Integer Holdings Corp Stock Alpha and Beta Analysis
| ITGR Stock | USD 140.28 2.17 1.57% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Integer Holdings Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Integer Holdings over a specified time horizon. Remember, high Integer Holdings' 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 Integer Holdings' market risk premium analysis include:
Beta 1.25 | Alpha 0.009124 | Risk 1.64 | Sharpe Ratio 0.0978 | Expected Return 0.16 |
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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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Integer Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Integer Holdings market risk premium is the additional return an investor will receive from holding Integer Holdings 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 Integer Holdings. 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 Integer Holdings' performance over market.| α | 0.01 | β | 1.25 |
Integer Holdings 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 Integer Holdings' Buy-and-hold return. Our buy-and-hold chart shows how Integer Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Integer Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how Integer Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Integer Holdings shares will generate the highest return on investment. By understating and applying Integer Holdings stock market price indicators, traders can identify Integer Holdings position entry and exit signals to maximize returns.
Integer Holdings Return and Market Media
The median price of Integer Holdings for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 128.68 with a coefficient of variation of 3.02. The daily time series for the period is distributed with a sample standard deviation of 3.91, arithmetic mean of 129.64, and mean deviation of 3.05. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Humana and Interwell Health Expand Value-Based Support to Florida | 09/25/2024 |
2 | Integer Earnings Expected to Grow What to Know Ahead of Next Weeks Release | 10/17/2024 |
3 | Disposition of 496 shares by Tom Thomas of Integer Holdings at 100.18 subject to Rule 16b-3 | 10/18/2024 |
4 | Unlocking Q3 Potential of Integer Exploring Wall Street Estimates for Key Metrics | 10/23/2024 |
5 | Integer Q3 Earnings Snapshot | 10/24/2024 |
6 | Q3 2024 Integer Holdings Corp Earnings Call Transcript | 10/25/2024 |
7 | Integer Holdings Corp Trading Down 3.22 percent on Oct 31 | 10/31/2024 |
8 | Integer Holdings Corporation Completes Divestiture of Non-Medical Business for 50 Million | 11/01/2024 |
9 | Integer Holdings Gains 40.8 percent YTD Whats Driving the Stock - Yahoo Finance | 11/12/2024 |
10 | Integer Holdings Insiders Sold US3.5m Of Shares Suggesting Hesitancy | 11/21/2024 |
About Integer Holdings 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 Integer or other stocks. Alpha measures the amount that position in Integer Holdings Corp 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 | 75.26 | 79.11 | 74.56 | 47.38 | PTB Ratio | 2.08 | 1.6 | 2.17 | 2.24 |
Integer Holdings Upcoming Company Events
As portrayed in its financial statements, the presentation of Integer Holdings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Integer Holdings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Integer Holdings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Integer Holdings. Please utilize our Beneish M Score to check the likelihood of Integer Holdings' management manipulating its earnings.
| 15th of February 2024 Upcoming Quarterly Report | View | |
| 25th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 15th 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 Integer Holdings
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Additional Tools for Integer Stock Analysis
When running Integer Holdings' price analysis, check to measure Integer Holdings' 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 Integer Holdings is operating at the current time. Most of Integer Holdings' value examination focuses on studying past and present price action to predict the probability of Integer Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Integer Holdings' price. Additionally, you may evaluate how the addition of Integer Holdings to your portfolios can decrease your overall portfolio volatility.