Insight Enterprises Stock Alpha and Beta Analysis
| NSIT Stock | USD 154.97 3.86 2.55% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Insight Enterprises. It also helps investors analyze the systematic and unsystematic risks associated with investing in Insight Enterprises over a specified time horizon. Remember, high Insight Enterprises' 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 Insight Enterprises' market risk premium analysis include:
Beta 1.68 | Alpha (0.66) | Risk 2.46 | Sharpe Ratio (0.21) | Expected Return (0.52) |
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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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Insight Enterprises Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Insight Enterprises market risk premium is the additional return an investor will receive from holding Insight Enterprises 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 Insight Enterprises. 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 Insight Enterprises' performance over market.| α | -0.66 | β | 1.68 |
Insight Enterprises 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 Insight Enterprises' Buy-and-hold return. Our buy-and-hold chart shows how Insight Enterprises performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Insight Enterprises Market Price Analysis
Market price analysis indicators help investors to evaluate how Insight Enterprises stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Insight Enterprises shares will generate the highest return on investment. By understating and applying Insight Enterprises stock market price indicators, traders can identify Insight Enterprises position entry and exit signals to maximize returns.
Insight Enterprises Return and Market Media
The median price of Insight Enterprises for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 210.67 with a coefficient of variation of 11.86. The daily time series for the period is distributed with a sample standard deviation of 23.63, arithmetic mean of 199.19, and mean deviation of 19.44. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Insider Trading | 08/30/2024 |
2 | Disposition of tradable shares by Jen Vasin of Insight Enterprises at 182.66 subject to Rule 16b-3 | 09/13/2024 |
3 | If You Invested 1000 In This Stock 5 Years Ago, You Would Have 4,000 Today | 10/09/2024 |
4 | Insight Enterprises Updates FY 2024 Earnings Guidance | 10/31/2024 |
5 | Earnings call Insight Enterprises reports dip in Q3 revenue amid IT challenges | 11/01/2024 |
6 | Insight Unveils State-of-the-Art Solutions Integration Center in Fort Worth, Texas | 11/06/2024 |
7 | Acquisition by Joyce Mullen of 2386 shares of Insight Enterprises subject to Rule 16b-3 | 11/08/2024 |
8 | Earnings Working Against Insight Enterprises, Inc.s Share Price Following 28 percent Dive | 11/14/2024 |
9 | This Johnson Johnson Analyst Begins Coverage On A Bullish Note Here Are Top 5 Initiations For Friday | 11/15/2024 |
10 | Insight Enterprises Reaches New 52-Week Low Time to Sell | 11/20/2024 |
About Insight Enterprises 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 Insight or other stocks. Alpha measures the amount that position in Insight Enterprises 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 | 113.6 | 114.5 | 146.73 | 154.07 | PTB Ratio | 2.47 | 2.14 | 3.37 | 2.38 |
Insight Enterprises Upcoming Company Events
As portrayed in its financial statements, the presentation of Insight Enterprises' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Insight Enterprises' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Insight Enterprises' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Insight Enterprises. Please utilize our Beneish M Score to check the likelihood of Insight Enterprises' management manipulating its earnings.
| 15th of February 2024 Upcoming Quarterly Report | View | |
| 7th of May 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 |
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Additional Tools for Insight Stock Analysis
When running Insight Enterprises' price analysis, check to measure Insight Enterprises' 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 Insight Enterprises is operating at the current time. Most of Insight Enterprises' value examination focuses on studying past and present price action to predict the probability of Insight Enterprises' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Insight Enterprises' price. Additionally, you may evaluate how the addition of Insight Enterprises to your portfolios can decrease your overall portfolio volatility.