Ipg Photonics Stock Alpha and Beta Analysis
| IPGP Stock | USD 77.79 2.98 3.98% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as IPG Photonics. It also helps investors analyze the systematic and unsystematic risks associated with investing in IPG Photonics over a specified time horizon. Remember, high IPG Photonics' 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 IPG Photonics' market risk premium analysis include:
Beta (0.08) | Alpha 0.0994 | Risk 2.28 | Sharpe Ratio 0.0854 | Expected Return 0.19 |
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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.
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IPG Photonics Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. IPG Photonics market risk premium is the additional return an investor will receive from holding IPG Photonics 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 IPG Photonics. 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 IPG Photonics' performance over market.| α | 0.1 | β | -0.08 |
IPG Photonics 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 IPG Photonics' Buy-and-hold return. Our buy-and-hold chart shows how IPG Photonics performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.IPG Photonics Market Price Analysis
Market price analysis indicators help investors to evaluate how IPG Photonics stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading IPG Photonics shares will generate the highest return on investment. By understating and applying IPG Photonics stock market price indicators, traders can identify IPG Photonics position entry and exit signals to maximize returns.
IPG Photonics Return and Market Media
The median price of IPG Photonics for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 73.52 with a coefficient of variation of 7.71. The daily time series for the period is distributed with a sample standard deviation of 5.66, arithmetic mean of 73.36, and mean deviation of 4.35. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | IPG Photonics Corp Stock Price Up 3.33 percent on Sep 13 | 09/13/2024 |
2 | Acquisition by Trevor Ness of 869 shares of IPG Photonics subject to Rule 16b-3 | 10/04/2024 |
3 | Investors in IPG Photonics have unfortunately lost 54 percent over the last three years | 10/18/2024 |
4 | IPG Photonics Q3 2024 Earnings Preview | 10/28/2024 |
5 | IPG Q3 Earnings How Key Metrics Compare to Wall Street Estimates | 10/29/2024 |
6 | IPG Photonics Third Quarter 2024 Earnings Revenues Beat Expectations, EPS Lags | 10/30/2024 |
7 | IPG Photonics Co. Short Interest Up 12.2 percent in October | 10/31/2024 |
8 | International Markets and IPG A Deep Dive for Investors | 11/04/2024 |
9 | Disposition of 602 shares by Thomas Burgomaster of IPG Photonics subject to Rule 16b-3 | 11/11/2024 |
10 | Some Investors May Be Worried About IPG Photonics Returns On Capital | 11/19/2024 |
About IPG Photonics 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 IPG or other stocks. Alpha measures the amount that position in IPG Photonics 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.008922 | 0.007931 | Price To Sales Ratio | 3.98 | 3.78 |
IPG Photonics Upcoming Company Events
As portrayed in its financial statements, the presentation of IPG Photonics' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, IPG Photonics' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of IPG Photonics' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of IPG Photonics. Please utilize our Beneish M Score to check the likelihood of IPG Photonics' management manipulating its earnings.
| 13th of February 2024 Upcoming Quarterly Report | View | |
| 7th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 13th 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 IPG Photonics
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Additional Tools for IPG Stock Analysis
When running IPG Photonics' price analysis, check to measure IPG Photonics' 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 IPG Photonics is operating at the current time. Most of IPG Photonics' value examination focuses on studying past and present price action to predict the probability of IPG Photonics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move IPG Photonics' price. Additionally, you may evaluate how the addition of IPG Photonics to your portfolios can decrease your overall portfolio volatility.