Intuit Inc Stock Alpha and Beta Analysis
| INTU Stock | USD 635.49 4.61 0.73% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Intuit Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Intuit over a specified time horizon. Remember, high Intuit'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 Intuit's market risk premium analysis include:
Beta 1.62 | Alpha (0.11) | Risk 1.52 | Sharpe Ratio (0.0008) | Expected Return (0) |
Enterprise Value |
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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.
Intuit |
Intuit Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Intuit market risk premium is the additional return an investor will receive from holding Intuit 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 Intuit. 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 Intuit's performance over market.| α | -0.11 | β | 1.62 |
Intuit 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 Intuit's Buy-and-hold return. Our buy-and-hold chart shows how Intuit performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Intuit Market Price Analysis
Market price analysis indicators help investors to evaluate how Intuit stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Intuit shares will generate the highest return on investment. By understating and applying Intuit stock market price indicators, traders can identify Intuit position entry and exit signals to maximize returns.
Intuit Return and Market Media
The median price of Intuit for the period between Fri, Jan 26, 2024 and Thu, Apr 25, 2024 is 640.47 with a coefficient of variation of 2.4. The daily time series for the period is distributed with a sample standard deviation of 15.4, arithmetic mean of 640.73, and mean deviation of 12.3. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Intuit Unveils New Program to Help 50 Million Students | 04/03/2024 |
2 | Diego Rodriguez Nominated to Stand for Election to TrueCars Board of Directors at May 23, 2024 Annual Meeting | 04/08/2024 |
3 | Workato Named to Citizens JMPs Hot 100 Best Privately Held Software Companies List | 04/10/2024 |
4 | Salesforce Stock Is Sliding Monday Whats Going On | 04/15/2024 |
5 | Empowering Mental Health Journeys Calmerry and LYLA Unveil Innovative Partnership | 04/17/2024 |
| Intuit dividend paid on 18th of April 2024 | 04/18/2024 |
7 | Earnings call SL Green optimistic amid debt reduction and leasing growth | 04/19/2024 |
8 | Healthy tax season metrics help Intuit maintain 712 stock PT at Oppenheimer | 04/22/2024 |
9 | Intuit Outperforms Broader Market What You Need to Know | 04/24/2024 |
About Intuit 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 Intuit or other stocks. Alpha measures the amount that position in Intuit Inc 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) | Dividend Yield | 0.006164 | 0.006183 | 0.00711 | 0.00918 | Price To Sales Ratio | 9.87 | 10.01 | 9.01 | 4.62 |
Intuit Upcoming Company Events
As portrayed in its financial statements, the presentation of Intuit's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Intuit's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Intuit's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Intuit. Please utilize our Beneish M Score to check the likelihood of Intuit's management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 28th of May 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 22nd of August 2024 Next Fiscal Year End | View | |
| 31st of October 2023 Last Quarter Report | View | |
| 31st of July 2023 Last Financial Announcement | View |
Build Portfolio with Intuit
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Intuit Backtesting, Intuit Valuation, Intuit Correlation, Intuit Hype Analysis, Intuit Volatility, Intuit History and analyze Intuit Performance. You can also try the My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
Complementary Tools for Intuit Stock analysis
When running Intuit's price analysis, check to measure Intuit'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 Intuit is operating at the current time. Most of Intuit's value examination focuses on studying past and present price action to predict the probability of Intuit's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Intuit's price. Additionally, you may evaluate how the addition of Intuit to your portfolios can decrease your overall portfolio volatility.
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