Icl Israel Chemicals Stock Alpha and Beta Analysis
| ICL Stock | USD 4.90 0.16 3.38% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ICL Israel Chemicals. It also helps investors analyze the systematic and unsystematic risks associated with investing in ICL Israel over a specified time horizon. Remember, high ICL Israel'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 ICL Israel's market risk premium analysis include:
Beta (0.34) | Alpha 0.18 | Risk 2.23 | Sharpe Ratio 0.0567 | Expected Return 0.13 |
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.
ICL |
ICL Israel Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ICL Israel market risk premium is the additional return an investor will receive from holding ICL Israel 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 ICL Israel. 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 ICL Israel's performance over market.| α | 0.18 | β | -0.34 |
ICL Israel 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 ICL Israel's Buy-and-hold return. Our buy-and-hold chart shows how ICL Israel performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.ICL Israel Market Price Analysis
Market price analysis indicators help investors to evaluate how ICL Israel stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ICL Israel shares will generate the highest return on investment. By understating and applying ICL Israel stock market price indicators, traders can identify ICL Israel position entry and exit signals to maximize returns.
ICL Israel Return and Market Media
The median price of ICL Israel for the period between Wed, Feb 7, 2024 and Tue, May 7, 2024 is 4.97 with a coefficient of variation of 5.83. The daily time series for the period is distributed with a sample standard deviation of 0.29, arithmetic mean of 4.95, and mean deviation of 0.25. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Europe Fertilizer Market Forecast Report 2024-2030, Featuring Yara, KS, CF Industries, GrupaAzoty, ICL Group, OCI, Sociedad Quimica y Minera de Chile and BASF | 02/23/2024 |
2 | Q4 2023 ICL Group Ltd Earnings Call Transcript | 02/29/2024 |
3 | STAAR Surgical to Participate in Two Upcoming Investor Conferences | 03/06/2024 |
4 | ICL Buys Nitro 1000 for 30M, Expands Biologicals Portfolio | 03/07/2024 |
5 | Phoenix Holdings Ltd. Has 87.16 Million Stock Position in ICL Group Ltd | 03/12/2024 |
6 | Asia-Pacific Micronutrient Fertilizer - Market Share Analysis, Industry Trends Statistics, Growth Forecasts 2016 - 2030 | 03/14/2024 |
7 | China Micronutrient Fertilizer Market Analysis Growth Forecasts 2016-2030, Featuring Compo Expert, Coromandel International, ICL, Sociedad Quimica y Minera and ... | 03/20/2024 |
| ICL Israel dividend paid on 26th of March 2024 | 03/26/2024 |
8 | STAAR Surgical Announces Preliminary Net Sales for First Quarter 2024 | 04/04/2024 |
9 | Sustaining The Future How 3 Companies Are Reshaping FoodTech | 04/24/2024 |
10 | Analysts Estimate ICL Group to Report a Decline in Earnings What to Look Out for | 05/02/2024 |
About ICL Israel 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 ICL or other stocks. Alpha measures the amount that position in ICL Israel Chemicals 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 | 0.0222 | 0.12 | 0.0734 | 0.0408 | Price To Sales Ratio | 1.78 | 0.94 | 0.84 | 0.8 |
ICL Israel Upcoming Company Events
As portrayed in its financial statements, the presentation of ICL Israel's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, ICL Israel's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of ICL Israel's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of ICL Israel. Please utilize our Beneish M Score to check the likelihood of ICL Israel's management manipulating its earnings.
| 28th of February 2024 Upcoming Quarterly Report | View | |
| 8th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 21st 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 ICL Israel
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 ICL Israel Backtesting, ICL Israel Valuation, ICL Israel Correlation, ICL Israel Hype Analysis, ICL Israel Volatility, ICL Israel History and analyze ICL Israel Performance. Note that the ICL Israel Chemicals information on this page should be used as a complementary analysis to other ICL Israel'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 File Import module to quickly import all of your third-party portfolios from your local drive in csv format.
Complementary Tools for ICL Stock analysis
When running ICL Israel's price analysis, check to measure ICL Israel'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 ICL Israel is operating at the current time. Most of ICL Israel's value examination focuses on studying past and present price action to predict the probability of ICL Israel's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ICL Israel's price. Additionally, you may evaluate how the addition of ICL Israel to your portfolios can decrease your overall portfolio volatility.
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ICL Israel technical stock 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, stock market cycles, or different charting patterns.