Ingevity Corp Stock Alpha and Beta Analysis
| NGVT Stock | USD 50.21 1.65 3.40% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ingevity Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ingevity Corp over a specified time horizon. Remember, high Ingevity Corp'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 Ingevity Corp's market risk premium analysis include:
Beta 2.51 | Alpha 0.21 | Risk 4.37 | Sharpe Ratio 0.12 | Expected Return 0.5 |
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.
Ingevity |
Ingevity Corp Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ingevity Corp market risk premium is the additional return an investor will receive from holding Ingevity Corp 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 Ingevity Corp. 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 Ingevity Corp's performance over market.| α | 0.21 | β | 2.51 |
Ingevity Corp 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 Ingevity Corp's Buy-and-hold return. Our buy-and-hold chart shows how Ingevity Corp performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Ingevity Corp Market Price Analysis
Market price analysis indicators help investors to evaluate how Ingevity Corp stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Ingevity Corp shares will generate the highest return on investment. By understating and applying Ingevity Corp stock market price indicators, traders can identify Ingevity Corp position entry and exit signals to maximize returns.
Ingevity Corp Return and Market Media
The median price of Ingevity Corp for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 38.6 with a coefficient of variation of 11.92. The daily time series for the period is distributed with a sample standard deviation of 4.64, arithmetic mean of 38.93, and mean deviation of 3.76. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 367 shares by Mary Hall of Ingevity Corp at 82.56 subject to Rule 16b-3 | 09/12/2024 |
2 | Acquisition by Fernandez-moreno Luis M of 26696 shares of Ingevity Corp subject to Rule 16b-3 | 10/02/2024 |
3 | Ingevity PT Lowered to 40.00 at BMO Capital Markets | 10/03/2024 |
4 | BioLargo and Ingevity Financial Analysis | 10/17/2024 |
5 | Ingevity Corp Stock Price Up 3.96 percent on Oct 28 | 10/28/2024 |
6 | Q3 2024 Ingevity Corp Earnings Call Transcript | 10/31/2024 |
7 | Vanguard Group Incs Strategic Acquisition of Ingevity Corp Shares | 11/05/2024 |
8 | Ingevity Corp Shares Up 0.09 percent on Nov 19 | 11/19/2024 |
About Ingevity Corp 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 Ingevity or other stocks. Alpha measures the amount that position in Ingevity 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 | 43.81 | 54.54 | 45.51 | 34.01 | PTB Ratio | 4.24 | 3.85 | 2.73 | 2.59 |
Ingevity Corp Upcoming Company Events
As portrayed in its financial statements, the presentation of Ingevity Corp's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Ingevity Corp's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Ingevity Corp's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Ingevity Corp. Please utilize our Beneish M Score to check the likelihood of Ingevity Corp's management manipulating its earnings.
| 26th of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 26th 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 Ingevity Corp
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Additional Tools for Ingevity Stock Analysis
When running Ingevity Corp's price analysis, check to measure Ingevity Corp's 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 Ingevity Corp is operating at the current time. Most of Ingevity Corp's value examination focuses on studying past and present price action to predict the probability of Ingevity Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ingevity Corp's price. Additionally, you may evaluate how the addition of Ingevity Corp to your portfolios can decrease your overall portfolio volatility.