International Business Alpha and Beta Analysis Overview

IBM -- USA Stock  

USD 145.39  0.91  0.63%

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.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

International Business Market Premiums

α0.03β0.07
30 days against DJI
Risk Adjusted Performance  

0.01

Jensen Alpha  

0.0

Total Risk Alpha  

0.0

Sortino Ratio  

0.002

Treynor Ratio  

0.0

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 Sun, May 20, 2018 and Tue, Jun 19, 2018 is 144.67 with a coefficient of variation of 1.11. The daily time series for the period is distributed with a sample standard deviation of 1.6, arithmetic mean of 144.38, and mean deviation of 1.26. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Acquisition by Weber Robert C2 of tradable shares of Interna...05/24/2018
2
Notable ETF Inflow Detected - QUAL, MO, SCHW, IBM05/30/2018
3
Sale by Shaughnessy Timothy S of 723 shares of International...06/05/2018
4
Acquisition by James Kavanaugh of 11485 shares of Internatio...06/08/2018
5
Acquisition by O Donnell Daniel E of tradable shares of Inte...06/11/2018
6
Bona fide gift to John Kelly of tradable shares of Internati...06/15/2018
7
Sale by Sanford Linda S of 1400 shares of International Busi...06/18/2018

Current Sentiment - IBM

International Business Investor Sentiment
Predominant part of Macroaxis users are currently bullish on International Business Machines Corporation. What is your judgment towards investing in International Business Machines Corporation? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Upcoming Events

International Business Upcoming Company Events
Upcoming Quarterly ReportApril 17, 2017
Next Earnings ReportJuly 17, 2017

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