Interface Stock Alpha and Beta Analysis
| TILE Stock | USD 25.46 0.25 0.99% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Interface. It also helps investors analyze the systematic and unsystematic risks associated with investing in Interface over a specified time horizon. Remember, high Interface'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 Interface's market risk premium analysis include:
Beta (0.73) | Alpha 0.67 | Risk 4.48 | Sharpe Ratio 0.13 | Expected Return 0.59 |
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.
Interface |
Interface Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Interface market risk premium is the additional return an investor will receive from holding Interface 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 Interface. 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 Interface's performance over market.| α | 0.67 | β | -0.73 |
Interface 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 Interface's Buy-and-hold return. Our buy-and-hold chart shows how Interface performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Interface Market Price Analysis
Market price analysis indicators help investors to evaluate how Interface stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Interface shares will generate the highest return on investment. By understating and applying Interface stock market price indicators, traders can identify Interface position entry and exit signals to maximize returns.
Interface Return and Market Media
The median price of Interface for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 18.76 with a coefficient of variation of 14.45. The daily time series for the period is distributed with a sample standard deviation of 2.92, arithmetic mean of 20.24, and mean deviation of 2.5. The Stock did not receive any noticable media coverage during the period.About Interface 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 Interface or other stocks. Alpha measures the amount that position in Interface 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.
Interface Upcoming Company Events
As portrayed in its financial statements, the presentation of Interface's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Interface's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Interface's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Interface. Please utilize our Beneish M Score to check the likelihood of Interface's management manipulating its earnings.
| 27th of February 2024 Upcoming Quarterly Report | View | |
| 3rd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 27th 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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Align your risk with return expectations
Check out Interface Backtesting, Interface Valuation, Interface Correlation, Interface Hype Analysis, Interface Volatility, Interface History and analyze Interface Performance. For information on how to trade Interface Stock refer to our How to Trade Interface Stock guide.You can also try the Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
Interface technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.