Intracellular Th Stock Alpha and Beta Analysis
| ITCI Stock | USD 64.76 1.12 1.70% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Intracellular Th. It also helps investors analyze the systematic and unsystematic risks associated with investing in Intracellular over a specified time horizon. Remember, high Intracellular'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 Intracellular's market risk premium analysis include:
Beta 1.42 | Alpha (0.13) | Risk 2.06 | Sharpe Ratio (0) | Expected Return (0.01) |
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.
Intracellular |
Intracellular Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Intracellular market risk premium is the additional return an investor will receive from holding Intracellular 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 Intracellular. 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 Intracellular's performance over market.| α | -0.13 | β | 1.42 |
Intracellular 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 Intracellular's Buy-and-hold return. Our buy-and-hold chart shows how Intracellular performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Intracellular Market Price Analysis
Market price analysis indicators help investors to evaluate how Intracellular stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Intracellular shares will generate the highest return on investment. By understating and applying Intracellular stock market price indicators, traders can identify Intracellular position entry and exit signals to maximize returns.
Intracellular Return and Market Media
The median price of Intracellular for the period between Wed, Jan 17, 2024 and Tue, Apr 16, 2024 is 67.7 with a coefficient of variation of 3.87. The daily time series for the period is distributed with a sample standard deviation of 2.65, arithmetic mean of 68.38, and mean deviation of 2.09. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Ultragenyx Reports Q4 Loss, Tops Revenue Estimates | 02/15/2024 |
2 | HubSpot Stock, On Holding, Wingstop, Palantir, KKR, 10 Others Get Flagged By IBD Stock Screens | 02/27/2024 |
3 | Intra-Cellular Therapies Inc to Discuss the Top-line Results of Studies 401 and 404 Call Transcript | 03/01/2024 |
4 | Intra-Cellular Therapies, Inc. Sees Large Decrease in Short Interest | 03/06/2024 |
5 | Disposition of 2722 shares by Suresh Durgam of Intracellular at 66.86 subject to Rule 16b-3 | 03/07/2024 |
6 | Disposition of 7345 shares by Suresh Durgam of Intracellular subject to Rule 16b-3 | 03/08/2024 |
7 | Disposition of 661 shares by Suresh Durgam of Intracellular at 66.96 subject to Rule 16b-3 | 03/11/2024 |
8 | Disposition of 20000 shares by Van Nostrand Robert L of Intracellular at 18.56 subject to Rule 16b-3 | 03/15/2024 |
9 | Disposition of 4059 shares by Mark Neumann of Intracellular at 69.56 subject to Rule 16b-3 | 03/18/2024 |
10 | Intra-Cellular Therapies promotes Michael Halstead to President | 03/19/2024 |
11 | Disposition of 20000 shares by Rory Riggs of Intracellular at 18.56 subject to Rule 16b-3 | 03/20/2024 |
12 | Acquisition by Rory Riggs of 260 shares of Intracellular at 69.2 subject to Rule 16b-3 | 03/28/2024 |
13 | Intra-Cellular Therapies, Inc.s PS Is On The Mark | 04/09/2024 |
About Intracellular 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 Intracellular or other stocks. Alpha measures the amount that position in Intracellular Th 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 | 90.04 | 110.16 | 90.05 | 71.46 | PTB Ratio | 10.18 | 7.59 | 11.61 | 7.67 |
Intracellular Upcoming Company Events
As portrayed in its financial statements, the presentation of Intracellular's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Intracellular's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Intracellular's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Intracellular. Please utilize our Beneish M Score to check the likelihood of Intracellular's management manipulating its earnings.
| 6th of March 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 6th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Intracellular
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Check out Intracellular Backtesting, Intracellular Valuation, Intracellular Correlation, Intracellular Hype Analysis, Intracellular Volatility, Intracellular History and analyze Intracellular Performance. Note that the Intracellular Th information on this page should be used as a complementary analysis to other Intracellular's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.
Complementary Tools for Intracellular Stock analysis
When running Intracellular's price analysis, check to measure Intracellular'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 Intracellular is operating at the current time. Most of Intracellular's value examination focuses on studying past and present price action to predict the probability of Intracellular's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Intracellular's price. Additionally, you may evaluate how the addition of Intracellular to your portfolios can decrease your overall portfolio volatility.
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