Inventrust Properties Corp Stock Alpha and Beta Analysis
| IVT Stock | USD 30.75 0.16 0.52% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Inventrust Properties Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Inventrust Properties over a specified time horizon. Remember, high Inventrust Properties' 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 Inventrust Properties' market risk premium analysis include:
Beta 0.51 | Alpha 0.0759 | Risk 1.05 | Sharpe Ratio 0.11 | Expected Return 0.12 |
Inventrust Properties Quarterly Cash And Equivalents |
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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.
Inventrust |
Inventrust Properties Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Inventrust Properties market risk premium is the additional return an investor will receive from holding Inventrust Properties 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 Inventrust Properties. 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 Inventrust Properties' performance over market.| α | 0.08 | β | 0.51 |
Inventrust Properties 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 Inventrust Properties' Buy-and-hold return. Our buy-and-hold chart shows how Inventrust Properties performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Inventrust Properties Market Price Analysis
Market price analysis indicators help investors to evaluate how Inventrust Properties stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Inventrust Properties shares will generate the highest return on investment. By understating and applying Inventrust Properties stock market price indicators, traders can identify Inventrust Properties position entry and exit signals to maximize returns.
Inventrust Properties Return and Market Media
The median price of Inventrust Properties for the period between Mon, Aug 26, 2024 and Sun, Nov 24, 2024 is 29.37 with a coefficient of variation of 2.59. The daily time series for the period is distributed with a sample standard deviation of 0.76, arithmetic mean of 29.45, and mean deviation of 0.58. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 2217 shares by Michael Phillips of Inventrust Properties subject to Rule 16b-3 | 09/19/2024 |
2 | TriLink BioTechnologies Alphazyme Collaborate to Launch New CleanScribe RNA Polymerase | 09/24/2024 |
3 | Acquisition by Paula Saban of 4829 shares of Inventrust Properties subject to Rule 16b-3 | 10/11/2024 |
| Inventrust Properties dividend paid on 15th of October 2024 | 10/15/2024 |
4 | Pixalate Reveals Top 10 Connected TV Ad Fraud Types in Sept. 2024 for Roku, Apple TV, Amazon Fire TV, Samsung TV Apps App Spoofing is Most Common CTV Ad Fraud T... | 10/16/2024 |
5 | InvenTrust Properties Corp. Recasts and Upsizes Its Unsecured Revolving Credit Facility by 150 Million to 500 Million | 10/25/2024 |
6 | US Ad Industry Extends Success in Fight Against Fraud with Fourth Straight Year of Sub-1 percent IVT in TAG Certified Channels | 10/29/2024 |
7 | Earnings call InvenTrust reports growth and raises 2024 guidance | 10/31/2024 |
8 | InvenTrust Properties Corp. Q3 2024 Earnings Call Transcript | 11/01/2024 |
9 | Jefferies cautious on Inventrust stock as valuation nears peak | 11/19/2024 |
10 | Quest Partners LLC Reduces Position in InvenTrust Properties Corp. - MarketBeat | 11/21/2024 |
About Inventrust Properties 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 Inventrust or other stocks. Alpha measures the amount that position in Inventrust Properties 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) | Dividend Yield | 0.0287 | 0.0347 | 0.0336 | 0.067 | Price To Sales Ratio | 9.14 | 6.74 | 6.59 | 6.26 |
Inventrust Properties Upcoming Company Events
As portrayed in its financial statements, the presentation of Inventrust Properties' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Inventrust Properties' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Inventrust Properties' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Inventrust Properties. Please utilize our Beneish M Score to check the likelihood of Inventrust Properties' management manipulating its earnings.
| 13th of February 2024 Upcoming Quarterly Report | View | |
| 25th of April 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 Inventrust Properties
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Additional Tools for Inventrust Stock Analysis
When running Inventrust Properties' price analysis, check to measure Inventrust Properties' 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 Inventrust Properties is operating at the current time. Most of Inventrust Properties' value examination focuses on studying past and present price action to predict the probability of Inventrust Properties' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Inventrust Properties' price. Additionally, you may evaluate how the addition of Inventrust Properties to your portfolios can decrease your overall portfolio volatility.