IMedia Brands Alpha and Beta Analysis
| IMBIDelisted Stock | USD 0.0004 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as IMedia Brands. It also helps investors analyze the systematic and unsystematic risks associated with investing in IMedia Brands over a specified time horizon. Remember, high IMedia Brands' 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 IMedia Brands' market risk premium analysis include:
Beta (0.29) | Alpha (3.32) | Risk 0.0 | Sharpe Ratio 0.0 | Expected Return 0.0 |
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.
IMedia |
IMedia Brands Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. IMedia Brands market risk premium is the additional return an investor will receive from holding IMedia Brands 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 IMedia Brands. 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 IMedia Brands' performance over market.| α | -3.32 | β | -0.29 |
IMedia Brands Fundamentals Vs Peers
Comparing IMedia Brands' fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze IMedia Brands' direct or indirect competition across all of the common fundamentals between IMedia Brands and the related equities. This way, we can detect undervalued stocks with similar characteristics as IMedia Brands or determine the stocks which would be an excellent addition to an existing portfolio. Peer analysis of IMedia Brands' fundamental indicators could also be used in its relative valuation, which is a method of valuing IMedia Brands by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare IMedia Brands to competition |
| Fundamentals | IMedia Brands | Peer Average |
| Return On Equity | -1.63 | -0.31 |
| Return On Asset | -0.0547 | -0.14 |
| Profit Margin | (0.13) % | (1.27) % |
| Operating Margin | (0.08) % | (5.51) % |
| Current Valuation | 178.44 M | 16.62 B |
| Shares Outstanding | 28.92 M | 571.82 M |
| Shares Owned By Insiders | 14.44 % | 10.09 % |
IMedia Brands Opportunities
IMedia Brands Return and Market Media
The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | iMedia Brands Announces Receipt of Second Nasdaq Non Compliance Notice | 06/23/2023 |
2 | Why Is iMedia Brands Stock Up 36 percent Today | 06/26/2023 |
3 | iMedia Brands files Chapter 11, looks for sale owns ShopHQ, Christopher Banks, J.W. Hulme | 06/30/2023 |
4 | Will IMedia Brands turn things around in August | 07/06/2023 |
5 | iMedia Brands Enters into an Asset and Equity Purchase Agreement with RNN National Media Group | 07/07/2023 |
6 | Form 8-K iMedia Brands, Inc. For Jul 03 - StreetInsider.com | 07/10/2023 |
About IMedia Brands 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 IMedia or other delisted stocks. Alpha measures the amount that position in IMedia Brands 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.
IMedia Brands Upcoming Company Events
As portrayed in its financial statements, the presentation of IMedia Brands' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, IMedia Brands' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of IMedia Brands' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of IMedia Brands. Please utilize our Beneish M Score to check the likelihood of IMedia Brands' management manipulating its earnings.
| 11th of July 2023 Upcoming Quarterly Report | View | |
| 23rd of August 2023 Next Financial Report | View | |
| 30th of April 2023 Next Fiscal Quarter End | View | |
| 10th of April 2024 Next Fiscal Year End | View | |
| 31st of January 2023 Last Quarter Report | View | |
| 31st of January 2023 Last Financial Announcement | View |
Build Portfolio with IMedia Brands
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 Risk vs Return Analysis to better understand how to build diversified portfolios. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in bureau of labor statistics. Note that the IMedia Brands information on this page should be used as a complementary analysis to other IMedia Brands' 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 Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
Other Consideration for investing in IMedia Stock
If you are still planning to invest in IMedia Brands check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the IMedia Brands' history and understand the potential risks before investing.
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