Icon Media Holdings Stock Alpha and Beta Analysis
| ICNM Stock | USD 0.0004 0.0001 33.33% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Icon Media Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Icon Media over a specified time horizon. Remember, high Icon Media'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 Icon Media's market risk premium analysis include:
Beta (1.79) | Alpha 3.96 | Risk 24.54 | Sharpe Ratio 0.13 | Expected Return 3.31 |
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.
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Icon Media Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Icon Media market risk premium is the additional return an investor will receive from holding Icon Media 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 Icon Media. 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 Icon Media's performance over market.| α | 3.96 | β | -1.79 |
Icon Media 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 Icon Media's Buy-and-hold return. Our buy-and-hold chart shows how Icon Media performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Icon Media Market Price Analysis
Market price analysis indicators help investors to evaluate how Icon Media pink sheet reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Icon Media shares will generate the highest return on investment. By understating and applying Icon Media pink sheet market price indicators, traders can identify Icon Media position entry and exit signals to maximize returns.
Icon Media Return and Market Media
The median price of Icon Media for the period between Sat, Jan 20, 2024 and Fri, Apr 19, 2024 is 4.0E-4 with a coefficient of variation of 20.36. The daily time series for the period is distributed with a sample standard deviation of 0.0, arithmetic mean of 0.0, and mean deviation of 0.0. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Icon Media 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 Icon or other pink sheets. Alpha measures the amount that position in Icon Media Holdings 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.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Icon Media in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Icon Media's short interest history, or implied volatility extrapolated from Icon Media options trading.
Build Portfolio with Icon Media
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 Icon Media Backtesting, Icon Media Valuation, Icon Media Correlation, Icon Media Hype Analysis, Icon Media Volatility, Icon Media History and analyze Icon Media Performance. You can also try the Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.
Complementary Tools for Icon Pink Sheet analysis
When running Icon Media's price analysis, check to measure Icon Media'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 Icon Media is operating at the current time. Most of Icon Media's value examination focuses on studying past and present price action to predict the probability of Icon Media's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Icon Media's price. Additionally, you may evaluate how the addition of Icon Media to your portfolios can decrease your overall portfolio volatility.
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Icon Media technical pink sheet analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, pink sheet market cycles, or different charting patterns.