Indie Stock Alpha and Beta Analysis

INDI -  USA Stock  

USD 7.29  0.25  3.55%

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

Indie Beta 

Please note that although Indie Semiconductor 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, Indie Semiconductor did 0.63  worse 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 Indie Semiconductor Cl stock's relative risk over its benchmark. Indie Semiconductor has a beta of 1.31  . Let's try to break down what Indie's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Indie Semiconductor will likely underperform.
The current Book Value per Share is estimated to decrease to -95.23. The current Enterprise Value over EBIT is estimated to decrease to -7.44.
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.

Indie Semiconductor Quarterly Book Value per Share


Indie Semiconductor Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Indie Semiconductor market risk premium is the additional return an investor will receive from holding Indie Semiconductor 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 Indie Semiconductor. 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 Indie Semiconductor's performance over market.
α-0.63   β1.31
90 days against DJI

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

Indie Semiconductor Market Price Analysis

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

Indie Semiconductor Return and Market Media

The median price of Indie Semiconductor for the period between Thu, Oct 28, 2021 and Wed, Jan 26, 2022 is 12.46 with a coefficient of variation of 16.82. The daily time series for the period is distributed with a sample standard deviation of 2.05, arithmetic mean of 12.21, and mean deviation of 1.58. The Stock received some media coverage during the period.
 Price Growth (%)  
EPS Reported11/10/2021
Indie Semiconductor Stock Shows Market Leadership With 92 RS...11/15/2021
Exercise or conversion by Mcclymont Donald of 20850 shares o...12/14/2021
Exercise or conversion by Mcclymont Donald of 50000 shares o...12/16/2021
Exercise or conversion by Kee Scott David of 300000 shares o...12/20/2021
Acquisition by Mcclymont Donald of 70646 shares of Indie Sem...01/05/2022
Unclassified Event01/24/2022

About Indie Semiconductor 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 Indie Semiconductor 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.

Indie Semiconductor Upcoming Company Events

As portrayed in its financial statements, the presentation of Indie Semiconductor's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Indie Semiconductor's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Indie Semiconductor's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Indie Semiconductor. Please utilize our Beneish M Score to check the likelihood of Indie Semiconductor's management manipulating its earnings.
Upcoming Quarterly Report22nd of February 2022
Next Earnings Report16th of May 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End22nd of February 2022
Last Quarter Report30th of September 2021
Last Earning Announcement31st of December 2020

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Please see Indie Semiconductor Backtesting, Indie Semiconductor Valuation, Indie Semiconductor Correlation, Indie Semiconductor Hype Analysis, Indie Semiconductor Volatility, Indie Semiconductor History and analyze Indie Semiconductor Performance. Note that the Indie Semiconductor information on this page should be used as a complementary analysis to other Indie Semiconductor'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 Transaction History module to view history of all your transactions and understand their impact on performance.

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Indie Semiconductor 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 Indie Semiconductor technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Indie Semiconductor 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...