Ivanhoe Electric Stock Alpha and Beta Analysis
| IE Stock | USD 9.46 0.60 5.96% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ivanhoe Electric. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ivanhoe Electric over a specified time horizon. Remember, high Ivanhoe Electric'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 Ivanhoe Electric's market risk premium analysis include:
Beta 1.15 | Alpha 0.29 | Risk 3.88 | Sharpe Ratio 0.14 | Expected Return 0.55 |
Ivanhoe Electric Quarterly Cash And Equivalents |
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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.
Ivanhoe |
Ivanhoe Electric Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ivanhoe Electric market risk premium is the additional return an investor will receive from holding Ivanhoe Electric 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 Ivanhoe Electric. 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 Ivanhoe Electric's performance over market.| α | 0.29 | β | 1.15 |
Ivanhoe Electric 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 Ivanhoe Electric's Buy-and-hold return. Our buy-and-hold chart shows how Ivanhoe Electric performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Ivanhoe Electric Market Price Analysis
Market price analysis indicators help investors to evaluate how Ivanhoe Electric stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Ivanhoe Electric shares will generate the highest return on investment. By understating and applying Ivanhoe Electric stock market price indicators, traders can identify Ivanhoe Electric position entry and exit signals to maximize returns.
Ivanhoe Electric Return and Market Media
The median price of Ivanhoe Electric for the period between Tue, Aug 20, 2024 and Mon, Nov 18, 2024 is 8.61 with a coefficient of variation of 17.61. The daily time series for the period is distributed with a sample standard deviation of 1.53, arithmetic mean of 8.68, and mean deviation of 1.34. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Xtrackers plc UK Regulatory Announcement Net Asset Value | 08/29/2024 |
2 | Xtrackers plc UK Regulatory Announcement Important Notice of Dividend Announcement to shareholder of Xtrackers Plc | 10/29/2024 |
3 | Disposition of 2499960 shares by Robert Friedland of Ivanhoe Electric at 4.6929 subject to Rule 16b-3 | 10/31/2024 |
4 | FMR LLC Reduces Stake in Ivanhoe Electric Inc | 11/13/2024 |
About Ivanhoe Electric 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 Ivanhoe or other stocks. Alpha measures the amount that position in Ivanhoe Electric 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 | 108.67 | 64.74 | 311.04 | 326.59 | PTB Ratio | 45.6 | 5.47 | 2.76 | 2.62 |
Ivanhoe Electric Upcoming Company Events
As portrayed in its financial statements, the presentation of Ivanhoe Electric's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Ivanhoe Electric's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Ivanhoe Electric's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Ivanhoe Electric. Please utilize our Beneish M Score to check the likelihood of Ivanhoe Electric's management manipulating its earnings.
| 12th of March 2024 Upcoming Quarterly Report | View | |
| 20th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 12th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out Ivanhoe Electric Backtesting, Ivanhoe Electric Valuation, Ivanhoe Electric Correlation, Ivanhoe Electric Hype Analysis, Ivanhoe Electric Volatility, Ivanhoe Electric History and analyze Ivanhoe Electric Performance. For information on how to trade Ivanhoe Stock refer to our How to Trade Ivanhoe Stock guide.You can also try the Equity Valuation module to check real value of public entities based on technical and fundamental data.
Ivanhoe Electric 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.