Intercontinental Exchange Stock Alpha and Beta Analysis
| ICE Stock | USD 128.76 2.02 1.54% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Intercontinental Exchange. It also helps investors analyze the systematic and unsystematic risks associated with investing in Intercontinental over a specified time horizon. Remember, high Intercontinental'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 Intercontinental's market risk premium analysis include:
Beta 0.17 | Alpha 0.0327 | Risk 1.02 | Sharpe Ratio 0.0524 | Expected Return 0.0535 |
Intercontinental Quarterly Cash And Equivalents |
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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.
Intercontinental |
Intercontinental Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Intercontinental market risk premium is the additional return an investor will receive from holding Intercontinental 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 Intercontinental. 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 Intercontinental's performance over market.| α | 0.03 | β | 0.17 |
Intercontinental 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 Intercontinental's Buy-and-hold return. Our buy-and-hold chart shows how Intercontinental performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Intercontinental Market Price Analysis
Market price analysis indicators help investors to evaluate how Intercontinental stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Intercontinental shares will generate the highest return on investment. By understating and applying Intercontinental stock market price indicators, traders can identify Intercontinental position entry and exit signals to maximize returns.
Intercontinental Return and Market Media
The median price of Intercontinental for the period between Wed, Jan 31, 2024 and Tue, Apr 30, 2024 is 135.81 with a coefficient of variation of 2.81. The daily time series for the period is distributed with a sample standard deviation of 3.77, arithmetic mean of 134.29, and mean deviation of 3.19. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 1180 shares by Andrew Surdykowski of Intercontinental at 57.31 subject to Rule 16b-3 | 03/06/2024 |
2 | Sei Investments Co. Sells 57,197 Shares of Intercontinental Exchange, Inc. | 03/08/2024 |
3 | Coviance Announces Integration with Encompass by ICE Mortgage Technology | 03/18/2024 |
4 | Intercontinental Exchange Sets Date for 2024 Virtual Annual Meeting of Stockholders | 03/28/2024 |
5 | The Historic Westside Celebrates National Volunteer Month With Day of Service Along James P. Brawley Corridor | 04/09/2024 |
6 | Possible Bearish Signals With Intercontinental Exchange Insiders Disposing Stock | 04/11/2024 |
7 | ICE Bonds Risk Matching Auction Named Best Sell-Side Trading Network by WatersTechnology | 04/15/2024 |
8 | Intercontinental Exchanges earnings growth rate lags the 12 percent CAGR delivered to shareholders | 04/16/2024 |
9 | ICE Environmental Contracts Traded the Equivalent of 1 Trillion in Notional Value for the Third Consecutive Year | 04/22/2024 |
10 | IntercontinentalExchange Earnings Expected to Grow Should You Buy | 04/25/2024 |
11 | Will ICE Beat Estimates Again in Its Next Earnings Report | 04/26/2024 |
12 | Stay Ahead of the Game With ICE Q1 Earnings Wall Streets Insights on Key Metrics | 04/29/2024 |
About Intercontinental 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 Intercontinental or other stocks. Alpha measures the amount that position in Intercontinental Exchange 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 | 0.009718 | 0.0149 | 0.0132 | 0.00832 | Price To Sales Ratio | 8.38 | 5.95 | 7.31 | 6.95 |
Intercontinental Upcoming Company Events
As portrayed in its financial statements, the presentation of Intercontinental's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Intercontinental's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Intercontinental's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Intercontinental. Please utilize our Beneish M Score to check the likelihood of Intercontinental's management manipulating its earnings.
| 8th of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 8th of February 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 Intercontinental
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 Intercontinental Backtesting, Intercontinental Valuation, Intercontinental Correlation, Intercontinental Hype Analysis, Intercontinental Volatility, Intercontinental History and analyze Intercontinental Performance. Note that the Intercontinental Exchange information on this page should be used as a complementary analysis to other Intercontinental'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 Bonds Directory module to find actively traded corporate debentures issued by US companies.
Complementary Tools for Intercontinental Stock analysis
When running Intercontinental's price analysis, check to measure Intercontinental'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 Intercontinental is operating at the current time. Most of Intercontinental's value examination focuses on studying past and present price action to predict the probability of Intercontinental's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Intercontinental's price. Additionally, you may evaluate how the addition of Intercontinental to your portfolios can decrease your overall portfolio volatility.
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