Iac Inc Stock Alpha and Beta Analysis
| IAC Stock | USD 49.17 0.69 1.42% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as IAC Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in IAC over a specified time horizon. Remember, high IAC'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 IAC's market risk premium analysis include:
Beta 1.77 | Alpha (0.18) | Risk 1.88 | Sharpe Ratio (0.02) | Expected Return (0.04) |
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.
IAC |
IAC Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. IAC market risk premium is the additional return an investor will receive from holding IAC 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 IAC. 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 IAC's performance over market.| α | -0.18 | β | 1.77 |
IAC 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 IAC's Buy-and-hold return. Our buy-and-hold chart shows how IAC performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.IAC Market Price Analysis
Market price analysis indicators help investors to evaluate how IAC stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading IAC shares will generate the highest return on investment. By understating and applying IAC stock market price indicators, traders can identify IAC position entry and exit signals to maximize returns.
IAC Return and Market Media
The median price of IAC for the period between Fri, Jan 26, 2024 and Thu, Apr 25, 2024 is 51.9 with a coefficient of variation of 4.86. The daily time series for the period is distributed with a sample standard deviation of 2.54, arithmetic mean of 52.17, and mean deviation of 1.82. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Securitas AB Full Year Report 2023 January-December | 02/07/2024 |
2 | IAC Reports Q4 Loss, Lags Revenue Estimates | 02/14/2024 |
3 | Acquisition by Joseph Levin of 100000 shares of IAC at 13.48 subject to Rule 16b-3 | 02/27/2024 |
4 | Exercise or conversion by Richard Zannino of 1034 shares of IAC subject to Rule 16b-3 | 03/04/2024 |
5 | Care.com Report Reveals Workplace Common Ground Care Benefits | 03/05/2024 |
6 | 7 Social Media Stocks With More Upside Potential Than Reddits Overhyped IPO - InvestorPlace | 03/21/2024 |
7 | Acquisition by Chelsea Clinton of 141 shares of IAC at 44.4 subject to Rule 16b-3 | 03/28/2024 |
8 | Acquisition by Bryan Lourd of 257 shares of IAC at 53.34 subject to Rule 16b-3 | 04/02/2024 |
9 | Barry Diller says Trump Media is a scam and people buying shares are dopes | 04/05/2024 |
10 | Heres Why IAC Fell More Than Broader Market | 04/08/2024 |
11 | Joe Bidens Broke Don Nickname For Trump Looks Premature As Trumps Stake In DJT At 2.9 Billion, Barry Diller Calls DJT Buyers Dopes | 04/11/2024 |
12 | Select Registry is Recognized for Two IAC Awards in 2024 | 04/15/2024 |
13 | Angi Inc. to Announce Q1 2024 Earnings on May 7th and Host Earnings Conference Call on May 8th | 04/16/2024 |
About IAC 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 IAC or other stocks. Alpha measures the amount that position in IAC 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Days Sales Outstanding | 68.39 | 42.38 | 44.87 | 59.05 | PTB Ratio | 1.57 | 0.65 | 0.72 | 0.46 |
IAC Upcoming Company Events
As portrayed in its financial statements, the presentation of IAC's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, IAC's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of IAC's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of IAC. Please utilize our Beneish M Score to check the likelihood of IAC's management manipulating its earnings.
| 13th of February 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 13th 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 IAC
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
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Check out IAC Backtesting, IAC Valuation, IAC Correlation, IAC Hype Analysis, IAC Volatility, IAC History and analyze IAC Performance. Note that the IAC Inc information on this page should be used as a complementary analysis to other IAC'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 the Bonds Directory module to find actively traded corporate debentures issued by US companies.
Complementary Tools for IAC Stock analysis
When running IAC's price analysis, check to measure IAC'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 IAC is operating at the current time. Most of IAC's value examination focuses on studying past and present price action to predict the probability of IAC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move IAC's price. Additionally, you may evaluate how the addition of IAC to your portfolios can decrease your overall portfolio volatility.
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IAC 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.