Imperial Oil Stock Alpha and Beta Analysis
| IMO Stock | USD 69.85 0.18 0.26% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Imperial Oil. It also helps investors analyze the systematic and unsystematic risks associated with investing in Imperial Oil over a specified time horizon. Remember, high Imperial Oil'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 Imperial Oil's market risk premium analysis include:
Beta 0.21 | Alpha 0.28 | Risk 1.36 | Sharpe Ratio 0.19 | Expected Return 0.26 |
Imperial Oil 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.
Imperial |
Imperial Oil Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Imperial Oil market risk premium is the additional return an investor will receive from holding Imperial Oil 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 Imperial Oil. 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 Imperial Oil's performance over market.| α | 0.28 | β | 0.21 |
Imperial Oil 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 Imperial Oil's Buy-and-hold return. Our buy-and-hold chart shows how Imperial Oil performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Imperial Oil Market Price Analysis
Market price analysis indicators help investors to evaluate how Imperial Oil stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Imperial Oil shares will generate the highest return on investment. By understating and applying Imperial Oil stock market price indicators, traders can identify Imperial Oil position entry and exit signals to maximize returns.
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| Price Series Division | ||
| Inverse Tangent Over Price Movement | ||
| Price Ceiling Movement | ||
| Aroon Oscillator | ||
| Balance Of Power | ||
| Bollinger Bands | ||
| Double Exponential Moving Average | ||
| Belt hold | ||
| Belt hold |
Imperial Oil Return and Market Media
The median price of Imperial Oil for the period between Sat, Feb 10, 2024 and Fri, May 10, 2024 is 67.74 with a coefficient of variation of 6.82. The daily time series for the period is distributed with a sample standard deviation of 4.53, arithmetic mean of 66.5, and mean deviation of 3.88. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Imperial Oil Price Target Raised to C115.00 at BMO Capital Markets - MarketBeat | 03/28/2024 |
| Imperial Oil dividend paid on 1st of April 2024 | 04/01/2024 |
2 | Earnings Preview Imperial Oil Q1 Earnings Expected to Decline | 04/19/2024 |
3 | Air Products Announces Plans to Build Network of Commercial-Scale Multi-Modal Hydrogen Refueling Stations Connecting Edmonton and Calgary, Alberta, Canada | 04/23/2024 |
4 | Imperial Oil marks record Q1 production at Kearl ahead of Trans Mountain start | 04/26/2024 |
5 | First Nation Takes Fight With Oil-Sands Giant to Shareholders | 04/29/2024 |
6 | Decoding Imperial Oil Ltd A Strategic SWOT Insight | 04/30/2024 |
7 | Earnings call Suncor Energy boasts record production and sales | 05/09/2024 |
About Imperial Oil 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 Imperial or other stocks. Alpha measures the amount that position in Imperial Oil 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.
| 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0201 | 0.0253 | 0.0249 | Price To Sales Ratio | 0.74 | 0.63 | 0.92 |
Imperial Oil Upcoming Company Events
As portrayed in its financial statements, the presentation of Imperial Oil's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Imperial Oil's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Imperial Oil's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Imperial Oil. Please utilize our Beneish M Score to check the likelihood of Imperial Oil's management manipulating its earnings.
| 2nd of February 2024 Upcoming Quarterly Report | View | |
| 26th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 2nd 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 Imperial Oil
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 Imperial Oil Backtesting, Imperial Oil Valuation, Imperial Oil Correlation, Imperial Oil Hype Analysis, Imperial Oil Volatility, Imperial Oil History and analyze Imperial Oil Performance. To learn how to invest in Imperial Stock, please use our How to Invest in Imperial Oil guide.You can also try the Stock Screener module to find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook..
Complementary Tools for Imperial Stock analysis
When running Imperial Oil's price analysis, check to measure Imperial Oil'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 Imperial Oil is operating at the current time. Most of Imperial Oil's value examination focuses on studying past and present price action to predict the probability of Imperial Oil's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Imperial Oil's price. Additionally, you may evaluate how the addition of Imperial Oil to your portfolios can decrease your overall portfolio volatility.
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Imperial Oil 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.