Isun Inc Stock Alpha and Beta Analysis
| ISUN Stock | USD 0.16 0.01 5.88% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as iSun Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in ISun over a specified time horizon. Remember, high ISun'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 ISun's market risk premium analysis include:
Beta 2.64 | Alpha (0.56) | Risk 5.46 | Sharpe Ratio (0.03) | Expected Return (0.17) |
Enterprise Value |
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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.
ISun |
ISun Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ISun market risk premium is the additional return an investor will receive from holding ISun 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 ISun. 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 ISun's performance over market.| α | -0.56 | β | 2.64 |
ISun 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 ISun's Buy-and-hold return. Our buy-and-hold chart shows how ISun performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.ISun Market Price Analysis
Market price analysis indicators help investors to evaluate how ISun stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ISun shares will generate the highest return on investment. By understating and applying ISun stock market price indicators, traders can identify ISun position entry and exit signals to maximize returns.
ISun Return and Market Media
The median price of ISun for the period between Fri, Jan 19, 2024 and Thu, Apr 18, 2024 is 0.21 with a coefficient of variation of 10.39. The daily time series for the period is distributed with a sample standard deviation of 0.02, arithmetic mean of 0.21, and mean deviation of 0.02. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | iSun, Inc. Sees Large Growth in Short Interest - Defense World | 03/04/2024 |
2 | Disposition of 2750 shares by Meer Claudia Michel of ISun at 0.2424 subject to Rule 16b-3 | 03/08/2024 |
3 | Disposition of 4000000 shares by Robert Zulkoski of ISun at 0.18 subject to Rule 16b-3 | 03/11/2024 |
4 | Further Upside For iSun, Inc. Shares Could Introduce Price Risks After 36 percent Bounce | 03/28/2024 |
5 | Acquisition by John Sullivan of 40000 shares of ISun subject to Rule 16b-3 | 04/08/2024 |
6 | ISun, Inc. Reports Q2 Loss, Misses Revenue Estimates - Yahoo Movies UK | 04/09/2024 |
7 | ISUN Stock Earnings iSun Misses EPS, Misses Revenue for Q4 2023 | 04/17/2024 |
About ISun 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 ISun or other stocks. Alpha measures the amount that position in iSun Inc 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.
| 2023 | 2024 (projected) | Dividend Yield | 1.02 | 1.07 | Price To Sales Ratio | 4.9K | 5.1K |
ISun Upcoming Company Events
As portrayed in its financial statements, the presentation of ISun's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, ISun's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of ISun's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of ISun. Please utilize our Beneish M Score to check the likelihood of ISun's management manipulating its earnings.
| 4th of April 2024 Upcoming Quarterly Report | View | |
| 20th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 4th of April 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 ISun
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 ISun Backtesting, ISun Valuation, ISun Correlation, ISun Hype Analysis, ISun Volatility, ISun History and analyze ISun Performance. You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
Complementary Tools for ISun Stock analysis
When running ISun's price analysis, check to measure ISun'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 ISun is operating at the current time. Most of ISun's value examination focuses on studying past and present price action to predict the probability of ISun's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ISun's price. Additionally, you may evaluate how the addition of ISun to your portfolios can decrease your overall portfolio volatility.
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