera or other stocks. Alpha measures the amount that position in Infinera 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 | 86.38 | 97.38 | 111.99 | 118.91 | PTB Ratio | 4.97 | 8.12 | 7.31 | 7.67 |
Infinera Upcoming Company Events
As portrayed in its financial statements, the presentation of Infinera's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Infinera's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Infinera's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Infinera. Please utilize our Beneish M Score to check the likelihood of Infinera's management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Infinera
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 Infinera Backtesting, Infinera Valuation, Infinera Correlation, Infinera Hype Analysis, Infinera Volatility, Infinera History and analyze Infinera Performance. To learn how to invest in Infinera Stock, please use our How to Invest in Infinera guide.You can also try the Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.
Infinera 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.