INFOMEDIA FPO (Australia) Alpha and Beta Analysis

IFM -  Australia Stock  

AUD 1.67  0.01  0.60%

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as INFOMEDIA FPO. It also helps investors analyze the systematic and unsystematic risks associated with investing in INFOMEDIA FPO over a specified time horizon. Remember, high INFOMEDIA FPO'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.
Please see INFOMEDIA FPO Backtesting, INFOMEDIA FPO Valuation, INFOMEDIA FPO Correlation, INFOMEDIA FPO Hype Analysis, INFOMEDIA FPO Volatility, INFOMEDIA FPO History and analyze INFOMEDIA FPO Performance.

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Please note that although INFOMEDIA FPO alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, INFOMEDIA FPO did 0.31  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of INFOMEDIA FPO stock's relative risk over its benchmark. INFOMEDIA FPO has a beta of 0.23  . Let's try to break down what INFOMEDIA's beta means in this case. As returns on the market increase, INFOMEDIA FPO returns are expected to increase less than the market. However, during the bear market, the loss on holding INFOMEDIA FPO will be expected to be smaller as well.
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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.

INFOMEDIA FPO Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. INFOMEDIA FPO market risk premium is the additional return an investor will receive from holding INFOMEDIA FPO 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 INFOMEDIA FPO. 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 INFOMEDIA FPO's performance over market.
α0.31   β0.23
90 days against DJI

INFOMEDIA FPO 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 INFOMEDIA FPO's Buy-and-hold return. Our buy-and-hold chart shows how INFOMEDIA FPO performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

INFOMEDIA FPO Market Price Analysis

Market price analysis indicators help investors to evaluate how INFOMEDIA FPO stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading INFOMEDIA FPO shares will generate the highest return on investment. By understating and applying INFOMEDIA FPO stock market price indicators, traders can identify INFOMEDIA FPO position entry and exit signals to maximize returns.

INFOMEDIA FPO Return and Market Media

The median price of INFOMEDIA FPO for the period between Tue, Jun 22, 2021 and Mon, Sep 20, 2021 is 1.5 with a coefficient of variation of 6.95. The daily time series for the period is distributed with a sample standard deviation of 0.11, arithmetic mean of 1.53, and mean deviation of 0.09. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
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About INFOMEDIA FPO 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in INFOMEDIA FPO 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.

INFOMEDIA FPO Investors Sentiment

The influence of INFOMEDIA FPO's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in INFOMEDIA. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.

Current Sentiment - IFM

INFOMEDIA FPO Investor Sentiment

Most of Macroaxis users are currently bullish on INFOMEDIA FPO. What is your judgment towards investing in INFOMEDIA FPO? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Please see INFOMEDIA FPO Backtesting, INFOMEDIA FPO Valuation, INFOMEDIA FPO Correlation, INFOMEDIA FPO Hype Analysis, INFOMEDIA FPO Volatility, INFOMEDIA FPO History and analyze INFOMEDIA FPO Performance. Note that the INFOMEDIA FPO information on this page should be used as a complementary analysis to other INFOMEDIA FPO'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 Stock Screener module to find equities using custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook..

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When running INFOMEDIA FPO price analysis, check to measure INFOMEDIA FPO'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 INFOMEDIA FPO is operating at the current time. Most of INFOMEDIA FPO's value examination focuses on studying past and present price action to predict the probability of INFOMEDIA FPO's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move INFOMEDIA FPO's price. Additionally, you may evaluate how the addition of INFOMEDIA FPO to your portfolios can decrease your overall portfolio volatility.
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INFOMEDIA FPO 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.
A focus of INFOMEDIA FPO technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of INFOMEDIA FPO trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...