Integrated Stock Alpha and Beta Analysis

IMTE -  USA Stock  

USD 5.00  0.02  0.40%

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

Integrated Beta 

Please note that although Integrated Media 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, Integrated Media did 0.42  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 Integrated Media Technology stock's relative risk over its benchmark. Integrated Media Tec has a beta of 0.32  . Let's try to break down what Integrated's beta means in this case. As returns on the market increase, Integrated Media returns are expected to increase less than the market. However, during the bear market, the loss on holding Integrated Media will be expected to be smaller as well.
Integrated Media Price to Book Value is projected to increase slightly based on the last few years of reporting. The past year's Price to Book Value was at 11.88. The current year Tangible Assets Book Value per Share is expected to grow to 3.75, whereas Enterprise Value over EBIT is forecasted to decline to (2.77) .
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.

Integrated Media Quarterly Book Value per Share


Integrated Media Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Integrated Media market risk premium is the additional return an investor will receive from holding Integrated 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 Integrated 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 Integrated Media's performance over market.
α0.42   β0.32
90 days against DJI

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

Integrated Media Market Price Analysis

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

Integrated Media Return and Market Media

The median price of Integrated Media for the period between Thu, Jul 22, 2021 and Wed, Oct 20, 2021 is 4.7 with a coefficient of variation of 10.33. The daily time series for the period is distributed with a sample standard deviation of 0.47, arithmetic mean of 4.54, and mean deviation of 0.42. The Stock received a lot of media exposure during the period.
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About Integrated 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in Integrated Media Tec 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.

Integrated Media Upcoming Company Events

As portrayed in its financial statements, the presentation of Integrated Media's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Integrated Media's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Integrated Media's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Integrated Media. Please utilize our Beneish M Score to check the likelihood of Integrated Media's management manipulating its earnings.
Upcoming Quarterly Report30th of July 2021
Next Fiscal Quarter End31st of March 2021

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Please see Integrated Media Backtesting, Integrated Media Valuation, Integrated Media Correlation, Integrated Media Hype Analysis, Integrated Media Volatility, Integrated Media History and analyze Integrated Media Performance. Note that the Integrated Media Tec information on this page should be used as a complementary analysis to other Integrated Media'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 Insider Screener module to find insiders across different sectors to evaluate their impact on performance.

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When running Integrated Media Tec price analysis, check to measure Integrated 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 Integrated Media is operating at the current time. Most of Integrated Media's value examination focuses on studying past and present price action to predict the probability of Integrated Media's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Integrated Media's price. Additionally, you may evaluate how the addition of Integrated Media to your portfolios can decrease your overall portfolio volatility.
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Integrated Media 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 Integrated Media technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Integrated Media 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...