International Business Alpha and Beta Analysis Overview

IBM -- USA Stock  

USD 149.06  2.29  1.51%

This module allows you to check different measures of market premium for International Business Machines Corporation as well as systematic risk associated with investing in International Business over a specified time horizon. Please also check International Business Backtesting, International Business Valuation, International Business Correlation, International Business Hype Analysis, International Business Volatility, International Business History and analyze International Business Performance.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

International Business Market Premiums

α0.09β0.49
30 days against DJI
Risk Adjusted Performance  

0.1185

Jensen Alpha  

0.0659

Total Risk Alpha  

0.09

Sortino Ratio  

0.0148

Treynor Ratio  

0.2654

International Business expected buy-and-hold returns

International Business Market Price Analysis

International Business Return and Market Media

The median price of International Business for the period between Thu, Aug 23, 2018 and Sat, Sep 22, 2018 is 146.57 with a coefficient of variation of 1.07. The daily time series for the period is distributed with a sample standard deviation of 1.57, arithmetic mean of 147.02, and mean deviation of 1.24. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Acquisition by Kenneth Keverian of tradable shares of Intern...08/31/2018
2
Exercise or conversion by Virginia Rometty of 8824 shares of...09/03/2018
3
International Business exotic insider transaction detected09/06/2018
4
Acquisition by John Kelly of 12469 shares of International B...09/12/2018
5
Bona fide gift to Steven Mills of tradable shares of Interna...09/18/2018
6
Payment of 20347 shares by Palmisano Samuel J of Internation...09/21/2018

International Business Upcoming Events

International Business Upcoming Company Events

Upcoming Quarterly ReportApril 17, 2017
Next Earnings ReportJuly 17, 2017

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Please also check International Business Backtesting, International Business Valuation, International Business Correlation, International Business Hype Analysis, International Business Volatility, International Business History and analyze International Business Performance. Please also try Coins and Tokens Correlation module to utilize digital token correlation table to build portfolio of cryptocurrencies across multiple exchanges.
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