Investor Ab Ser Stock Alpha and Beta Analysis
| IVSBF Stock | USD 23.30 0.70 2.92% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Investor AB ser. It also helps investors analyze the systematic and unsystematic risks associated with investing in Investor over a specified time horizon. Remember, high Investor'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 Investor's market risk premium analysis include:
Beta 0.68 | Alpha 0.1 | Risk 1.34 | Sharpe Ratio 0.0327 | Expected Return 0.0439 |
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.
Investor |
Investor Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Investor market risk premium is the additional return an investor will receive from holding Investor 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 Investor. 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 Investor's performance over market.| α | 0.10 | β | 0.68 |
Investor 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 Investor's Buy-and-hold return. Our buy-and-hold chart shows how Investor performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Investor Market Price Analysis
Market price analysis indicators help investors to evaluate how Investor 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 Investor shares will generate the highest return on investment. By understating and applying Investor pink sheet market price indicators, traders can identify Investor position entry and exit signals to maximize returns.
Investor Return and Market Media
The median price of Investor for the period between Thu, Jan 25, 2024 and Wed, Apr 24, 2024 is 24.6 with a coefficient of variation of 4.48. The daily time series for the period is distributed with a sample standard deviation of 1.09, arithmetic mean of 24.38, and mean deviation of 0.94. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Investor 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 Investor or other pink sheets. Alpha measures the amount that position in Investor AB ser 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 Investor 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, Investor's short interest history, or implied volatility extrapolated from Investor options trading.
Build Portfolio with Investor
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 Investor Backtesting, Investor Valuation, Investor Correlation, Investor Hype Analysis, Investor Volatility, Investor History and analyze Investor Performance. Note that the Investor AB ser information on this page should be used as a complementary analysis to other Investor'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 Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.
Complementary Tools for Investor Pink Sheet analysis
When running Investor's price analysis, check to measure Investor'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 Investor is operating at the current time. Most of Investor's value examination focuses on studying past and present price action to predict the probability of Investor's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Investor's price. Additionally, you may evaluate how the addition of Investor to your portfolios can decrease your overall portfolio volatility.
| Earnings Calls Check upcoming earnings announcements updated hourly across public exchanges | |
| Stock Tickers Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites | |
| Volatility Analysis Get historical volatility and risk analysis based on latest market data | |
| Options Analysis Analyze and evaluate options and option chains as a potential hedge for your portfolios | |
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum | |
| AI Portfolio Architect Use AI to generate optimal portfolios and find profitable investment opportunities | |
| Funds Screener Find actively-traded funds from around the world traded on over 30 global exchanges | |
| Financial Widgets Easily integrated Macroaxis content with over 30 different plug-and-play financial widgets | |
| Premium Stories Follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope | |
| Fundamentals Comparison Compare fundamentals across multiple equities to find investing opportunities |
Investor 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.