Ing Group Nv Stock Alpha and Beta Analysis

ING Stock  USD 16.49  0.23  1.41%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ING Group NV. It also helps investors analyze the systematic and unsystematic risks associated with investing in ING Group over a specified time horizon. Remember, high ING Group'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 ING Group's market risk premium analysis include:
Beta
0.57
Alpha
0.0787
Risk
1.38
Sharpe Ratio
0.12
Expected Return
0.16
Please note that although ING Group 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., NYSE Composite index.) So in this particular case, ING Group did 0.08  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 ING Group NV stock's relative risk over its benchmark. ING Group NV has a beta of 0.57  . As returns on the market increase, ING Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding ING Group is expected to be smaller as well. .
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.
  
Check out ING Group Backtesting, ING Group Valuation, ING Group Correlation, ING Group Hype Analysis, ING Group Volatility, ING Group History and analyze ING Group Performance.

ING Group Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ING Group market risk premium is the additional return an investor will receive from holding ING Group 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 ING Group. 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 ING Group's performance over market.
α0.08   β0.57

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

ING Group Market Price Analysis

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

ING Group Return and Market Media

The median price of ING Group for the period between Fri, Dec 29, 2023 and Thu, Mar 28, 2024 is 14.17 with a coefficient of variation of 6.51. The daily time series for the period is distributed with a sample standard deviation of 0.93, arithmetic mean of 14.29, and mean deviation of 0.74. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About ING Group 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 ING or other stocks. Alpha measures the amount that position in ING Group NV 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.

ING Group Upcoming Company Events

As portrayed in its financial statements, the presentation of ING Group's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, ING Group's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of ING Group's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of ING Group. Please utilize our Beneish M Score to check the likelihood of ING Group's management manipulating its earnings.
1st of February 2024
Upcoming Quarterly Report
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9th of May 2024
Next Financial Report
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31st of December 2023
Next Fiscal Quarter End
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1st of February 2024
Next Fiscal Year End
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30th of September 2023
Last Quarter Report
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31st of December 2022
Last Financial Announcement
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When determining whether ING Group NV is a strong investment it is important to analyze ING Group's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact ING Group's future performance. For an informed investment choice regarding ING Stock, refer to the following important reports:
Check out ING Group Backtesting, ING Group Valuation, ING Group Correlation, ING Group Hype Analysis, ING Group Volatility, ING Group History and analyze ING Group Performance.
You can also try the Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.

Complementary Tools for ING Stock analysis

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